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

Correlation

The correlation between FUTY and VOO is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

FUTY vs. VOO - Performance Comparison

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

200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
191.02%
284.94%
FUTY
VOO

Key characteristics

Sharpe Ratio

FUTY:

1.35

VOO:

0.57

Sortino Ratio

FUTY:

1.84

VOO:

0.92

Omega Ratio

FUTY:

1.25

VOO:

1.13

Calmar Ratio

FUTY:

2.24

VOO:

0.58

Martin Ratio

FUTY:

5.67

VOO:

2.42

Ulcer Index

FUTY:

4.02%

VOO:

4.51%

Daily Std Dev

FUTY:

16.96%

VOO:

19.17%

Max Drawdown

FUTY:

-36.44%

VOO:

-33.99%

Current Drawdown

FUTY:

-3.60%

VOO:

-10.56%

Returns By Period

In the year-to-date period, FUTY achieves a 4.77% return, which is significantly higher than VOO's -6.43% return. Over the past 10 years, FUTY has underperformed VOO with an annualized return of 9.21%, while VOO has yielded a comparatively higher 12.02% annualized return.


FUTY

YTD

4.77%

1M

2.05%

6M

-1.55%

1Y

21.38%

5Y*

9.43%

10Y*

9.21%

VOO

YTD

-6.43%

1M

-4.99%

6M

-5.02%

1Y

9.61%

5Y*

15.88%

10Y*

12.02%

*Annualized

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FUTY vs. VOO - Expense Ratio Comparison

FUTY has a 0.08% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for FUTY: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FUTY: 0.08%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

FUTY vs. VOO — Risk-Adjusted Performance Rank

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

FUTY
The Risk-Adjusted Performance Rank of FUTY is 8888
Overall Rank
The Sharpe Ratio Rank of FUTY is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of FUTY is 8787
Sortino Ratio Rank
The Omega Ratio Rank of FUTY is 8686
Omega Ratio Rank
The Calmar Ratio Rank of FUTY is 9494
Calmar Ratio Rank
The Martin Ratio Rank of FUTY is 8686
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6666
Overall Rank
The Sharpe Ratio Rank of VOO is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6767
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.

FUTY vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Utilities Index ETF (FUTY) 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 chart of Sharpe ratio for FUTY, currently valued at 1.35, compared to the broader market-1.000.001.002.003.004.005.00
FUTY: 1.35
VOO: 0.57
The chart of Sortino ratio for FUTY, currently valued at 1.84, compared to the broader market-2.000.002.004.006.008.00
FUTY: 1.84
VOO: 0.92
The chart of Omega ratio for FUTY, currently valued at 1.25, compared to the broader market0.501.001.502.002.50
FUTY: 1.25
VOO: 1.13
The chart of Calmar ratio for FUTY, currently valued at 2.24, compared to the broader market0.002.004.006.008.0010.0012.00
FUTY: 2.24
VOO: 0.58
The chart of Martin ratio for FUTY, currently valued at 5.67, compared to the broader market0.0020.0040.0060.00
FUTY: 5.67
VOO: 2.42

The current FUTY Sharpe Ratio is 1.35, which is higher than the VOO Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of FUTY 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.35
0.57
FUTY
VOO

Dividends

FUTY vs. VOO - Dividend Comparison

FUTY's dividend yield for the trailing twelve months is around 2.83%, more than VOO's 1.39% yield.


TTM20242023202220212020201920182017201620152014
FUTY
Fidelity MSCI Utilities Index ETF
2.83%2.96%3.31%2.72%2.70%3.07%2.82%3.11%3.03%3.35%4.33%3.04%
VOO
Vanguard S&P 500 ETF
1.39%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

FUTY vs. VOO - Drawdown Comparison

The maximum FUTY drawdown since its inception was -36.44%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FUTY and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.60%
-10.56%
FUTY
VOO

Volatility

FUTY vs. VOO - Volatility Comparison

The current volatility for Fidelity MSCI Utilities Index ETF (FUTY) is 8.60%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.97%. This indicates that FUTY experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
8.60%
13.97%
FUTY
VOO