HELO vs. VOOG
Compare and contrast key facts about JPMorgan Hedged Equity Laddered Overlay ETF (HELO) and Vanguard S&P 500 Growth ETF (VOOG).
HELO and VOOG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HELO is an actively managed fund by JPMorgan Chase. It was launched on Sep 28, 2023. VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HELO or VOOG.
Key characteristics
| HELO | VOOG | |
|---|---|---|
| YTD Return | 19.19% | 35.27% |
| 1Y Return | 24.85% | 46.56% |
| Sharpe Ratio | 3.40 | 2.66 |
| Sortino Ratio | 4.89 | 3.40 |
| Omega Ratio | 1.73 | 1.49 |
| Calmar Ratio | 5.74 | 2.74 |
| Martin Ratio | 27.93 | 14.13 |
| Ulcer Index | 0.86% | 3.21% |
| Daily Std Dev | 7.03% | 17.04% |
| Max Drawdown | -4.16% | -32.73% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between HELO and VOOG is 0.89, 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
HELO vs. VOOG - Performance Comparison
In the year-to-date period, HELO achieves a 19.19% return, which is significantly lower than VOOG's 35.27% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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HELO vs. VOOG - Expense Ratio Comparison
HELO has a 0.50% expense ratio, which is higher than VOOG's 0.10% expense ratio.
Risk-Adjusted Performance
HELO vs. VOOG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Hedged Equity Laddered Overlay ETF (HELO) and Vanguard S&P 500 Growth ETF (VOOG). 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.
Dividends
HELO vs. VOOG - Dividend Comparison
HELO's dividend yield for the trailing twelve months is around 0.51%, less than VOOG's 0.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HELO JPMorgan Hedged Equity Laddered Overlay ETF | 0.51% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOOG Vanguard S&P 500 Growth ETF | 0.59% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
Drawdowns
HELO vs. VOOG - Drawdown Comparison
The maximum HELO drawdown since its inception was -4.16%, smaller than the maximum VOOG drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for HELO and VOOG. For additional features, visit the drawdowns tool.
Volatility
HELO vs. VOOG - Volatility Comparison
The current volatility for JPMorgan Hedged Equity Laddered Overlay ETF (HELO) is 2.43%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 5.25%. This indicates that HELO experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.