VFORX vs. VOO
Compare and contrast key facts about Vanguard Target Retirement 2040 Fund (VFORX) and Vanguard S&P 500 ETF (VOO).
VFORX is managed by Vanguard. It was launched on Jun 7, 2006. 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: VFORX or VOO.
Performance
VFORX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, VFORX achieves a 13.87% return, which is significantly lower than VOO's 26.16% return. Over the past 10 years, VFORX has underperformed VOO with an annualized return of 8.09%, while VOO has yielded a comparatively higher 13.18% annualized return.
VFORX
13.87%
0.07%
7.48%
20.35%
8.96%
8.09%
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
| VFORX | VOO | |
|---|---|---|
| Sharpe Ratio | 2.12 | 2.70 |
| Sortino Ratio | 3.00 | 3.60 |
| Omega Ratio | 1.40 | 1.50 |
| Calmar Ratio | 2.70 | 3.90 |
| Martin Ratio | 13.13 | 17.65 |
| Ulcer Index | 1.57% | 1.86% |
| Daily Std Dev | 9.71% | 12.19% |
| Max Drawdown | -51.63% | -33.99% |
| Current Drawdown | -1.12% | -0.86% |
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VFORX vs. VOO - Expense Ratio Comparison
VFORX has a 0.08% 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 VFORX and VOO is 0.96, 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
VFORX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2040 Fund (VFORX) 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
VFORX vs. VOO - Dividend Comparison
VFORX's dividend yield for the trailing twelve months is around 2.09%, more than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFORX Vanguard Target Retirement 2040 Fund | 2.09% | 2.38% | 2.10% | 2.39% | 1.62% | 2.28% | 2.41% | 1.91% | 1.98% | 2.16% | 1.93% | 1.77% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
VFORX vs. VOO - Drawdown Comparison
The maximum VFORX drawdown since its inception was -51.63%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VFORX and VOO. For additional features, visit the drawdowns tool.
Volatility
VFORX vs. VOO - Volatility Comparison
The current volatility for Vanguard Target Retirement 2040 Fund (VFORX) is 2.42%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.99%. This indicates that VFORX 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.