VFMV vs. VOO
Compare and contrast key facts about Vanguard U.S. Minimum Volatility ETF (VFMV) and Vanguard S&P 500 ETF (VOO).
VFMV and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VFMV is managed by Vanguard. It was launched on Feb 13, 2018. 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: VFMV or VOO.
Performance
VFMV vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, VFMV achieves a 20.25% return, which is significantly lower than VOO's 25.52% return.
VFMV
20.25%
1.68%
10.79%
26.23%
8.91%
N/A
VOO
25.52%
1.19%
12.21%
32.23%
15.58%
13.15%
Key characteristics
| VFMV | VOO | |
|---|---|---|
| Sharpe Ratio | 2.90 | 2.62 |
| Sortino Ratio | 4.06 | 3.50 |
| Omega Ratio | 1.53 | 1.49 |
| Calmar Ratio | 5.98 | 3.78 |
| Martin Ratio | 21.35 | 17.12 |
| Ulcer Index | 1.22% | 1.86% |
| Daily Std Dev | 9.01% | 12.19% |
| Max Drawdown | -33.64% | -33.99% |
| Current Drawdown | -1.28% | -1.36% |
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VFMV vs. VOO - Expense Ratio Comparison
VFMV has a 0.13% 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%.
Correlation
The correlation between VFMV 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.
Risk-Adjusted Performance
VFMV vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Minimum Volatility ETF (VFMV) 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
VFMV vs. VOO - Dividend Comparison
VFMV's dividend yield for the trailing twelve months is around 1.45%, more than VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFMV Vanguard U.S. Minimum Volatility ETF | 1.45% | 2.20% | 2.08% | 1.31% | 2.14% | 2.43% | 2.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
VFMV vs. VOO - Drawdown Comparison
The maximum VFMV drawdown since its inception was -33.64%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VFMV and VOO. For additional features, visit the drawdowns tool.
Volatility
VFMV vs. VOO - Volatility Comparison
The current volatility for Vanguard U.S. Minimum Volatility ETF (VFMV) is 3.24%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.10%. This indicates that VFMV 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.