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FTDR vs. VOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTDR vs. VOO - Performance Comparison

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

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Returns By Period

In the year-to-date period, FTDR achieves a 7.61% return, which is significantly lower than VOO's 10.91% return.


FTDR

1D
0.24%
1M
-2.74%
YTD
7.61%
6M
18.07%
1Y
9.22%
3Y*
24.88%
5Y*
3.54%
10Y*

VOO

1D
-0.70%
1M
5.04%
YTD
10.91%
6M
10.93%
1Y
28.04%
3Y*
22.44%
5Y*
13.90%
10Y*
15.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTDR vs. VOO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FTDR
Frontdoor, Inc.
7.61%5.52%55.22%69.33%-43.25%-27.01%5.88%78.20%-36.64%
VOO
Vanguard S&P 500 ETF
10.91%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-13.80%

Correlation

The correlation between FTDR and VOO is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

Correlation (3Y)
Calculated over the trailing 3-year period

0.41

Correlation (5Y)
Calculated over the trailing 5-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2018

0.43

The correlation between FTDR and VOO shifts across timeframes, from 0.35 (1 year) to 0.45 (5 years), reflecting how their relationship changes across market environments.

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Frontdoor, Inc.

Vanguard S&P 500 ETF

Return for Risk

FTDR vs. VOO — Risk / Return Rank

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

FTDR
FTDR Risk / Return Rank: 4747
Overall Rank
FTDR Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
FTDR Sortino Ratio Rank: 4444
Sortino Ratio Rank
FTDR Omega Ratio Rank: 4545
Omega Ratio Rank
FTDR Calmar Ratio Rank: 4848
Calmar Ratio Rank
FTDR Martin Ratio Rank: 4949
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 7070
Overall Rank
VOO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 7070
Sortino Ratio Rank
VOO Omega Ratio Rank: 7070
Omega Ratio Rank
VOO Calmar Ratio Rank: 6262
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FTDR vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Frontdoor, Inc. (FTDR) 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.


FTDRVOODifference
Sharpe ratioReturn per unit of total volatility

-2.17

Sortino ratioReturn per unit of downside risk

-2.65

Omega ratioGain probability vs. loss probability

1.09

1.43

-0.35

Calmar ratioReturn relative to maximum drawdown

0.32

3.16

-2.85

Martin ratioReturn relative to average drawdown

0.72

14.73

-14.01

FTDR vs. VOO - Sharpe Ratio Comparison

The current FTDR Sharpe Ratio is 0.22, which is lower than the VOO Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of FTDR and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FTDRVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.22

2.39

-2.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.83

-0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.89

-0.76

Drawdowns

FTDR vs. VOO - Drawdown Comparison

The maximum FTDR drawdown since its inception was -66.39%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FTDR and VOO.


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Drawdown Indicators


FTDRVOODifference

Max Drawdown

Largest peak-to-trough decline

-66.39%

-33.99%

-32.40%

Max Drawdown (1Y)

Largest decline over 1 year

-29.23%

-8.90%

-20.33%

Max Drawdown (3Y)

Largest decline over 3 years

-40.58%

-18.69%

-21.89%

Max Drawdown (5Y)

Largest decline over 5 years

-62.80%

-24.52%

-38.28%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-10.52%

-0.70%

-9.82%

Average Drawdown

Average peak-to-trough decline

-27.91%

-3.69%

-24.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.91%

1.91%

+11.00%

Volatility

FTDR vs. VOO - Volatility Comparison

Frontdoor, Inc. (FTDR) has a higher volatility of 9.62% compared to Vanguard S&P 500 ETF (VOO) at 2.84%. This indicates that FTDR'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.


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Volatility by Period


FTDRVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.62%

2.84%

+6.78%

Volatility (6M)

Calculated over the trailing 6-month period

30.80%

8.90%

+21.90%

Volatility (1Y)

Calculated over the trailing 1-year period

41.52%

11.80%

+29.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.57%

16.81%

+21.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.67%

18.01%

+22.66%

Dividends

FTDR vs. VOO - Dividend Comparison

FTDR has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.03%.


PositionTTM20252024202320222021202020192018201720162015
FTDR
Frontdoor, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.03%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Frequently Asked Questions


FTDR and VOO have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FTDR has higher volatility (9.62%) compared to VOO (2.84%). In terms of maximum drawdown, FTDR dropped -66.39% vs VOO's -33.99%.

VOO currently has the higher Sharpe Ratio (2.39 vs 0.22), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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