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

Correlation

The correlation between FSST and VOO is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

FSST vs. VOO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FSST:

0.34

VOO:

0.74

Sortino Ratio

FSST:

0.52

VOO:

1.04

Omega Ratio

FSST:

1.07

VOO:

1.15

Calmar Ratio

FSST:

0.25

VOO:

0.68

Martin Ratio

FSST:

0.82

VOO:

2.58

Ulcer Index

FSST:

6.68%

VOO:

4.93%

Daily Std Dev

FSST:

21.14%

VOO:

19.54%

Max Drawdown

FSST:

-26.30%

VOO:

-33.99%

Current Drawdown

FSST:

-6.76%

VOO:

-3.55%

Returns By Period

In the year-to-date period, FSST achieves a -2.47% return, which is significantly lower than VOO's 0.90% return.


FSST

YTD

-2.47%

1M

5.60%

6M

-5.99%

1Y

6.10%

3Y*

12.40%

5Y*

N/A

10Y*

N/A

VOO

YTD

0.90%

1M

5.53%

6M

-1.46%

1Y

13.29%

3Y*

14.31%

5Y*

15.89%

10Y*

12.81%

*Annualized

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Vanguard S&P 500 ETF

FSST vs. VOO - Expense Ratio Comparison

FSST has a 0.59% expense ratio, which is higher than VOO's 0.03% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FSST vs. VOO — Risk-Adjusted Performance Rank

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

FSST
The Risk-Adjusted Performance Rank of FSST is 3030
Overall Rank
The Sharpe Ratio Rank of FSST is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of FSST is 2828
Sortino Ratio Rank
The Omega Ratio Rank of FSST is 3030
Omega Ratio Rank
The Calmar Ratio Rank of FSST is 3030
Calmar Ratio Rank
The Martin Ratio Rank of FSST is 2929
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6060
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6262
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
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.

FSST vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Sustainability U.S. Equity ETF (FSST) 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.


The current FSST Sharpe Ratio is 0.34, which is lower than the VOO Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of FSST 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FSST vs. VOO - Dividend Comparison

FSST's dividend yield for the trailing twelve months is around 2.00%, more than VOO's 1.29% yield.


TTM20242023202220212020201920182017201620152014
FSST
Fidelity Sustainability U.S. Equity ETF
2.00%2.01%0.68%1.00%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.29%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

FSST vs. VOO - Drawdown Comparison

The maximum FSST drawdown since its inception was -26.30%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FSST and VOO.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FSST vs. VOO - Volatility Comparison

Fidelity Sustainability U.S. Equity ETF (FSST) and Vanguard S&P 500 ETF (VOO) have volatilities of 5.08% and 4.84%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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