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

Performance

TFC vs. VOO - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
23.67%
13.05%
TFC
VOO

Returns By Period

In the year-to-date period, TFC achieves a 31.70% return, which is significantly higher than VOO's 25.52% return. Over the past 10 years, TFC has underperformed VOO with an annualized return of 6.07%, while VOO has yielded a comparatively higher 13.15% annualized return.


TFC

YTD

31.70%

1M

10.08%

6M

21.60%

1Y

53.97%

5Y (annualized)

1.22%

10Y (annualized)

6.07%

VOO

YTD

25.52%

1M

1.19%

6M

12.21%

1Y

32.23%

5Y (annualized)

15.58%

10Y (annualized)

13.15%

Key characteristics


TFCVOO
Sharpe Ratio1.902.62
Sortino Ratio2.873.50
Omega Ratio1.331.49
Calmar Ratio1.073.78
Martin Ratio11.7517.12
Ulcer Index4.40%1.86%
Daily Std Dev27.28%12.19%
Max Drawdown-66.56%-33.99%
Current Drawdown-20.04%-1.36%

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Correlation

-0.50.00.51.00.6

The correlation between TFC and VOO is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

TFC vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Truist Financial Corporation (TFC) 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.


Sharpe ratio
The chart of Sharpe ratio for TFC, currently valued at 1.90, compared to the broader market-4.00-2.000.002.004.001.902.62
The chart of Sortino ratio for TFC, currently valued at 2.87, compared to the broader market-4.00-2.000.002.004.002.873.50
The chart of Omega ratio for TFC, currently valued at 1.33, compared to the broader market0.501.001.502.001.331.49
The chart of Calmar ratio for TFC, currently valued at 1.07, compared to the broader market0.002.004.006.001.073.78
The chart of Martin ratio for TFC, currently valued at 11.75, compared to the broader market-10.000.0010.0020.0030.0011.7517.12
TFC
VOO

The current TFC Sharpe Ratio is 1.90, which is comparable to the VOO Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of TFC 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.90
2.62
TFC
VOO

Dividends

TFC vs. VOO - Dividend Comparison

TFC's dividend yield for the trailing twelve months is around 4.50%, more than VOO's 1.25% yield.


TTM20232022202120202019201820172016201520142013
TFC
Truist Financial Corporation
4.50%5.63%4.65%3.18%3.76%3.04%3.60%2.53%2.45%2.78%2.44%3.00%
VOO
Vanguard S&P 500 ETF
1.25%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

TFC vs. VOO - Drawdown Comparison

The maximum TFC drawdown since its inception was -66.56%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TFC and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-20.04%
-1.36%
TFC
VOO

Volatility

TFC vs. VOO - Volatility Comparison

Truist Financial Corporation (TFC) has a higher volatility of 11.74% compared to Vanguard S&P 500 ETF (VOO) at 4.10%. This indicates that TFC'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.


2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
11.74%
4.10%
TFC
VOO