JOPSX vs. VOO
Compare and contrast key facts about JOHCM International Opportunities Fund (JOPSX) and Vanguard S&P 500 ETF (VOO).
JOPSX is managed by JOHCM Funds. It was launched on Sep 29, 2016. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JOPSX or VOO.
Key characteristics
| JOPSX | VOO | |
|---|---|---|
| YTD Return | 12.77% | 20.75% |
| 1Y Return | 21.95% | 33.60% |
| 3Y Return (Ann) | 9.75% | 11.14% |
| 5Y Return (Ann) | 9.59% | 15.64% |
| Sharpe Ratio | 1.86 | 2.47 |
| Daily Std Dev | 11.10% | 12.70% |
| Max Drawdown | -30.41% | -33.99% |
| Current Drawdown | -0.37% | -0.20% |
Correlation
The correlation between JOPSX and VOO is 0.64, 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.
Performance
JOPSX vs. VOO - Performance Comparison
In the year-to-date period, JOPSX achieves a 12.77% return, which is significantly lower than VOO's 20.75% 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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JOPSX vs. VOO - Expense Ratio Comparison
JOPSX has a 0.88% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
JOPSX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JOHCM International Opportunities Fund (JOPSX) 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.
Dividends
JOPSX vs. VOO - Dividend Comparison
JOPSX's dividend yield for the trailing twelve months is around 0.54%, less than VOO's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JOPSX JOHCM International Opportunities Fund | 0.54% | 0.61% | 2.13% | 16.12% | 2.30% | 2.24% | 2.00% | 6.26% | 0.88% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
JOPSX vs. VOO - Drawdown Comparison
The maximum JOPSX drawdown since its inception was -30.41%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for JOPSX and VOO. For additional features, visit the drawdowns tool.
Volatility
JOPSX vs. VOO - Volatility Comparison
The current volatility for JOHCM International Opportunities Fund (JOPSX) is 3.48%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.19%. This indicates that JOPSX 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.