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RTH vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


RTHVOO
YTD Return20.63%27.26%
1Y Return31.79%37.86%
3Y Return (Ann)6.68%10.35%
5Y Return (Ann)14.82%16.03%
10Y Return (Ann)14.29%13.45%
Sharpe Ratio2.793.25
Sortino Ratio3.834.31
Omega Ratio1.491.61
Calmar Ratio3.114.74
Martin Ratio11.5221.63
Ulcer Index2.93%1.85%
Daily Std Dev12.03%12.25%
Max Drawdown-41.80%-33.99%
Current Drawdown-0.01%0.00%

Correlation

-0.50.00.51.00.8

The correlation between RTH and VOO is 0.80, 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.

Performance

RTH vs. VOO - Performance Comparison

In the year-to-date period, RTH achieves a 20.63% return, which is significantly lower than VOO's 27.26% return. Over the past 10 years, RTH has outperformed VOO with an annualized return of 14.29%, while VOO has yielded a comparatively lower 13.45% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
12.27%
15.18%
RTH
VOO

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RTH vs. VOO - Expense Ratio Comparison

RTH has a 0.35% expense ratio, which is higher than VOO's 0.03% expense ratio.


RTH
VanEck Vectors Retail ETF
Expense ratio chart for RTH: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

RTH vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Retail ETF (RTH) 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.


RTH
Sharpe ratio
The chart of Sharpe ratio for RTH, currently valued at 2.79, compared to the broader market-2.000.002.004.006.002.79
Sortino ratio
The chart of Sortino ratio for RTH, currently valued at 3.83, compared to the broader market0.005.0010.003.83
Omega ratio
The chart of Omega ratio for RTH, currently valued at 1.49, compared to the broader market1.001.502.002.503.001.49
Calmar ratio
The chart of Calmar ratio for RTH, currently valued at 3.11, compared to the broader market0.005.0010.0015.003.11
Martin ratio
The chart of Martin ratio for RTH, currently valued at 11.52, compared to the broader market0.0020.0040.0060.0080.00100.00120.0011.52
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 3.25, compared to the broader market-2.000.002.004.006.003.25
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 4.31, compared to the broader market0.005.0010.004.31
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.61, compared to the broader market1.001.502.002.503.001.61
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 4.74, compared to the broader market0.005.0010.0015.004.74
Martin ratio
The chart of Martin ratio for VOO, currently valued at 21.63, compared to the broader market0.0020.0040.0060.0080.00100.00120.0021.63

RTH vs. VOO - Sharpe Ratio Comparison

The current RTH Sharpe Ratio is 2.79, which is comparable to the VOO Sharpe Ratio of 3.25. The chart below compares the historical Sharpe Ratios of RTH and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
2.79
3.25
RTH
VOO

Dividends

RTH vs. VOO - Dividend Comparison

RTH's dividend yield for the trailing twelve months is around 0.88%, less than VOO's 1.23% yield.


TTM20232022202120202019201820172016201520142013
RTH
VanEck Vectors Retail ETF
0.88%1.07%1.16%0.78%0.64%0.91%1.05%1.56%1.84%2.25%0.41%1.00%
VOO
Vanguard S&P 500 ETF
1.23%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

RTH vs. VOO - Drawdown Comparison

The maximum RTH drawdown since its inception was -41.80%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for RTH and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.01%
0
RTH
VOO

Volatility

RTH vs. VOO - Volatility Comparison

The current volatility for VanEck Vectors Retail ETF (RTH) is 3.59%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.92%. This indicates that RTH 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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.59%
3.92%
RTH
VOO