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FSBW vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSBW and VOO is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

FSBW vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FS Bancorp, Inc. (FSBW) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

400.00%500.00%600.00%700.00%800.00%900.00%1,000.00%1,100.00%SeptemberOctoberNovemberDecember2025February
856.39%
475.13%
FSBW
VOO

Key characteristics

Sharpe Ratio

FSBW:

0.66

VOO:

1.98

Sortino Ratio

FSBW:

1.19

VOO:

2.65

Omega Ratio

FSBW:

1.14

VOO:

1.36

Calmar Ratio

FSBW:

1.13

VOO:

2.98

Martin Ratio

FSBW:

2.52

VOO:

12.44

Ulcer Index

FSBW:

9.44%

VOO:

2.02%

Daily Std Dev

FSBW:

35.93%

VOO:

12.69%

Max Drawdown

FSBW:

-53.96%

VOO:

-33.99%

Current Drawdown

FSBW:

-19.49%

VOO:

0.00%

Returns By Period

In the year-to-date period, FSBW achieves a -4.27% return, which is significantly lower than VOO's 4.06% return. Over the past 10 years, FSBW has outperformed VOO with an annualized return of 17.27%, while VOO has yielded a comparatively lower 13.30% annualized return.


FSBW

YTD

-4.27%

1M

-5.88%

6M

-4.96%

1Y

11.19%

5Y*

11.13%

10Y*

17.27%

VOO

YTD

4.06%

1M

2.87%

6M

10.75%

1Y

23.12%

5Y*

14.36%

10Y*

13.30%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

FSBW vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FSBW
The Risk-Adjusted Performance Rank of FSBW is 6868
Overall Rank
The Sharpe Ratio Rank of FSBW is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of FSBW is 6262
Sortino Ratio Rank
The Omega Ratio Rank of FSBW is 5858
Omega Ratio Rank
The Calmar Ratio Rank of FSBW is 8080
Calmar Ratio Rank
The Martin Ratio Rank of FSBW is 6969
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8080
Overall Rank
The Sharpe Ratio Rank of VOO is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7777
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7979
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8080
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FSBW vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FS Bancorp, Inc. (FSBW) and Vanguard S&P 500 ETF (VOO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for FSBW, currently valued at 0.66, compared to the broader market-2.000.002.004.000.661.98
The chart of Sortino ratio for FSBW, currently valued at 1.19, compared to the broader market-6.00-4.00-2.000.002.004.006.001.192.65
The chart of Omega ratio for FSBW, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.36
The chart of Calmar ratio for FSBW, currently valued at 1.13, compared to the broader market0.002.004.006.001.132.98
The chart of Martin ratio for FSBW, currently valued at 2.52, compared to the broader market-10.000.0010.0020.0030.002.5212.44
FSBW
VOO

The current FSBW Sharpe Ratio is 0.66, which is lower than the VOO Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of FSBW and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.66
1.98
FSBW
VOO

Dividends

FSBW vs. VOO - Dividend Comparison

FSBW's dividend yield for the trailing twelve months is around 2.77%, more than VOO's 1.20% yield.


TTM20242023202220212020201920182017201620152014
FSBW
FS Bancorp, Inc.
2.77%2.58%2.71%2.09%1.44%1.53%1.02%1.24%0.79%1.03%1.04%1.26%
VOO
Vanguard S&P 500 ETF
1.20%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

FSBW vs. VOO - Drawdown Comparison

The maximum FSBW drawdown since its inception was -53.96%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FSBW and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-19.49%
0
FSBW
VOO

Volatility

FSBW vs. VOO - Volatility Comparison

FS Bancorp, Inc. (FSBW) has a higher volatility of 10.18% compared to Vanguard S&P 500 ETF (VOO) at 3.13%. This indicates that FSBW's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
10.18%
3.13%
FSBW
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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