PortfoliosLab logo
PortfoliosLab logo
Tools
Portfolios
Screeners
Discussions
VOO vs. FSYD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VOO and FSYD is 0.74, 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.

VOO vs. FSYD

Last updated May 31, 2025

Compare and contrast key facts about Vanguard S&P 500 ETF (VOO) and Fidelity Sustainable High Yield ETF (FSYD).

VOO and FSYD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. FSYD is an actively managed fund by Fidelity. It was launched on Feb 15, 2022.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VOO or FSYD.

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.

Loading data...

Key characteristics

Sharpe Ratio

VOO:

0.74

FSYD:

1.51

Sortino Ratio

VOO:

1.04

FSYD:

2.20

Omega Ratio

VOO:

1.15

FSYD:

1.34

Calmar Ratio

VOO:

0.68

FSYD:

1.63

Martin Ratio

VOO:

2.58

FSYD:

8.38

Ulcer Index

VOO:

4.93%

FSYD:

1.07%

Daily Std Dev

VOO:

19.54%

FSYD:

6.04%

Max Drawdown

VOO:

-33.99%

FSYD:

-12.11%

Current Drawdown

VOO:

-3.55%

FSYD:

-0.14%

Returns By Period

In the year-to-date period, VOO achieves a 0.90% return, which is significantly lower than FSYD's 2.24% return.

VOO

YTD

0.90%

1M

6.28%

6M

-1.46%

1Y

14.27%

3Y*

14.31%

5Y*

15.89%

10Y*

12.81%

FSYD

YTD

2.24%

1M

1.45%

6M

1.68%

1Y

9.05%

3Y*

6.18%

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.

Vanguard S&P 500 ETF

Fidelity Sustainable High Yield ETF

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
VOO
Vanguard S&P 500 ETF
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6464
Martin Ratio Rank
FSYD
The Risk-Adjusted Performance Rank of FSYD is 9090
Overall Rank
The Sharpe Ratio Rank of FSYD is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of FSYD is 9090
Sortino Ratio Rank
The Omega Ratio Rank of FSYD is 9191
Omega Ratio Rank
The Calmar Ratio Rank of FSYD is 8989
Calmar Ratio Rank
The Martin Ratio Rank of FSYD is 9090
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.

The current VOO Sharpe Ratio is 0.74, which is lower than the FSYD Sharpe Ratio of 1.51. 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.

Loading data...

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

VOO vs. FSYD - Dividend Comparison

VOO's dividend yield for the trailing twelve months is around 1.29%, less than FSYD's 6.71% yield.

TTM20242023202220212020201920182017201620152014
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%
FSYD
Fidelity Sustainable High Yield ETF		6.71%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.

Loading data...

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

Volatility

VOO vs. FSYD - Volatility Comparison

Vanguard S&P 500 ETF (VOO) has a higher volatility of 4.84% compared to Fidelity Sustainable High Yield ETF (FSYD) at 1.83%. 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.

Loading data...