LVHI vs. VOO
Compare and contrast key facts about Legg Mason International Low Volatility High Dividend ETF (LVHI) and Vanguard S&P 500 ETF (VOO).
LVHI and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LVHI is a passively managed fund by Franklin Templeton that tracks the performance of the QS International Low Volatility High Dividend Hedged Index. It was launched on Jul 27, 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. Both LVHI and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LVHI or VOO.
Performance
LVHI vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, LVHI achieves a 15.58% return, which is significantly lower than VOO's 25.52% return.
LVHI
15.58%
-0.48%
4.61%
19.43%
8.92%
N/A
VOO
25.52%
1.19%
12.21%
32.23%
15.58%
13.15%
Key characteristics
| LVHI | VOO | |
|---|---|---|
| Sharpe Ratio | 2.03 | 2.62 |
| Sortino Ratio | 2.65 | 3.50 |
| Omega Ratio | 1.37 | 1.49 |
| Calmar Ratio | 2.93 | 3.78 |
| Martin Ratio | 14.09 | 17.12 |
| Ulcer Index | 1.33% | 1.86% |
| Daily Std Dev | 9.24% | 12.19% |
| Max Drawdown | -32.31% | -33.99% |
| Current Drawdown | -1.24% | -1.36% |
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LVHI vs. VOO - Expense Ratio Comparison
LVHI has a 0.40% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between LVHI and VOO is 0.58, 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.
Risk-Adjusted Performance
LVHI vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Legg Mason International Low Volatility High Dividend ETF (LVHI) 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
LVHI vs. VOO - Dividend Comparison
LVHI's dividend yield for the trailing twelve months is around 6.32%, more than VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LVHI Legg Mason International Low Volatility High Dividend ETF | 6.32% | 8.12% | 7.74% | 4.13% | 3.97% | 6.67% | 10.66% | 1.97% | 1.16% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
LVHI vs. VOO - Drawdown Comparison
The maximum LVHI drawdown since its inception was -32.31%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for LVHI and VOO. For additional features, visit the drawdowns tool.
Volatility
LVHI vs. VOO - Volatility Comparison
The current volatility for Legg Mason International Low Volatility High Dividend ETF (LVHI) is 2.45%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.10%. This indicates that LVHI 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.