PortfoliosLab logoPortfoliosLab logo
VOTE vs. FEUS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VOTE vs. FEUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Engine No. 1 Transform 500 ETF (VOTE) and FlexShares ESG & Climate US Large Cap Core Index Fund (FEUS). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VOTE vs. FEUS - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VOTE
Engine No. 1 Transform 500 ETF
-4.68%17.95%25.23%27.60%-19.74%8.66%
FEUS
FlexShares ESG & Climate US Large Cap Core Index Fund
-6.02%14.67%23.10%25.54%-19.10%9.97%

Returns By Period

In the year-to-date period, VOTE achieves a -4.68% return, which is significantly higher than FEUS's -6.02% return.


VOTE

1D
2.86%
1M
-4.95%
YTD
-4.68%
6M
-2.30%
1Y
17.91%
3Y*
18.54%
5Y*
10Y*

FEUS

1D
2.76%
1M
-4.56%
YTD
-6.02%
6M
-3.35%
1Y
13.78%
3Y*
15.64%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VOTE vs. FEUS - Expense Ratio Comparison

VOTE has a 0.05% expense ratio, which is lower than FEUS's 0.09% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

VOTE vs. FEUS — Risk / Return Rank

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

VOTE
VOTE Risk / Return Rank: 6363
Overall Rank
VOTE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VOTE Sortino Ratio Rank: 6060
Sortino Ratio Rank
VOTE Omega Ratio Rank: 6464
Omega Ratio Rank
VOTE Calmar Ratio Rank: 6262
Calmar Ratio Rank
VOTE Martin Ratio Rank: 7272
Martin Ratio Rank

FEUS
FEUS Risk / Return Rank: 4545
Overall Rank
FEUS Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FEUS Sortino Ratio Rank: 4343
Sortino Ratio Rank
FEUS Omega Ratio Rank: 4545
Omega Ratio Rank
FEUS Calmar Ratio Rank: 4444
Calmar Ratio Rank
FEUS Martin Ratio Rank: 5252
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.

VOTE vs. FEUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Engine No. 1 Transform 500 ETF (VOTE) and FlexShares ESG & Climate US Large Cap Core Index Fund (FEUS). 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.


VOTEFEUSDifference

Sharpe ratio

Return per unit of total volatility

0.97

0.76

+0.21

Sortino ratio

Return per unit of downside risk

1.49

1.21

+0.27

Omega ratio

Gain probability vs. loss probability

1.23

1.18

+0.05

Calmar ratio

Return relative to maximum drawdown

1.52

1.16

+0.36

Martin ratio

Return relative to average drawdown

7.13

5.19

+1.94

VOTE vs. FEUS - Sharpe Ratio Comparison

The current VOTE Sharpe Ratio is 0.97, which is comparable to the FEUS Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of VOTE and FEUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


VOTEFEUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

0.76

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.53

+0.08

Correlation

The correlation between VOTE and FEUS is 0.98, 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.


Dividends

VOTE vs. FEUS - Dividend Comparison

VOTE's dividend yield for the trailing twelve months is around 1.04%, less than FEUS's 1.15% yield.


TTM20252024202320222021
VOTE
Engine No. 1 Transform 500 ETF
1.04%1.03%1.18%1.33%1.54%0.54%
FEUS
FlexShares ESG & Climate US Large Cap Core Index Fund
1.15%1.06%1.15%1.41%1.48%0.36%

Drawdowns

VOTE vs. FEUS - Drawdown Comparison

The maximum VOTE drawdown since its inception was -25.71%, roughly equal to the maximum FEUS drawdown of -25.31%. Use the drawdown chart below to compare losses from any high point for VOTE and FEUS.


Loading graphics...

Drawdown Indicators


VOTEFEUSDifference

Max Drawdown

Largest peak-to-trough decline

-25.71%

-25.31%

-0.40%

Max Drawdown (1Y)

Largest decline over 1 year

-12.07%

-12.46%

+0.39%

Current Drawdown

Current decline from peak

-6.51%

-7.06%

+0.55%

Average Drawdown

Average peak-to-trough decline

-6.34%

-6.56%

+0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

2.78%

-0.21%

Volatility

VOTE vs. FEUS - Volatility Comparison

Engine No. 1 Transform 500 ETF (VOTE) and FlexShares ESG & Climate US Large Cap Core Index Fund (FEUS) have volatilities of 5.35% and 5.25%, 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.


Loading graphics...

Volatility by Period


VOTEFEUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.35%

5.25%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

9.71%

9.53%

+0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

18.49%

18.17%

+0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.31%

17.17%

+0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.31%

17.17%

+0.14%