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

Correlation

The correlation between ONERX and VOO is 0.79, 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

ONERX vs. VOO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

ONERX:

0.07

VOO:

0.52

Sortino Ratio

ONERX:

0.39

VOO:

0.89

Omega Ratio

ONERX:

1.06

VOO:

1.13

Calmar Ratio

ONERX:

0.06

VOO:

0.57

Martin Ratio

ONERX:

0.15

VOO:

2.18

Ulcer Index

ONERX:

19.56%

VOO:

4.85%

Daily Std Dev

ONERX:

46.82%

VOO:

19.11%

Max Drawdown

ONERX:

-61.85%

VOO:

-33.99%

Current Drawdown

ONERX:

-29.63%

VOO:

-7.67%

Returns By Period

In the year-to-date period, ONERX achieves a -5.11% return, which is significantly lower than VOO's -3.41% return.


ONERX

YTD

-5.11%

1M

20.32%

6M

-20.66%

1Y

2.79%

5Y*

9.82%

10Y*

N/A

VOO

YTD

-3.41%

1M

7.59%

6M

-5.06%

1Y

9.79%

5Y*

15.86%

10Y*

12.42%

*Annualized

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ONERX vs. VOO - Expense Ratio Comparison

ONERX has a 1.75% expense ratio, which is higher than VOO's 0.03% expense ratio.


Risk-Adjusted Performance

ONERX vs. VOO — Risk-Adjusted Performance Rank

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

ONERX
The Risk-Adjusted Performance Rank of ONERX is 3131
Overall Rank
The Sharpe Ratio Rank of ONERX is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of ONERX is 3535
Sortino Ratio Rank
The Omega Ratio Rank of ONERX is 3636
Omega Ratio Rank
The Calmar Ratio Rank of ONERX is 2828
Calmar Ratio Rank
The Martin Ratio Rank of ONERX is 2626
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
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.

ONERX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for One Rock Fund (ONERX) 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 ONERX Sharpe Ratio is 0.07, which is lower than the VOO Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of ONERX 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.


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Dividends

ONERX vs. VOO - Dividend Comparison

ONERX has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.34%.


TTM20242023202220212020201920182017201620152014
ONERX
One Rock Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%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

ONERX vs. VOO - Drawdown Comparison

The maximum ONERX drawdown since its inception was -61.85%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ONERX and VOO. For additional features, visit the drawdowns tool.


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Volatility

ONERX vs. VOO - Volatility Comparison

One Rock Fund (ONERX) has a higher volatility of 11.87% compared to Vanguard S&P 500 ETF (VOO) at 6.83%. This indicates that ONERX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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