FSI vs. VOO
Compare and contrast key facts about Flexible Solutions International Inc. (FSI) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSI or VOO.
Key characteristics
| FSI | VOO | |
|---|---|---|
| YTD Return | 101.89% | 23.75% |
| 1Y Return | 70.62% | 35.49% |
| 3Y Return (Ann) | 1.89% | 11.02% |
| 5Y Return (Ann) | 8.75% | 16.24% |
| 10Y Return (Ann) | 14.87% | 14.04% |
| Sharpe Ratio | 1.15 | 2.85 |
| Sortino Ratio | 1.88 | 3.80 |
| Omega Ratio | 1.26 | 1.52 |
| Calmar Ratio | 0.99 | 3.05 |
| Martin Ratio | 4.59 | 17.77 |
| Ulcer Index | 15.40% | 2.00% |
| Daily Std Dev | 61.61% | 12.45% |
| Max Drawdown | -88.76% | -33.99% |
| Current Drawdown | -18.65% | -0.34% |
Correlation
The correlation between FSI and VOO is 0.14, 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.
Performance
FSI vs. VOO - Performance Comparison
In the year-to-date period, FSI achieves a 101.89% return, which is significantly higher than VOO's 23.75% return. Over the past 10 years, FSI has outperformed VOO with an annualized return of 14.87%, while VOO has yielded a comparatively lower 14.04% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FSI vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Flexible Solutions International Inc. (FSI) 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.
Dividends
FSI vs. VOO - Dividend Comparison
FSI's dividend yield for the trailing twelve months is around 2.72%, more than VOO's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSI Flexible Solutions International Inc. | 2.72% | 2.50% | 0.00% | 0.00% | 0.00% | 7.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
FSI vs. VOO - Drawdown Comparison
The maximum FSI drawdown since its inception was -88.76%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FSI and VOO. For additional features, visit the drawdowns tool.
Volatility
FSI vs. VOO - Volatility Comparison
Flexible Solutions International Inc. (FSI) has a higher volatility of 10.68% compared to Vanguard S&P 500 ETF (VOO) at 3.04%. This indicates that FSI'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.