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

Correlation

The correlation between VOO and FSYD is 0.73, 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.


-0.50.00.51.00.7

Performance

VOO vs. FSYD - Performance Comparison

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

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
10.51%
4.00%
VOO
FSYD

Key characteristics

Sharpe Ratio

VOO:

1.89

FSYD:

2.60

Sortino Ratio

VOO:

2.54

FSYD:

3.88

Omega Ratio

VOO:

1.35

FSYD:

1.51

Calmar Ratio

VOO:

2.83

FSYD:

4.31

Martin Ratio

VOO:

11.83

FSYD:

16.52

Ulcer Index

VOO:

2.02%

FSYD:

0.64%

Daily Std Dev

VOO:

12.66%

FSYD:

4.07%

Max Drawdown

VOO:

-33.99%

FSYD:

-12.11%

Current Drawdown

VOO:

-0.42%

FSYD:

-0.09%

Returns By Period

In the year-to-date period, VOO achieves a 4.17% return, which is significantly higher than FSYD's 1.76% return.


VOO

YTD

4.17%

1M

1.23%

6M

10.51%

1Y

24.45%

5Y*

14.68%

10Y*

13.26%

FSYD

YTD

1.76%

1M

0.49%

6M

4.00%

1Y

10.51%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


VOO vs. FSYD - Expense Ratio Comparison

VOO has a 0.03% expense ratio, which is lower than FSYD's 0.55% expense ratio.


FSYD
Fidelity Sustainable High Yield ETF
Expense ratio chart for FSYD: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

VOO vs. FSYD — Risk-Adjusted Performance Rank

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

VOO
The Risk-Adjusted Performance Rank of VOO is 7979
Overall Rank
The Sharpe Ratio Rank of VOO is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7676
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7878
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7979
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8282
Martin Ratio Rank

FSYD
The Risk-Adjusted Performance Rank of FSYD is 9393
Overall Rank
The Sharpe Ratio Rank of FSYD is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of FSYD is 9595
Sortino Ratio Rank
The Omega Ratio Rank of FSYD is 9393
Omega Ratio Rank
The Calmar Ratio Rank of FSYD is 9393
Calmar Ratio Rank
The Martin Ratio Rank of FSYD is 9292
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.

VOO vs. FSYD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 ETF (VOO) and Fidelity Sustainable High Yield ETF (FSYD). 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 VOO, currently valued at 1.89, compared to the broader market0.002.004.001.892.60
The chart of Sortino ratio for VOO, currently valued at 2.54, compared to the broader market-2.000.002.004.006.008.0010.0012.002.543.88
The chart of Omega ratio for VOO, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.001.351.51
The chart of Calmar ratio for VOO, currently valued at 2.83, compared to the broader market0.005.0010.0015.002.834.31
The chart of Martin ratio for VOO, currently valued at 11.83, compared to the broader market0.0020.0040.0060.0080.00100.0011.8316.52
VOO
FSYD

The current VOO Sharpe Ratio is 1.89, which is comparable to the FSYD Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of VOO and FSYD, 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 Ratio2.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.89
2.60
VOO
FSYD

Dividends

VOO vs. FSYD - Dividend Comparison

VOO's dividend yield for the trailing twelve months is around 1.19%, less than FSYD's 6.44% yield.


TTM20242023202220212020201920182017201620152014
VOO
Vanguard S&P 500 ETF
1.19%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%
FSYD
Fidelity Sustainable High Yield ETF
6.44%6.47%6.70%5.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VOO vs. FSYD - Drawdown Comparison

The maximum VOO drawdown since its inception was -33.99%, which is greater than FSYD's maximum drawdown of -12.11%. Use the drawdown chart below to compare losses from any high point for VOO and FSYD. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.42%
-0.09%
VOO
FSYD

Volatility

VOO vs. FSYD - Volatility Comparison

Vanguard S&P 500 ETF (VOO) has a higher volatility of 2.94% compared to Fidelity Sustainable High Yield ETF (FSYD) at 0.98%. This indicates that VOO's price experiences larger fluctuations and is considered to be riskier than FSYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
2.94%
0.98%
VOO
FSYD
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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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