VFWPX vs. VOO
Compare and contrast key facts about Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares (VFWPX) and Vanguard S&P 500 ETF (VOO).
VFWPX is managed by Vanguard. It was launched on Dec 16, 2010. 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: VFWPX or VOO.
Key characteristics
| VFWPX | VOO | |
|---|---|---|
| YTD Return | 9.36% | 27.15% |
| 1Y Return | 20.48% | 39.90% |
| 3Y Return (Ann) | 1.62% | 10.28% |
| 5Y Return (Ann) | 5.93% | 16.00% |
| 10Y Return (Ann) | 5.21% | 13.43% |
| Sharpe Ratio | 1.65 | 3.15 |
| Sortino Ratio | 2.33 | 4.19 |
| Omega Ratio | 1.29 | 1.59 |
| Calmar Ratio | 1.42 | 4.60 |
| Martin Ratio | 9.48 | 21.00 |
| Ulcer Index | 2.13% | 1.85% |
| Daily Std Dev | 12.23% | 12.34% |
| Max Drawdown | -34.85% | -33.99% |
| Current Drawdown | -4.91% | 0.00% |
Correlation
The correlation between VFWPX and VOO is 0.82, 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
VFWPX vs. VOO - Performance Comparison
In the year-to-date period, VFWPX achieves a 9.36% return, which is significantly lower than VOO's 27.15% return. Over the past 10 years, VFWPX has underperformed VOO with an annualized return of 5.21%, while VOO has yielded a comparatively higher 13.43% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VFWPX vs. VOO - Expense Ratio Comparison
VFWPX has a 0.06% 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%.
Risk-Adjusted Performance
VFWPX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares (VFWPX) 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
VFWPX vs. VOO - Dividend Comparison
VFWPX's dividend yield for the trailing twelve months is around 2.93%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFWPX Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares | 2.93% | 3.33% | 3.12% | 3.08% | 2.01% | 3.12% | 3.30% | 2.70% | 3.00% | 2.99% | 3.57% | 2.72% |
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
VFWPX vs. VOO - Drawdown Comparison
The maximum VFWPX drawdown since its inception was -34.85%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VFWPX and VOO. For additional features, visit the drawdowns tool.
Volatility
VFWPX vs. VOO - Volatility Comparison
Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares (VFWPX) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.83% and 3.95%, 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.