ROMO vs. VOO
Compare and contrast key facts about Strategy Shares Newfound/ReSolve Robust Momentum ETF (ROMO) and Vanguard S&P 500 ETF (VOO).
ROMO and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ROMO is a passively managed fund by Rational Capital LLC that tracks the performance of the Newfound/ReSolve Robust Equity Momentum Index. It was launched on Nov 1, 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 ROMO 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.
Performance
ROMO vs. VOO - Performance Comparison
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ROMO vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ROMO Strategy Shares Newfound/ReSolve Robust Momentum ETF | -0.85% | 9.29% | 20.68% | 11.05% | -18.88% | 21.41% | -3.48% | 4.41% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 5.28% |
Returns By Period
In the year-to-date period, ROMO achieves a -0.85% return, which is significantly higher than VOO's -4.42% return.
ROMO
- 1D
- 2.82%
- 1M
- -8.01%
- YTD
- -0.85%
- 6M
- 1.90%
- 1Y
- 12.49%
- 3Y*
- 12.01%
- 5Y*
- 6.20%
- 10Y*
- —
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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ROMO vs. VOO - Expense Ratio Comparison
ROMO has a 0.82% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
ROMO vs. VOO — Risk / Return Rank
ROMO
VOO
ROMO vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Strategy Shares Newfound/ReSolve Robust Momentum ETF (ROMO) 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.
| ROMO | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 0.98 | -0.10 |
Sortino ratioReturn per unit of downside risk | 1.27 | 1.50 | -0.23 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.23 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.10 | 1.53 | -0.44 |
Martin ratioReturn relative to average drawdown | 4.49 | 7.29 | -2.80 |
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
| ROMO | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 0.98 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.70 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.83 | -0.42 |
Correlation
The correlation between ROMO and VOO is 0.83, 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.
Dividends
ROMO vs. VOO - Dividend Comparison
ROMO's dividend yield for the trailing twelve months is around 8.95%, more than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ROMO Strategy Shares Newfound/ReSolve Robust Momentum ETF | 8.95% | 8.87% | 0.76% | 2.42% | 0.77% | 0.56% | 0.97% | 0.58% | 0.00% | 0.00% | 0.00% | 0.00% |
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
ROMO vs. VOO - Drawdown Comparison
The maximum ROMO drawdown since its inception was -28.66%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ROMO and VOO.
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Drawdown Indicators
| ROMO | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.66% | -33.99% | +5.33% |
Max Drawdown (1Y)Largest decline over 1 year | -11.16% | -11.98% | +0.82% |
Max Drawdown (5Y)Largest decline over 5 years | -20.26% | -24.52% | +4.26% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -8.26% | -6.29% | -1.97% |
Average DrawdownAverage peak-to-trough decline | -8.43% | -3.72% | -4.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 2.52% | +0.21% |
Volatility
ROMO vs. VOO - Volatility Comparison
Strategy Shares Newfound/ReSolve Robust Momentum ETF (ROMO) has a higher volatility of 7.34% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that ROMO'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
| ROMO | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.34% | 5.29% | +2.05% |
Volatility (6M)Calculated over the trailing 6-month period | 10.61% | 9.44% | +1.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.16% | 18.10% | -3.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.90% | 16.82% | -4.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.43% | 17.99% | -3.56% |