TOTR vs. VOO
Compare and contrast key facts about T. Rowe Price Total Return ETF (TOTR) and Vanguard S&P 500 ETF (VOO).
TOTR and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TOTR is an actively managed fund by T. Rowe Price. It was launched on Sep 28, 2021. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TOTR or VOO.
Key characteristics
| TOTR | VOO | |
|---|---|---|
| YTD Return | 3.07% | 27.26% |
| 1Y Return | 9.76% | 37.86% |
| 3Y Return (Ann) | -2.68% | 10.35% |
| Sharpe Ratio | 1.65 | 3.25 |
| Sortino Ratio | 2.45 | 4.31 |
| Omega Ratio | 1.30 | 1.61 |
| Calmar Ratio | 0.59 | 4.74 |
| Martin Ratio | 6.52 | 21.63 |
| Ulcer Index | 1.51% | 1.85% |
| Daily Std Dev | 5.95% | 12.25% |
| Max Drawdown | -19.63% | -33.99% |
| Current Drawdown | -8.44% | 0.00% |
Correlation
The correlation between TOTR and VOO is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
TOTR vs. VOO - Performance Comparison
In the year-to-date period, TOTR achieves a 3.07% return, which is significantly lower than VOO's 27.26% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TOTR vs. VOO - Expense Ratio Comparison
TOTR has a 0.31% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
TOTR vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Total Return ETF (TOTR) 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.
Dividends
TOTR vs. VOO - Dividend Comparison
TOTR's dividend yield for the trailing twelve months is around 5.24%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TOTR T. Rowe Price Total Return ETF | 5.24% | 4.71% | 3.45% | 0.56% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
TOTR vs. VOO - Drawdown Comparison
The maximum TOTR drawdown since its inception was -19.63%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TOTR and VOO. For additional features, visit the drawdowns tool.
Volatility
TOTR vs. VOO - Volatility Comparison
The current volatility for T. Rowe Price Total Return ETF (TOTR) is 1.95%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.92%. This indicates that TOTR 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.