VFTAX vs. VOO
Compare and contrast key facts about Vanguard FTSE Social Index Fund Admiral Shares (VFTAX) and Vanguard S&P 500 ETF (VOO).
VFTAX is managed by Vanguard. It was launched on Feb 7, 2019. 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: VFTAX or VOO.
Performance
VFTAX vs. VOO - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with VFTAX having a 27.09% return and VOO slightly lower at 26.99%.
VFTAX
27.09%
3.50%
14.14%
33.73%
15.45%
N/A
VOO
26.99%
3.19%
13.59%
33.13%
15.51%
13.26%
Key characteristics
| VFTAX | VOO | |
|---|---|---|
| Sharpe Ratio | 2.51 | 2.72 |
| Sortino Ratio | 3.33 | 3.62 |
| Omega Ratio | 1.46 | 1.51 |
| Calmar Ratio | 3.61 | 3.92 |
| Martin Ratio | 15.60 | 17.77 |
| Ulcer Index | 2.16% | 1.86% |
| Daily Std Dev | 13.42% | 12.19% |
| Max Drawdown | -34.20% | -33.99% |
| Current Drawdown | -0.24% | -0.21% |
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VFTAX vs. VOO - Expense Ratio Comparison
VFTAX has a 0.14% 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 VFTAX and VOO is 0.99, 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
VFTAX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Social Index Fund Admiral Shares (VFTAX) 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
VFTAX vs. VOO - Dividend Comparison
VFTAX's dividend yield for the trailing twelve months is around 1.01%, less than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFTAX Vanguard FTSE Social Index Fund Admiral Shares | 1.01% | 1.10% | 1.34% | 0.94% | 1.21% | 1.44% | 0.00% | 0.00% | 0.00% | 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
VFTAX vs. VOO - Drawdown Comparison
The maximum VFTAX drawdown since its inception was -34.20%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VFTAX and VOO. For additional features, visit the drawdowns tool.
Volatility
VFTAX vs. VOO - Volatility Comparison
Vanguard FTSE Social Index Fund Admiral Shares (VFTAX) has a higher volatility of 4.37% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that VFTAX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.