OTRFX vs. VOO
Compare and contrast key facts about OnTrack Core Fund (OTRFX) and Vanguard S&P 500 ETF (VOO).
OTRFX is managed by Advisors Preferred. It was launched on Jan 14, 2013. 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.
Performance
OTRFX vs. VOO - Performance Comparison
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OTRFX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OTRFX OnTrack Core Fund | 3.15% | 6.12% | -0.12% | 5.37% | -5.82% | 3.94% | 29.03% | 6.86% | -4.70% | 6.49% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, OTRFX achieves a 3.15% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, OTRFX has underperformed VOO with an annualized return of 5.68%, while VOO has yielded a comparatively higher 14.05% annualized return.
OTRFX
- 1D
- 0.02%
- 1M
- -2.38%
- YTD
- 3.15%
- 6M
- 5.25%
- 1Y
- 9.52%
- 3Y*
- 5.34%
- 5Y*
- 1.88%
- 10Y*
- 5.68%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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OTRFX vs. VOO - Expense Ratio Comparison
OTRFX has a 2.58% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
OTRFX vs. VOO — Risk / Return Rank
OTRFX
VOO
OTRFX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for OnTrack Core Fund (OTRFX) 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.
| OTRFX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.17 | 0.98 | +1.19 |
Sortino ratioReturn per unit of downside risk | 2.94 | 1.50 | +1.45 |
Omega ratioGain probability vs. loss probability | 1.50 | 1.23 | +0.27 |
Calmar ratioReturn relative to maximum drawdown | 3.07 | 1.53 | +1.54 |
Martin ratioReturn relative to average drawdown | 8.74 | 7.29 | +1.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| OTRFX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 0.98 | +1.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.70 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.55 | 0.78 | +0.77 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.24 | 0.83 | +0.40 |
Correlation
The correlation between OTRFX and VOO is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
OTRFX vs. VOO - Dividend Comparison
OTRFX's dividend yield for the trailing twelve months is around 12.64%, more than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OTRFX OnTrack Core Fund | 12.64% | 13.04% | 8.01% | 0.14% | 1.39% | 7.10% | 2.36% | 1.38% | 7.15% | 2.69% | 7.05% | 6.15% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
OTRFX vs. VOO - Drawdown Comparison
The maximum OTRFX drawdown since its inception was -9.73%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for OTRFX and VOO.
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Drawdown Indicators
| OTRFX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.73% | -33.99% | +24.26% |
Max Drawdown (1Y)Largest decline over 1 year | -3.02% | -11.98% | +8.96% |
Max Drawdown (5Y)Largest decline over 5 years | -9.51% | -24.52% | +15.01% |
Max Drawdown (10Y)Largest decline over 10 years | -9.51% | -33.99% | +24.48% |
Current DrawdownCurrent decline from peak | -2.89% | -6.29% | +3.40% |
Average DrawdownAverage peak-to-trough decline | -2.98% | -3.72% | +0.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.06% | 2.52% | -1.46% |
Volatility
OTRFX vs. VOO - Volatility Comparison
The current volatility for OnTrack Core Fund (OTRFX) is 1.79%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. This indicates that OTRFX 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.
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Volatility by Period
| OTRFX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.79% | 5.29% | -3.50% |
Volatility (6M)Calculated over the trailing 6-month period | 3.90% | 9.44% | -5.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.34% | 18.10% | -13.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.06% | 16.82% | -13.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.68% | 17.99% | -14.31% |