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LOPP vs. VO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LOPP vs. VO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gabelli Love Our Planet & People ETF (LOPP) and Vanguard Mid-Cap ETF (VO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LOPP achieves a 15.77% return, which is significantly higher than VO's 10.05% return.


LOPP

1D
-0.10%
1M
3.39%
YTD
15.77%
6M
17.00%
1Y
33.50%
3Y*
16.93%
5Y*
7.80%
10Y*

VO

1D
-0.45%
1M
3.20%
YTD
10.05%
6M
9.73%
1Y
18.13%
3Y*
16.69%
5Y*
7.87%
10Y*
11.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LOPP vs. VO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
LOPP
Gabelli Love Our Planet & People ETF
15.77%22.61%9.89%4.74%-15.04%19.26%
VO
Vanguard Mid-Cap ETF
10.05%11.62%15.31%16.03%-18.73%23.13%

Correlation

The correlation between LOPP and VO is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.80

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

0.88

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

0.90

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2021

0.89

The correlation between LOPP and VO shifts across timeframes, from 0.80 (1 year) to 0.90 (5 years), reflecting how their relationship changes across market environments.

LOPP vs. VO - Sectors Allocation Comparison


Sectors
LOPP
VO

Industrials

62.6%
17.9%

Utilities

11.2%
8.3%

Financial Services

6.3%
12.8%

Consumer Cyclical

4.0%
8.6%

Energy

3.9%
8.5%

Basic Materials

3.5%
4.2%

Technology

3.2%
18.6%

Real Estate

2.6%
5.4%

Communication Services

1.5%
3.1%

Healthcare

0.8%
7.6%

Consumer Defensive

0.5%
4.8%

Industrials

LOPP
62.6%
VO
17.9%

Utilities

LOPP
11.2%
VO
8.3%

Financial Services

LOPP
6.3%
VO
12.8%

Consumer Cyclical

LOPP
4.0%
VO
8.6%

Energy

LOPP
3.9%
VO
8.5%

Basic Materials

LOPP
3.5%
VO
4.2%

Technology

LOPP
3.2%
VO
18.6%

Real Estate

LOPP
2.6%
VO
5.4%

Communication Services

LOPP
1.5%
VO
3.1%

Healthcare

LOPP
0.8%
VO
7.6%

Consumer Defensive

LOPP
0.5%
VO
4.8%

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Return for Risk

LOPP vs. VO — Risk / Return Rank

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

LOPP
LOPP Risk / Return Rank: 6464
Overall Rank
LOPP Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
LOPP Sortino Ratio Rank: 6262
Sortino Ratio Rank
LOPP Omega Ratio Rank: 5858
Omega Ratio Rank
LOPP Calmar Ratio Rank: 6969
Calmar Ratio Rank
LOPP Martin Ratio Rank: 7070
Martin Ratio Rank

VO
VO Risk / Return Rank: 4343
Overall Rank
VO Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VO Sortino Ratio Rank: 4141
Sortino Ratio Rank
VO Omega Ratio Rank: 3838
Omega Ratio Rank
VO Calmar Ratio Rank: 4444
Calmar Ratio Rank
VO Martin Ratio Rank: 5050
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.

LOPP vs. VO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gabelli Love Our Planet & People ETF (LOPP) and Vanguard Mid-Cap ETF (VO). 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.


LOPPVODifference

Sharpe ratio

Return per unit of total volatility

2.07

1.48

+0.59

Sortino ratio

Return per unit of downside risk

2.92

2.14

+0.78

Omega ratio

Gain probability vs. loss probability

1.35

1.26

+0.09

Calmar ratio

Return relative to maximum drawdown

3.45

2.23

+1.22

Martin ratio

Return relative to average drawdown

12.98

8.50

+4.48

LOPP vs. VO - Sharpe Ratio Comparison

The current LOPP Sharpe Ratio is 2.07, which is higher than the VO Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of LOPP and VO, 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


LOPPVODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

1.48

+0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.45

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.50

+0.06

Drawdowns

LOPP vs. VO - Drawdown Comparison

The maximum LOPP drawdown since its inception was -25.28%, smaller than the maximum VO drawdown of -58.87%. Use the drawdown chart below to compare losses from any high point for LOPP and VO.


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Drawdown Indicators


LOPPVODifference

Max Drawdown

Largest peak-to-trough decline

-25.28%

-58.87%

+33.59%

Max Drawdown (1Y)

Largest decline over 1 year

-9.77%

-8.17%

-1.60%

Max Drawdown (3Y)

Largest decline over 3 years

-20.28%

-19.02%

-1.26%

Max Drawdown (5Y)

Largest decline over 5 years

-25.28%

-27.57%

+2.29%

Max Drawdown (10Y)

Largest decline over 10 years

-39.37%

Current Drawdown

Current decline from peak

-0.16%

-0.45%

+0.29%

Average Drawdown

Average peak-to-trough decline

-8.25%

-7.86%

-0.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

2.14%

+0.45%

Volatility

LOPP vs. VO - Volatility Comparison

Gabelli Love Our Planet & People ETF (LOPP) has a higher volatility of 5.88% compared to Vanguard Mid-Cap ETF (VO) at 2.99%. This indicates that LOPP's price experiences larger fluctuations and is considered to be riskier than VO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LOPPVODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.88%

2.99%

+2.89%

Volatility (6M)

Calculated over the trailing 6-month period

13.04%

9.21%

+3.83%

Volatility (1Y)

Calculated over the trailing 1-year period

16.32%

12.34%

+3.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.99%

17.59%

+0.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.69%

18.95%

-1.26%

LOPP vs. VO - Expense Ratio Comparison

LOPP has a 0.00% expense ratio, which is lower than VO's 0.03% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

LOPP vs. VO - Dividend Comparison

LOPP's dividend yield for the trailing twelve months is around 0.72%, less than VO's 1.36% yield.


PositionTTM20252024202320222021202020192018201720162015
LOPP
Gabelli Love Our Planet & People ETF
0.72%0.83%1.88%2.23%2.01%1.25%0.00%0.00%0.00%0.00%0.00%0.00%
VO
Vanguard Mid-Cap ETF
1.36%1.52%1.49%1.52%1.60%1.12%1.45%1.48%1.82%1.35%1.45%1.47%

Frequently Asked Questions


LOPP and VO have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LOPP has higher volatility (5.88%) compared to VO (2.99%). In terms of maximum drawdown, LOPP dropped -25.28% vs VO's -58.87%.

On 5-year performance, VO leads with 7.87% vs 7.80% for LOPP. On fees, LOPP is cheaper at 0.00% per year. On volatility, VO has been the lower-risk option at 2.99%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, VO has performed better with a 7.87% return vs 7.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LOPP is cheaper with a 0.00% expense ratio, compared with 0.03% for VO.

VO has the higher dividend yield at 1.36%, compared with 0.72% for LOPP.

They also come from different issuers: Gabelli and Vanguard. Their fees differ too: 0.00% for LOPP and 0.03% for VO.

LOPP currently has the higher Sharpe Ratio (2.07 vs 1.48), 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

Find the right allocation for LOPP and VO

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