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VFH vs. FNCL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VFH and FNCL is 1.00, 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.


-0.50.00.51.0
Correlation: 1.0

Performance

VFH vs. FNCL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Financials ETF (VFH) and Fidelity MSCI Financials Index ETF (FNCL). The values are adjusted to include any dividend payments, if applicable.

220.00%230.00%240.00%250.00%260.00%270.00%280.00%NovemberDecember2025FebruaryMarchApril
239.28%
238.03%
VFH
FNCL

Key characteristics

Sharpe Ratio

VFH:

0.85

FNCL:

0.86

Sortino Ratio

VFH:

1.26

FNCL:

1.26

Omega Ratio

VFH:

1.17

FNCL:

1.17

Calmar Ratio

VFH:

1.44

FNCL:

1.41

Martin Ratio

VFH:

4.48

FNCL:

4.46

Ulcer Index

VFH:

3.35%

FNCL:

3.36%

Daily Std Dev

VFH:

17.60%

FNCL:

17.49%

Max Drawdown

VFH:

-78.61%

FNCL:

-44.38%

Current Drawdown

VFH:

-10.22%

FNCL:

-10.27%

Returns By Period

The year-to-date returns for both investments are quite close, with VFH having a -3.17% return and FNCL slightly higher at -3.09%. Both investments have delivered pretty close results over the past 10 years, with VFH having a 11.04% annualized return and FNCL not far behind at 11.00%.


VFH

YTD

-3.17%

1M

-5.12%

6M

5.59%

1Y

14.97%

5Y*

21.88%

10Y*

11.04%

FNCL

YTD

-3.09%

1M

-5.03%

6M

5.75%

1Y

15.09%

5Y*

21.82%

10Y*

11.00%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VFH vs. FNCL - Expense Ratio Comparison

VFH has a 0.10% expense ratio, which is higher than FNCL's 0.08% 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%.


VFH
Vanguard Financials ETF
Expense ratio chart for VFH: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VFH: 0.10%
Expense ratio chart for FNCL: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FNCL: 0.08%

Risk-Adjusted Performance

VFH vs. FNCL — Risk-Adjusted Performance Rank

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

VFH
The Risk-Adjusted Performance Rank of VFH is 7979
Overall Rank
The Sharpe Ratio Rank of VFH is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of VFH is 7575
Sortino Ratio Rank
The Omega Ratio Rank of VFH is 7676
Omega Ratio Rank
The Calmar Ratio Rank of VFH is 8585
Calmar Ratio Rank
The Martin Ratio Rank of VFH is 8181
Martin Ratio Rank

FNCL
The Risk-Adjusted Performance Rank of FNCL is 7979
Overall Rank
The Sharpe Ratio Rank of FNCL is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of FNCL is 7575
Sortino Ratio Rank
The Omega Ratio Rank of FNCL is 7676
Omega Ratio Rank
The Calmar Ratio Rank of FNCL is 8585
Calmar Ratio Rank
The Martin Ratio Rank of FNCL is 8181
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.

VFH vs. FNCL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Financials ETF (VFH) and Fidelity MSCI Financials Index ETF (FNCL). 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 VFH, currently valued at 0.85, compared to the broader market0.002.004.00
VFH: 0.85
FNCL: 0.86
The chart of Sortino ratio for VFH, currently valued at 1.26, compared to the broader market-2.000.002.004.006.008.0010.0012.00
VFH: 1.26
FNCL: 1.26
The chart of Omega ratio for VFH, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.00
VFH: 1.17
FNCL: 1.17
The chart of Calmar ratio for VFH, currently valued at 1.44, compared to the broader market0.005.0010.0015.00
VFH: 1.44
FNCL: 1.41
The chart of Martin ratio for VFH, currently valued at 4.48, compared to the broader market0.0020.0040.0060.0080.00100.00
VFH: 4.48
FNCL: 4.46

The current VFH Sharpe Ratio is 0.85, which is comparable to the FNCL Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of VFH and FNCL, 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 Ratio1.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.85
0.86
VFH
FNCL

Dividends

VFH vs. FNCL - Dividend Comparison

VFH's dividend yield for the trailing twelve months is around 1.92%, more than FNCL's 1.63% yield.


TTM20242023202220212020201920182017201620152014
VFH
Vanguard Financials ETF
1.92%1.75%2.08%2.31%1.87%2.21%2.17%2.30%1.53%1.63%2.00%1.85%
FNCL
Fidelity MSCI Financials Index ETF
1.63%1.52%1.91%2.29%1.75%2.26%2.17%2.37%1.60%1.81%2.17%1.77%

Drawdowns

VFH vs. FNCL - Drawdown Comparison

The maximum VFH drawdown since its inception was -78.61%, which is greater than FNCL's maximum drawdown of -44.38%. Use the drawdown chart below to compare losses from any high point for VFH and FNCL. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.22%
-10.27%
VFH
FNCL

Volatility

VFH vs. FNCL - Volatility Comparison

Vanguard Financials ETF (VFH) and Fidelity MSCI Financials Index ETF (FNCL) have volatilities of 8.14% and 8.00%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2025FebruaryMarchApril
8.14%
8.00%
VFH
FNCL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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