SFGV vs. VOO

Last updated Jun 4, 2026

SFGV (Sequoia Global Value ETF) and VOO (Vanguard S&P 500 ETF) are both exchange-traded funds - SFGV is a Global Equities fund actively managed by Sequoia, while VOO is a S&P 500 fund tracking the S&P 500 Index. SFGV is actively managed, while VOO is passively managed. Over the past year, SFGV returned 25.44% vs 28.04% for VOO. A 0.75 correlation means they provide meaningful diversification when combined. SFGV charges 0.33%/yr vs 0.03%/yr for VOO.

Performance

SFGV vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sequoia Global Value ETF (SFGV) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with SFGV having a 11.37% return and VOO slightly lower at 10.91%.

SFGV

• 1D: -0.38%
• 1M: 3.27%
• YTD: 11.37%
• 6M: 11.60%
• 1Y: 25.44%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VOO

• 1D: -0.70%
• 1M: 5.04%
• YTD: 10.91%
• 6M: 10.93%
• 1Y: 28.04%
• 3Y*: 22.44%
• 5Y*: 13.90%
• 10Y*: 15.56%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SFGV vs. VOO - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SFGV Sequoia Global Value ETF	11.37%	18.84%	10.71%
VOO Vanguard S&P 500 ETF	10.91%	17.82%	24.65%

Correlation

The correlation between SFGV and VOO is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.72
Correlation (All Time) Calculated using the full available price history since Jan 19, 2024	0.75

The correlation between SFGV and VOO has been stable across timeframes, ranging from 0.71 to 0.75 - a consistent structural relationship.

SFGV vs. VOO - Sectors Allocation Comparison

Sectors	SFGV	VOO
Consumer Cyclical	15.3%	10.2%
Industrials	13.7%	8.3%
Healthcare	12.7%	8.5%
Energy	11.4%	3.5%
Technology	11.4%	35.7%
Financial Services	10.5%	11.6%
Consumer Defensive	8.8%	4.9%
Basic Materials	6.0%	1.8%
Real Estate	5.9%	1.9%
Communication Services	3.4%	11.3%
Utilities	1.0%	2.4%

Return for Risk

SFGV vs. VOO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SFGV

SFGV Risk / Return Rank: 66
SFGV Sharpe Ratio Rank: 68
SFGV Sortino Ratio Rank: 70
SFGV Omega Ratio Rank: 66
SFGV Calmar Ratio Rank: 62
SFGV Martin Ratio Rank: 64

VOO

VOO Risk / Return Rank: 70
VOO Sharpe Ratio Rank: 71
VOO Sortino Ratio Rank: 70
VOO Omega Ratio Rank: 70
VOO Calmar Ratio Rank: 62
VOO Martin Ratio Rank: 75

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SFGV vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sequoia Global Value ETF (SFGV) 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.

	SFGV	VOO	Difference
Sharpe ratio Return per unit of total volatility	2.21	2.39	-0.18
Sortino ratio Return per unit of downside risk	3.17	3.25	-0.08
Omega ratio Gain probability vs. loss probability	1.39	1.43	-0.04
Calmar ratio Return relative to maximum drawdown	3.06	3.16	-0.11
Martin ratio Return relative to average drawdown	11.43	14.73	-3.29
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SFGV vs. VOO - Sharpe Ratio Comparison

The current SFGV Sharpe Ratio is 2.21, which is comparable to the VOO Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of SFGV and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SFGV	VOO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.21	2.39	-0.18
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.83	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.87	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.33	0.89	+0.44

Drawdowns

SFGV vs. VOO - Drawdown Comparison

The maximum SFGV drawdown since its inception was -14.51%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SFGV and VOO.

Drawdown Indicators

	SFGV	VOO	Difference
Max Drawdown Largest peak-to-trough decline	-14.51%	-33.99%	+19.48%
Max Drawdown (1Y) Largest decline over 1 year	-8.36%	-8.90%	+0.54%
Max Drawdown (3Y) Largest decline over 3 years	—	-18.69%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-24.52%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.99%	—
Current Drawdown Current decline from peak	-0.38%	-0.70%	+0.32%
Average Drawdown Average peak-to-trough decline	-1.89%	-3.69%	+1.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.23%	1.91%	+0.32%

Volatility

SFGV vs. VOO - Volatility Comparison

Sequoia Global Value ETF (SFGV) and Vanguard S&P 500 ETF (VOO) have volatilities of 2.95% and 2.84%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SFGV	VOO	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.95%	2.84%	+0.11%
Volatility (6M) Calculated over the trailing 6-month period	8.62%	8.90%	-0.28%
Volatility (1Y) Calculated over the trailing 1-year period	11.58%	11.80%	-0.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.26%	16.81%	-3.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.26%	18.01%	-4.75%

SFGV vs. VOO - Expense Ratio Comparison

SFGV has a 0.33% expense ratio, which is higher than VOO's 0.03% expense ratio.

Dividends

SFGV vs. VOO - Dividend Comparison

SFGV's dividend yield for the trailing twelve months is around 2.25%, more than VOO's 1.03% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SFGV Sequoia Global Value ETF	2.25%	2.52%	2.23%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VOO Vanguard S&P 500 ETF	1.03%	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

Can I hold both SFGV and VOO in my portfolio?

SFGV and VOO have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SFGV or VOO?

SFGV has higher volatility (2.95%) compared to VOO (2.84%). In terms of maximum drawdown, SFGV dropped -14.51% vs VOO's -33.99%.

Which ETF is better, SFGV or VOO?

On 1-year performance, VOO leads with 28.04% vs 25.44% for SFGV. On fees, VOO is cheaper at 0.03% per year. On volatility, VOO has been the lower-risk option at 2.84%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SFGV or VOO?

Over the 1-year period, VOO has performed better with a 28.04% return vs 25.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SFGV or VOO?

VOO is cheaper with a 0.03% expense ratio, compared with 0.33% for SFGV.

Which ETF pays a higher dividend yield, SFGV or VOO?

SFGV has the higher dividend yield at 2.25%, compared with 1.03% for VOO.

What is the main difference between SFGV and VOO?

SFGV is categorized as Global Equities, while VOO is S&P 500. They also come from different issuers: Sequoia and Vanguard. Their fees differ too: 0.33% for SFGV and 0.03% for VOO.

Which has better risk-adjusted returns?

VOO currently has the higher Sharpe Ratio (2.39 vs 2.21), 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.