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VFV.TO vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VFV.TO and VOO is 0.95, 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.


-0.50.00.51.00.9

Performance

VFV.TO vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P 500 Index ETF (VFV.TO) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

380.00%400.00%420.00%440.00%460.00%OctoberNovemberDecember2025FebruaryMarch
386.68%
411.57%
VFV.TO
VOO

Key characteristics

Sharpe Ratio

VFV.TO:

1.35

VOO:

0.77

Sortino Ratio

VFV.TO:

1.91

VOO:

1.09

Omega Ratio

VFV.TO:

1.25

VOO:

1.14

Calmar Ratio

VFV.TO:

1.86

VOO:

1.04

Martin Ratio

VFV.TO:

7.37

VOO:

3.93

Ulcer Index

VFV.TO:

2.32%

VOO:

2.66%

Daily Std Dev

VFV.TO:

12.65%

VOO:

13.61%

Max Drawdown

VFV.TO:

-27.43%

VOO:

-33.99%

Current Drawdown

VFV.TO:

-8.46%

VOO:

-8.47%

Returns By Period

In the year-to-date period, VFV.TO achieves a -4.82% return, which is significantly lower than VOO's -4.25% return. Over the past 10 years, VFV.TO has outperformed VOO with an annualized return of 13.42%, while VOO has yielded a comparatively lower 12.30% annualized return.


VFV.TO

YTD

-4.82%

1M

-7.21%

6M

5.36%

1Y

16.37%

5Y*

19.69%

10Y*

13.42%

VOO

YTD

-4.25%

1M

-7.99%

6M

0.31%

1Y

10.52%

5Y*

20.38%

10Y*

12.30%

*Annualized

Compare stocks, funds, or ETFs

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VFV.TO vs. VOO - Expense Ratio Comparison

VFV.TO has a 0.09% 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%.


Expense ratio chart for VFV.TO: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%
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

VFV.TO vs. VOO — Risk-Adjusted Performance Rank

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

VFV.TO
The Risk-Adjusted Performance Rank of VFV.TO is 8383
Overall Rank
The Sharpe Ratio Rank of VFV.TO is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of VFV.TO is 8181
Sortino Ratio Rank
The Omega Ratio Rank of VFV.TO is 8181
Omega Ratio Rank
The Calmar Ratio Rank of VFV.TO is 8585
Calmar Ratio Rank
The Martin Ratio Rank of VFV.TO is 8585
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6060
Overall Rank
The Sharpe Ratio Rank of VOO is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5454
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 5555
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6666
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.

VFV.TO vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 Index ETF (VFV.TO) 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.


The chart of Sharpe ratio for VFV.TO, currently valued at 0.63, compared to the broader market0.002.004.000.630.65
The chart of Sortino ratio for VFV.TO, currently valued at 0.93, compared to the broader market-2.000.002.004.006.008.0010.0012.000.930.94
The chart of Omega ratio for VFV.TO, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.12
The chart of Calmar ratio for VFV.TO, currently valued at 0.83, compared to the broader market0.005.0010.0015.0020.000.830.87
The chart of Martin ratio for VFV.TO, currently valued at 3.20, compared to the broader market0.0020.0040.0060.0080.00100.003.203.28
VFV.TO
VOO

The current VFV.TO Sharpe Ratio is 1.35, which is higher than the VOO Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of VFV.TO and VOO, 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 Ratio0.001.002.003.004.00OctoberNovemberDecember2025FebruaryMarch
0.63
0.65
VFV.TO
VOO

Dividends

VFV.TO vs. VOO - Dividend Comparison

VFV.TO's dividend yield for the trailing twelve months is around 1.04%, less than VOO's 1.30% yield.


TTM20242023202220212020201920182017201620152014
VFV.TO
Vanguard S&P 500 Index ETF
1.04%0.99%1.20%1.31%1.06%1.33%1.55%1.68%1.50%1.66%1.63%1.48%
VOO
Vanguard S&P 500 ETF
1.30%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

VFV.TO vs. VOO - Drawdown Comparison

The maximum VFV.TO drawdown since its inception was -27.43%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VFV.TO and VOO. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-8.44%
-8.47%
VFV.TO
VOO

Volatility

VFV.TO vs. VOO - Volatility Comparison

Vanguard S&P 500 Index ETF (VFV.TO) and Vanguard S&P 500 ETF (VOO) have volatilities of 5.51% and 5.66%, 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.


2.00%3.00%4.00%5.00%6.00%OctoberNovemberDecember2025FebruaryMarch
5.51%
5.66%
VFV.TO
VOO