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

Key characteristics


VFIAXVOO
YTD Return18.02%17.96%
1Y Return24.49%24.44%
3Y Return (Ann)10.58%10.59%
5Y Return (Ann)15.29%15.30%
10Y Return (Ann)12.99%13.00%
Sharpe Ratio2.262.26
Daily Std Dev11.24%11.23%
Max Drawdown-55.20%-33.99%
Current Drawdown-1.39%-1.40%

Correlation

-0.50.00.51.01.0

The correlation between VFIAX and VOO 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.

Performance

VFIAX vs. VOO - Performance Comparison

The year-to-date returns for both stocks are quite close, with VFIAX having a 18.02% return and VOO slightly lower at 17.96%. Both investments have delivered pretty close results over the past 10 years, with VFIAX having a 12.99% annualized return and VOO not far ahead at 13.00%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


460.00%480.00%500.00%520.00%540.00%560.00%FebruaryMarchAprilMayJuneJuly
557.01%
558.00%
VFIAX
VOO

Compare stocks, funds, or ETFs

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


Vanguard 500 Index Fund Admiral Shares

Vanguard S&P 500 ETF

VFIAX vs. VOO - Expense Ratio Comparison

VFIAX has a 0.04% 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%.


VFIAX
Vanguard 500 Index Fund Admiral Shares
Expense ratio chart for VFIAX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

VFIAX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard 500 Index Fund Admiral Shares (VFIAX) 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.


VFIAX
Sharpe ratio
The chart of Sharpe ratio for VFIAX, currently valued at 2.26, compared to the broader market-1.000.001.002.003.004.005.002.26
Sortino ratio
The chart of Sortino ratio for VFIAX, currently valued at 3.16, compared to the broader market0.005.0010.003.16
Omega ratio
The chart of Omega ratio for VFIAX, currently valued at 1.40, compared to the broader market1.002.003.004.001.40
Calmar ratio
The chart of Calmar ratio for VFIAX, currently valued at 2.17, compared to the broader market0.005.0010.0015.0020.002.17
Martin ratio
The chart of Martin ratio for VFIAX, currently valued at 8.83, compared to the broader market0.0020.0040.0060.0080.00100.008.83
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.26, compared to the broader market-1.000.001.002.003.004.005.002.26
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.16, compared to the broader market0.005.0010.003.16
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.40, compared to the broader market1.002.003.004.001.40
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 2.18, compared to the broader market0.005.0010.0015.0020.002.18
Martin ratio
The chart of Martin ratio for VOO, currently valued at 8.81, compared to the broader market0.0020.0040.0060.0080.00100.008.81

VFIAX vs. VOO - Sharpe Ratio Comparison

The current VFIAX Sharpe Ratio is 2.26, which roughly equals the VOO Sharpe Ratio of 2.26. The chart below compares the 12-month rolling Sharpe Ratio of VFIAX and VOO.


Rolling 12-month Sharpe Ratio1.502.002.503.00FebruaryMarchAprilMayJuneJuly
2.26
2.26
VFIAX
VOO

Dividends

VFIAX vs. VOO - Dividend Comparison

VFIAX's dividend yield for the trailing twelve months is around 1.28%, which matches VOO's 1.29% yield.


TTM20232022202120202019201820172016201520142013
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.28%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%1.85%1.84%
VOO
Vanguard S&P 500 ETF
1.29%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

VFIAX vs. VOO - Drawdown Comparison

The maximum VFIAX drawdown since its inception was -55.20%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VFIAX and VOO. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-1.39%
-1.40%
VFIAX
VOO

Volatility

VFIAX vs. VOO - Volatility Comparison

Vanguard 500 Index Fund Admiral Shares (VFIAX) and Vanguard S&P 500 ETF (VOO) have volatilities of 2.59% and 2.58%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
2.59%
2.58%
VFIAX
VOO