PFS vs. VOO
PFS (Provident Financial Services, Inc.) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, PFS returned 6.77%/yr vs 15.61%/yr for VOO. A 0.51 correlation means they provide meaningful diversification when combined.
Performance
PFS vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, PFS achieves a 20.95% return, which is significantly higher than VOO's 8.19% return. Over the past 10 years, PFS has underperformed VOO with an annualized return of 6.77%, while VOO has yielded a comparatively higher 15.61% annualized return.
PFS
- 1D
- 1.61%
- 1M
- 6.03%
- YTD
- 20.95%
- 6M
- 16.81%
- 1Y
- 46.72%
- 3Y*
- 18.41%
- 5Y*
- 4.74%
- 10Y*
- 6.77%
VOO
- 1D
- -1.42%
- 1M
- -1.34%
- YTD
- 8.19%
- 6M
- 7.24%
- 1Y
- 23.69%
- 3Y*
- 20.78%
- 5Y*
- 13.13%
- 10Y*
- 15.61%
PFS vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PFS Provident Financial Services, Inc. | 20.95% | 10.22% | 10.72% | -10.79% | -8.03% | 40.47% | -22.53% | 6.72% | -7.61% | -1.21% |
VOO Vanguard S&P 500 ETF | 8.19% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between PFS and VOO is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.51 |
The correlation between PFS and VOO shifts across timeframes, from 0.33 (1 year) to 0.51 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PFS vs. VOO — Risk / Return Rank
PFS
VOO
PFS vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Provident Financial Services, Inc. (PFS) 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.
| PFS | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.35 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.24 | 2.67 | +0.57 |
| Martin ratioReturn relative to average drawdown | 8.04 | 11.96 | -3.92 |
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Drawdowns
PFS vs. VOO - Drawdown Comparison
The maximum PFS drawdown since its inception was -64.09%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PFS and VOO.
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Drawdown Indicators
| PFS | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.09% | -33.99% | -30.10% |
Max Drawdown (1Y)Largest decline over 1 year | -14.49% | -8.90% | -5.59% |
Max Drawdown (3Y)Largest decline over 3 years | -31.31% | -18.69% | -12.62% |
Max Drawdown (5Y)Largest decline over 5 years | -43.65% | -24.52% | -19.13% |
Max Drawdown (10Y)Largest decline over 10 years | -64.09% | -33.99% | -30.10% |
Current DrawdownCurrent decline from peak | -0.60% | -3.14% | +2.54% |
Average DrawdownAverage peak-to-trough decline | -16.40% | -3.68% | -12.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.82% | 1.99% | +3.83% |
Volatility
PFS vs. VOO - Volatility Comparison
Provident Financial Services, Inc. (PFS) has a higher volatility of 7.43% compared to Vanguard S&P 500 ETF (VOO) at 4.83%. This indicates that PFS'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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Volatility by Period
| PFS | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.43% | 4.83% | +2.60% |
Volatility (6M)Calculated over the trailing 6-month period | 18.39% | 9.82% | +8.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.98% | 12.46% | +14.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.81% | 16.91% | +13.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.68% | 18.02% | +15.66% |
Dividends
PFS vs. VOO - Dividend Comparison
PFS's dividend yield for the trailing twelve months is around 4.11%, more than VOO's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFS Provident Financial Services, Inc. | 4.11% | 4.86% | 5.09% | 5.32% | 4.49% | 3.84% | 5.12% | 4.54% | 3.40% | 3.45% | 2.51% | 3.23% |
VOO Vanguard S&P 500 ETF | 1.05% | 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
PFS and VOO have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PFS has higher volatility (7.43%) compared to VOO (4.83%). In terms of maximum drawdown, PFS dropped -64.09% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.91 vs 1.75), 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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