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VOO vs. FSKAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VOO vs. FSKAX - Performance Comparison

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

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Returns By Period

In the year-to-date period, VOO achieves a 10.99% return, which is significantly higher than FSKAX's 9.75% return. Both investments have delivered pretty close results over the past 10 years, with VOO having a 15.72% annualized return and FSKAX not far behind at 14.99%.


VOO

1D
1.74%
1M
2.12%
YTD
10.99%
6M
11.51%
1Y
27.95%
3Y*
21.25%
5Y*
13.93%
10Y*
15.72%

FSKAX

1D
0.51%
1M
1.05%
YTD
9.75%
6M
10.07%
1Y
26.33%
3Y*
20.67%
5Y*
12.24%
10Y*
14.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VOO vs. FSKAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VOO
Vanguard S&P 500 ETF
10.99%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%
FSKAX
Fidelity Total Market Index Fund
9.75%17.06%23.89%26.12%-19.53%25.66%20.79%30.92%-5.32%20.85%

Correlation

The correlation between VOO and FSKAX is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Sep 8, 2011

0.99

The correlation between VOO and FSKAX has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.

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Return for Risk

VOO vs. FSKAX — Risk / Return Rank

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

VOO
VOO Risk / Return Rank: 7878
Overall Rank
VOO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 7878
Sortino Ratio Rank
VOO Omega Ratio Rank: 7979
Omega Ratio Rank
VOO Calmar Ratio Rank: 6969
Calmar Ratio Rank
VOO Martin Ratio Rank: 8181
Martin Ratio Rank

FSKAX
FSKAX Risk / Return Rank: 6464
Overall Rank
FSKAX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FSKAX Sortino Ratio Rank: 5656
Sortino Ratio Rank
FSKAX Omega Ratio Rank: 5757
Omega Ratio Rank
FSKAX Calmar Ratio Rank: 6868
Calmar Ratio Rank
FSKAX Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VOO vs. FSKAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 ETF (VOO) and Fidelity Total Market Index Fund (FSKAX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VOOFSKAXDifference
Sharpe ratioReturn per unit of total volatility

+0.33

Sortino ratioReturn per unit of downside risk

+0.42

Omega ratioGain probability vs. loss probability

1.42

1.35

+0.06

Calmar ratioReturn relative to maximum drawdown

3.15

2.80

+0.36

Martin ratioReturn relative to average drawdown

14.25

12.51

+1.74

VOO vs. FSKAX - Sharpe Ratio Comparison

The current VOO Sharpe Ratio is 2.28, which is comparable to the FSKAX Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of VOO and FSKAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VOO vs. FSKAX - Drawdown Comparison

The maximum VOO drawdown since its inception was -33.99%, roughly equal to the maximum FSKAX drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for VOO and FSKAX.


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Drawdown Indicators


VOOFSKAXDifference

Max Drawdown

Largest peak-to-trough decline

-33.99%

-35.01%

+1.02%

Max Drawdown (1Y)

Largest decline over 1 year

-8.90%

-8.92%

+0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-18.69%

-19.43%

+0.74%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

-25.39%

+0.87%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

-35.01%

+1.02%

Current Drawdown

Current decline from peak

-0.63%

-2.08%

+1.45%

Average Drawdown

Average peak-to-trough decline

-3.68%

-4.01%

+0.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

1.99%

-0.02%

Volatility

VOO vs. FSKAX - Volatility Comparison

Vanguard S&P 500 ETF (VOO) and Fidelity Total Market Index Fund (FSKAX) have volatilities of 4.61% and 4.64%, 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.


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Volatility by Period


VOOFSKAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.61%

4.64%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

9.72%

9.97%

-0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

12.34%

12.79%

-0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.90%

17.48%

-0.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.05%

18.49%

-0.44%

VOO vs. FSKAX - Expense Ratio Comparison

VOO has a 0.03% expense ratio, which is higher than FSKAX's 0.02% 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%.


Dividends

VOO vs. FSKAX - Dividend Comparison

VOO's dividend yield for the trailing twelve months is around 1.03%, more than FSKAX's 0.95% yield.


PositionTTM20252024202320222021202020192018201720162015
FSKAX
Fidelity Total Market Index Fund
0.95%1.01%1.19%1.41%1.62%1.15%1.45%1.94%2.54%2.07%2.43%0.82%
VOO
Vanguard S&P 500 ETF
1.03%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Frequently Asked Questions


With a correlation of 0.99, VOO and FSKAX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FSKAX has higher volatility (4.64%) compared to VOO (4.61%). In terms of maximum drawdown, VOO dropped -33.99% vs FSKAX's -35.01%.

VOO currently has the higher Sharpe Ratio (2.28 vs 1.95), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for VOO and FSKAX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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