PortfoliosLab logo
ONEO vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ONEO and VOO is 0.86, 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

ONEO vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Russell 1000 Momentum Focus ETF (ONEO) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%December2025FebruaryMarchAprilMay
140.50%
225.13%
ONEO
VOO

Key characteristics

Sharpe Ratio

ONEO:

0.33

VOO:

0.52

Sortino Ratio

ONEO:

0.65

VOO:

0.89

Omega Ratio

ONEO:

1.09

VOO:

1.13

Calmar Ratio

ONEO:

0.34

VOO:

0.57

Martin Ratio

ONEO:

1.16

VOO:

2.18

Ulcer Index

ONEO:

5.81%

VOO:

4.85%

Daily Std Dev

ONEO:

18.62%

VOO:

19.11%

Max Drawdown

ONEO:

-40.86%

VOO:

-33.99%

Current Drawdown

ONEO:

-8.38%

VOO:

-7.67%

Returns By Period

In the year-to-date period, ONEO achieves a -1.17% return, which is significantly higher than VOO's -3.41% return.


ONEO

YTD

-1.17%

1M

5.34%

6M

-5.91%

1Y

6.09%

5Y*

14.61%

10Y*

N/A

VOO

YTD

-3.41%

1M

3.92%

6M

-5.06%

1Y

9.92%

5Y*

15.85%

10Y*

12.42%

*Annualized

Compare stocks, funds, or ETFs

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


ONEO vs. VOO - Expense Ratio Comparison

ONEO has a 0.20% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

ONEO vs. VOO — Risk-Adjusted Performance Rank

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

ONEO
The Risk-Adjusted Performance Rank of ONEO is 4646
Overall Rank
The Sharpe Ratio Rank of ONEO is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of ONEO is 4747
Sortino Ratio Rank
The Omega Ratio Rank of ONEO is 4545
Omega Ratio Rank
The Calmar Ratio Rank of ONEO is 4949
Calmar Ratio Rank
The Martin Ratio Rank of ONEO is 4545
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6464
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.

ONEO vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Russell 1000 Momentum Focus ETF (ONEO) 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.


The current ONEO Sharpe Ratio is 0.33, which is lower than the VOO Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of ONEO 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.33
0.52
ONEO
VOO

Dividends

ONEO vs. VOO - Dividend Comparison

ONEO's dividend yield for the trailing twelve months is around 1.39%, more than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
ONEO
SPDR Russell 1000 Momentum Focus ETF
1.39%1.30%1.56%1.74%1.19%1.28%1.63%1.72%7.69%1.82%0.10%0.00%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

ONEO vs. VOO - Drawdown Comparison

The maximum ONEO drawdown since its inception was -40.86%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ONEO and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-8.38%
-7.67%
ONEO
VOO

Volatility

ONEO vs. VOO - Volatility Comparison

The current volatility for SPDR Russell 1000 Momentum Focus ETF (ONEO) is 6.02%, while Vanguard S&P 500 ETF (VOO) has a volatility of 6.83%. This indicates that ONEO 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
6.02%
6.83%
ONEO
VOO