OTRFX vs. VOO
OTRFX (OnTrack Core Fund) and VOO (Vanguard S&P 500 ETF) are both funds - OTRFX is a Tactical Allocation fund managed by Advisors Preferred, while VOO is a S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, OTRFX returned 5.20%/yr vs 15.14%/yr for VOO. Their 0.39 correlation means their historical movements had little consistent relationship. OTRFX charges 2.58%/yr vs 0.03%/yr for VOO.
Performance
OTRFX vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, OTRFX achieves a 4.93% return, which is significantly lower than VOO's 10.16% return. Over the past 10 years, OTRFX has underperformed VOO with an annualized return of 5.20%, while VOO has yielded a comparatively higher 15.14% annualized return.
OTRFX
- 1D
- 0.10%
- 1M
- -0.10%
- 6M
- 1.36%
- YTD
- 4.93%
- 1Y
- 9.39%
- 3Y*
- 5.76%
- 5Y*
- 1.79%
- 10Y*
- 5.20%
- ALL TIME*
- 4.35%
VOO
- 1D
- 0.71%
- 1M
- 0.26%
- 6M
- 8.58%
- YTD
- 10.16%
- 1Y
- 21.58%
- 3Y*
- 19.42%
- 5Y*
- 12.83%
- 10Y*
- 15.14%
- ALL TIME*
- 14.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
OTRFX OnTrack Core Fund | $0.00 | $0.00 | $0.00 |
| $3.82B | $3.78B | $5.44B |
OTRFX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OTRFX OnTrack Core Fund | 4.93% | 6.12% | -0.12% | 5.37% | -5.82% | 3.94% | 29.03% | 6.86% | -4.70% | 6.49% |
VOO Vanguard S&P 500 ETF | 10.16% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between OTRFX and VOO is 0.56, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.56 |
Correlation (3Y) Balances recent behavior with more history. | 0.45 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.35 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.41 |
Correlation (All Time) Calculated using the full available price history since Jan 16, 2013 | 0.39 |
The correlation between OTRFX and VOO shifts across timeframes, from 0.35 (5 years) to 0.56 (1 year), reflecting how their relationship changes across market environments.
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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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| OTRFX | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.73 | ||
| Sortino ratioReturn per unit of downside risk | +0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.56 | 1.28 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 3.11 | 2.21 | +0.90 |
| Martin ratioReturn relative to average drawdown | 6.54 | 9.44 | -2.90 |
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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% | -8.90% | +5.88% |
Max Drawdown (3Y)Largest decline over 3 years | -5.76% | -18.69% | +12.93% |
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 | -1.21% | -1.38% | +0.17% |
Average DrawdownAverage peak-to-trough decline | -2.95% | -3.67% | +0.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.43% | 2.08% | -0.65% |
Volatility
OTRFX vs. VOO - Volatility Comparison
The current volatility for OnTrack Core Fund (OTRFX) is 0.47%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.54%. 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 | 0.47% | 3.54% | -3.07% |
Volatility (6M)Calculated over the trailing 6-month period | 2.29% | 10.10% | -7.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.15% | 12.82% | -8.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.07% | 16.93% | -13.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.56% | 18.01% | -14.45% |
OTRFX vs. VOO - Expense Ratio Comparison
OTRFX has a 2.58% expense ratio, which is higher than VOO's 0.03% expense ratio.
Dividends
OTRFX vs. VOO - Dividend Comparison
OTRFX's dividend yield for the trailing twelve months is around 12.43%, more than VOO's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OTRFX OnTrack Core Fund | 12.43% | 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 | 1.07% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
OTRFX and VOO have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VOO has higher volatility (3.54%) compared to OTRFX (0.47%). In terms of maximum drawdown, OTRFX dropped -9.73% vs VOO's -33.99%.
OTRFX currently has the higher Sharpe Ratio (2.27 vs 1.53), 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.
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