Correlation
The correlation between RAFE and VOO is 0.90, 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.
RAFE vs. VOO
Compare and contrast key facts about PIMCO RAFI ESG U.S. ETF (RAFE) and Vanguard S&P 500 ETF (VOO).
RAFE and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RAFE is a passively managed fund by PIMCO that tracks the performance of the RAFI ESG US Index. It was launched on Dec 18, 2019. 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. Both RAFE and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RAFE or VOO.
Performance
RAFE vs. VOO - Performance Comparison
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Key characteristics
RAFE:
0.53
VOO:
0.74
RAFE:
0.78
VOO:
1.04
RAFE:
1.11
VOO:
1.15
RAFE:
0.49
VOO:
0.68
RAFE:
1.81
VOO:
2.58
RAFE:
4.44%
VOO:
4.93%
RAFE:
16.82%
VOO:
19.54%
RAFE:
-35.74%
VOO:
-33.99%
RAFE:
-4.93%
VOO:
-3.55%
Returns By Period
In the year-to-date period, RAFE achieves a 0.69% return, which is significantly lower than VOO's 0.90% return.
RAFE
0.69%
3.82%
-3.73%
7.48%
8.88%
13.45%
N/A
VOO
0.90%
5.53%
-1.46%
13.29%
14.31%
15.89%
12.81%
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RAFE vs. VOO - Expense Ratio Comparison
RAFE has a 0.30% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
RAFE vs. VOO — Risk-Adjusted Performance Rank
RAFE
VOO
RAFE vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO RAFI ESG U.S. ETF (RAFE) 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.
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Dividends
RAFE vs. VOO - Dividend Comparison
RAFE's dividend yield for the trailing twelve months is around 1.81%, more than VOO's 1.29% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RAFE PIMCO RAFI ESG U.S. ETF | 1.81% | 1.79% | 1.81% | 2.22% | 1.42% | 2.36% | 0.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.29% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
RAFE vs. VOO - Drawdown Comparison
The maximum RAFE drawdown since its inception was -35.74%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for RAFE and VOO.
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Volatility
RAFE vs. VOO - Volatility Comparison
The current volatility for PIMCO RAFI ESG U.S. ETF (RAFE) is 4.58%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.84%. This indicates that RAFE 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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