USPX vs. VOO
Compare and contrast key facts about Franklin U.S. Equity Index ETF (USPX) and Vanguard S&P 500 ETF (VOO).
USPX and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. USPX is a passively managed fund by Franklin that tracks the performance of the Morningstar US Target Market Exposure Index. It was launched on Jun 1, 2016. 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. Both USPX and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: USPX or VOO.
Key characteristics
| USPX | VOO | |
|---|---|---|
| YTD Return | 27.06% | 26.94% |
| 1Y Return | 35.49% | 35.06% |
| 3Y Return (Ann) | 10.30% | 10.23% |
| 5Y Return (Ann) | 12.28% | 15.77% |
| Sharpe Ratio | 3.00 | 3.08 |
| Sortino Ratio | 3.96 | 4.09 |
| Omega Ratio | 1.56 | 1.58 |
| Calmar Ratio | 4.42 | 4.46 |
| Martin Ratio | 19.97 | 20.36 |
| Ulcer Index | 1.91% | 1.85% |
| Daily Std Dev | 12.69% | 12.23% |
| Max Drawdown | -31.21% | -33.99% |
| Current Drawdown | -0.22% | -0.25% |
Correlation
The correlation between USPX and VOO is 0.84, 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
USPX vs. VOO - Performance Comparison
The year-to-date returns for both stocks are quite close, with USPX having a 27.06% return and VOO slightly lower at 26.94%. 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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USPX vs. VOO - Expense Ratio Comparison
Both USPX and VOO have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
USPX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin U.S. Equity Index ETF (USPX) 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
USPX vs. VOO - Dividend Comparison
USPX's dividend yield for the trailing twelve months is around 1.20%, less than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USPX Franklin U.S. Equity Index ETF | 1.20% | 1.35% | 2.21% | 2.40% | 2.50% | 3.07% | 2.90% | 2.60% | 2.44% | 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
USPX vs. VOO - Drawdown Comparison
The maximum USPX drawdown since its inception was -31.21%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for USPX and VOO. For additional features, visit the drawdowns tool.
Volatility
USPX vs. VOO - Volatility Comparison
Franklin U.S. Equity Index ETF (USPX) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.88% and 3.78%, 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.