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

Correlation

The correlation between SPFFX and VOO is 0.99, 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

SPFFX vs. VOO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SPFFX:

0.68

VOO:

0.70

Sortino Ratio

SPFFX:

1.13

VOO:

1.15

Omega Ratio

SPFFX:

1.16

VOO:

1.17

Calmar Ratio

SPFFX:

0.73

VOO:

0.76

Martin Ratio

SPFFX:

2.71

VOO:

2.93

Ulcer Index

SPFFX:

5.39%

VOO:

4.86%

Daily Std Dev

SPFFX:

20.44%

VOO:

19.43%

Max Drawdown

SPFFX:

-25.11%

VOO:

-33.99%

Current Drawdown

SPFFX:

-5.37%

VOO:

-4.59%

Returns By Period

In the year-to-date period, SPFFX achieves a -0.40% return, which is significantly lower than VOO's -0.19% return.


SPFFX

YTD

-0.40%

1M

9.55%

6M

-1.10%

1Y

13.82%

5Y*

N/A

10Y*

N/A

VOO

YTD

-0.19%

1M

9.25%

6M

-1.98%

1Y

13.44%

5Y*

17.53%

10Y*

12.67%

*Annualized

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SPFFX vs. VOO - Expense Ratio Comparison

SPFFX has a 0.11% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

SPFFX vs. VOO — Risk-Adjusted Performance Rank

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

SPFFX
The Risk-Adjusted Performance Rank of SPFFX is 6969
Overall Rank
The Sharpe Ratio Rank of SPFFX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of SPFFX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of SPFFX is 7171
Omega Ratio Rank
The Calmar Ratio Rank of SPFFX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of SPFFX is 6868
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7070
Overall Rank
The Sharpe Ratio Rank of VOO is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6868
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7171
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SPFFX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sphere 500 Fossil Free Fund (SPFFX) 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.


The current SPFFX Sharpe Ratio is 0.68, which is comparable to the VOO Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of SPFFX 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.


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Dividends

SPFFX vs. VOO - Dividend Comparison

SPFFX's dividend yield for the trailing twelve months is around 0.60%, less than VOO's 1.30% yield.


TTM20242023202220212020201920182017201620152014
SPFFX
Sphere 500 Fossil Free Fund
0.60%0.60%1.32%0.73%0.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.30%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

SPFFX vs. VOO - Drawdown Comparison

The maximum SPFFX drawdown since its inception was -25.11%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SPFFX and VOO. For additional features, visit the drawdowns tool.


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Volatility

SPFFX vs. VOO - Volatility Comparison

Sphere 500 Fossil Free Fund (SPFFX) and Vanguard S&P 500 ETF (VOO) have volatilities of 6.64% and 6.36%, 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.


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