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

Correlation

The correlation between HNW and VOO is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

HNW vs. VOO - Performance Comparison

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

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
4.69%
9.81%
HNW
VOO

Key characteristics

Sharpe Ratio

HNW:

2.79

VOO:

1.92

Sortino Ratio

HNW:

3.80

VOO:

2.58

Omega Ratio

HNW:

1.57

VOO:

1.35

Calmar Ratio

HNW:

1.88

VOO:

2.88

Martin Ratio

HNW:

20.69

VOO:

12.03

Ulcer Index

HNW:

1.09%

VOO:

2.02%

Daily Std Dev

HNW:

8.11%

VOO:

12.69%

Max Drawdown

HNW:

-53.07%

VOO:

-33.99%

Current Drawdown

HNW:

0.00%

VOO:

0.00%

Returns By Period

In the year-to-date period, HNW achieves a 2.54% return, which is significantly lower than VOO's 4.36% return. Over the past 10 years, HNW has underperformed VOO with an annualized return of 6.17%, while VOO has yielded a comparatively higher 13.28% annualized return.


HNW

YTD

2.54%

1M

1.49%

6M

4.35%

1Y

22.34%

5Y*

5.78%

10Y*

6.17%

VOO

YTD

4.36%

1M

2.34%

6M

10.20%

1Y

24.11%

5Y*

14.50%

10Y*

13.28%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

HNW vs. VOO — Risk-Adjusted Performance Rank

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

HNW
The Risk-Adjusted Performance Rank of HNW is 9595
Overall Rank
The Sharpe Ratio Rank of HNW is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of HNW is 9595
Sortino Ratio Rank
The Omega Ratio Rank of HNW is 9696
Omega Ratio Rank
The Calmar Ratio Rank of HNW is 8888
Calmar Ratio Rank
The Martin Ratio Rank of HNW is 9797
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7878
Overall Rank
The Sharpe Ratio Rank of VOO is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7575
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7777
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8282
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.

HNW vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pioneer Diversified High Income Fund, Inc. (HNW) 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.


Sharpe ratio
The chart of Sharpe ratio for HNW, currently valued at 2.79, compared to the broader market-2.000.002.004.002.791.92
The chart of Sortino ratio for HNW, currently valued at 3.80, compared to the broader market-6.00-4.00-2.000.002.004.006.003.802.58
The chart of Omega ratio for HNW, currently valued at 1.57, compared to the broader market0.501.001.502.001.571.35
The chart of Calmar ratio for HNW, currently valued at 1.88, compared to the broader market0.002.004.006.001.882.88
The chart of Martin ratio for HNW, currently valued at 20.69, compared to the broader market0.0010.0020.0030.0020.6912.03
HNW
VOO

The current HNW Sharpe Ratio is 2.79, which is higher than the VOO Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of HNW 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 Ratio2.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
2.79
1.92
HNW
VOO

Dividends

HNW vs. VOO - Dividend Comparison

HNW's dividend yield for the trailing twelve months is around 12.39%, more than VOO's 1.19% yield.


TTM20242023202220212020201920182017201620152014
HNW
Pioneer Diversified High Income Fund, Inc.
12.39%12.52%10.91%11.61%8.62%8.93%7.90%9.50%7.78%9.01%10.69%10.73%
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%

Drawdowns

HNW vs. VOO - Drawdown Comparison

The maximum HNW drawdown since its inception was -53.07%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for HNW and VOO. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February00
HNW
VOO

Volatility

HNW vs. VOO - Volatility Comparison

The current volatility for Pioneer Diversified High Income Fund, Inc. (HNW) is 1.19%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.12%. This indicates that HNW 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.


1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
1.19%
3.12%
HNW
VOO
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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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