PFX vs. VOO
PFX (PhenixFIN Corporation) 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, PFX returned -8.35%/yr vs 15.15%/yr for VOO. At a 0.23 correlation, their price movements are largely independent.
Performance
PFX vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, PFX achieves a -5.09% return, which is significantly lower than VOO's 10.72% return. Over the past 10 years, PFX has underperformed VOO with an annualized return of -8.35%, while VOO has yielded a comparatively higher 15.15% annualized return.
PFX
- 1D
- 0.00%
- 1M
- -4.56%
- 6M
- -3.17%
- YTD
- -5.09%
- 1Y
- -15.85%
- 3Y*
- 6.04%
- 5Y*
- 1.59%
- 10Y*
- -8.35%
VOO
- 1D
- -0.53%
- 1M
- 0.35%
- 6M
- 9.07%
- YTD
- 10.72%
- 1Y
- 21.71%
- 3Y*
- 20.11%
- 5Y*
- 13.31%
- 10Y*
- 15.15%
PFX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PFX PhenixFIN Corporation | -5.09% | -10.14% | 23.30% | 36.06% | -25.52% | 47.74% | -35.07% | -14.53% | -42.50% | -22.50% |
VOO Vanguard S&P 500 ETF | 10.72% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between PFX and VOO is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2011 | 0.23 |
The correlation between PFX and VOO shifts across timeframes, from -0.05 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PFX vs. VOO — Risk / Return Rank
PFX
VOO
PFX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PhenixFIN Corporation (PFX) 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.
| PFX | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.22 | ||
| Sortino ratioReturn per unit of downside risk | -2.92 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.32 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.66 | 2.45 | -3.11 |
| Martin ratioReturn relative to average drawdown | -1.18 | 10.68 | -11.86 |
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Drawdowns
PFX vs. VOO - Drawdown Comparison
The maximum PFX drawdown since its inception was -95.38%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PFX and VOO.
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Drawdown Indicators
| PFX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.38% | -33.99% | -61.39% |
Max Drawdown (1Y)Largest decline over 1 year | -23.93% | -8.90% | -15.03% |
Max Drawdown (3Y)Largest decline over 3 years | -29.57% | -18.69% | -10.88% |
Max Drawdown (5Y)Largest decline over 5 years | -29.57% | -24.52% | -5.05% |
Max Drawdown (10Y)Largest decline over 10 years | -94.31% | -33.99% | -60.32% |
Current DrawdownCurrent decline from peak | -70.56% | -0.88% | -69.68% |
Average DrawdownAverage peak-to-trough decline | -46.98% | -3.67% | -43.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.41% | 2.04% | +11.37% |
Volatility
PFX vs. VOO - Volatility Comparison
PhenixFIN Corporation (PFX) has a higher volatility of 12.36% compared to Vanguard S&P 500 ETF (VOO) at 3.48%. This indicates that PFX'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
| PFX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.36% | 3.48% | +8.88% |
Volatility (6M)Calculated over the trailing 6-month period | 29.09% | 9.98% | +19.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.65% | 12.52% | +21.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.58% | 16.92% | +8.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.30% | 17.99% | +32.31% |
Dividends
PFX vs. VOO - Dividend Comparison
PFX's dividend yield for the trailing twelve months is around 0.98%, less than VOO's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFX PhenixFIN Corporation | 0.98% | 3.24% | 2.59% | 0.00% | 0.39% | 0.00% | 0.00% | 4.72% | 17.29% | 13.41% | 13.85% | 15.96% |
VOO Vanguard S&P 500 ETF | 1.06% | 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
PFX and VOO have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PFX has higher volatility (12.36%) compared to VOO (3.48%). In terms of maximum drawdown, PFX dropped -95.38% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.74 vs -0.47), 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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