VFWSX vs. VOO
Compare and contrast key facts about Vanguard FTSE All-World ex-US Index Fund Institutional Shares (VFWSX) and Vanguard S&P 500 ETF (VOO).
VFWSX is managed by Vanguard. It was launched on Apr 30, 2007. 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: VFWSX or VOO.
Key characteristics
| VFWSX | VOO | |
|---|---|---|
| YTD Return | 6.09% | 24.51% |
| 1Y Return | 13.51% | 32.00% |
| 3Y Return (Ann) | 0.60% | 9.36% |
| 5Y Return (Ann) | 5.31% | 15.30% |
| 10Y Return (Ann) | 4.83% | 13.12% |
| Sharpe Ratio | 1.08 | 2.64 |
| Sortino Ratio | 1.55 | 3.53 |
| Omega Ratio | 1.19 | 1.49 |
| Calmar Ratio | 1.12 | 3.81 |
| Martin Ratio | 5.59 | 17.34 |
| Ulcer Index | 2.34% | 1.86% |
| Daily Std Dev | 12.17% | 12.20% |
| Max Drawdown | -61.25% | -33.99% |
| Current Drawdown | -7.74% | -2.16% |
Correlation
The correlation between VFWSX 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
VFWSX vs. VOO - Performance Comparison
In the year-to-date period, VFWSX achieves a 6.09% return, which is significantly lower than VOO's 24.51% return. Over the past 10 years, VFWSX has underperformed VOO with an annualized return of 4.83%, while VOO has yielded a comparatively higher 13.12% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VFWSX vs. VOO - Expense Ratio Comparison
VFWSX 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%.
Risk-Adjusted Performance
VFWSX 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 Shares (VFWSX) 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
VFWSX vs. VOO - Dividend Comparison
VFWSX's dividend yield for the trailing twelve months is around 3.00%, more than VOO's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFWSX Vanguard FTSE All-World ex-US Index Fund Institutional Shares | 3.00% | 3.31% | 3.10% | 3.06% | 1.99% | 3.10% | 3.28% | 2.67% | 2.97% | 2.97% | 3.54% | 2.70% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
VFWSX vs. VOO - Drawdown Comparison
The maximum VFWSX drawdown since its inception was -61.25%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VFWSX and VOO. For additional features, visit the drawdowns tool.
Volatility
VFWSX vs. VOO - Volatility Comparison
The current volatility for Vanguard FTSE All-World ex-US Index Fund Institutional Shares (VFWSX) is 3.66%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.09%. This indicates that VFWSX 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.