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VOX vs. FCOM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VOX and FCOM is 0.97, 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.


-0.50.00.51.01.0

Performance

VOX vs. FCOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Communication Services ETF (VOX) and Fidelity MSCI Communication Services Index ETF (FCOM). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
15.61%
16.11%
VOX
FCOM

Key characteristics

Sharpe Ratio

VOX:

2.22

FCOM:

2.23

Sortino Ratio

VOX:

2.89

FCOM:

2.92

Omega Ratio

VOX:

1.40

FCOM:

1.40

Calmar Ratio

VOX:

1.70

FCOM:

1.68

Martin Ratio

VOX:

16.22

FCOM:

17.03

Ulcer Index

VOX:

2.22%

FCOM:

2.13%

Daily Std Dev

VOX:

16.20%

FCOM:

16.30%

Max Drawdown

VOX:

-57.18%

FCOM:

-46.76%

Current Drawdown

VOX:

-4.52%

FCOM:

-4.36%

Returns By Period

The year-to-date returns for both investments are quite close, with VOX having a 33.78% return and FCOM slightly higher at 34.01%. Over the past 10 years, VOX has underperformed FCOM with an annualized return of 8.31%, while FCOM has yielded a comparatively higher 10.66% annualized return.


VOX

YTD

33.78%

1M

2.74%

6M

16.21%

1Y

34.42%

5Y*

11.65%

10Y*

8.31%

FCOM

YTD

34.01%

1M

2.88%

6M

16.52%

1Y

34.60%

5Y*

11.49%

10Y*

10.66%

Compare stocks, funds, or ETFs

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


VOX vs. FCOM - Expense Ratio Comparison

VOX has a 0.10% expense ratio, which is higher than FCOM's 0.08% 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%.


VOX
Vanguard Communication Services ETF
Expense ratio chart for VOX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for FCOM: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

VOX vs. FCOM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Communication Services ETF (VOX) and Fidelity MSCI Communication Services Index ETF (FCOM). 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.


Sharpe ratio
The chart of Sharpe ratio for VOX, currently valued at 2.22, compared to the broader market0.002.004.002.222.23
The chart of Sortino ratio for VOX, currently valued at 2.89, compared to the broader market-2.000.002.004.006.008.0010.002.892.92
The chart of Omega ratio for VOX, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.001.401.40
The chart of Calmar ratio for VOX, currently valued at 1.70, compared to the broader market0.005.0010.0015.001.701.68
The chart of Martin ratio for VOX, currently valued at 16.22, compared to the broader market0.0020.0040.0060.0080.00100.0016.2217.03
VOX
FCOM

The current VOX Sharpe Ratio is 2.22, which is comparable to the FCOM Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of VOX and FCOM, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.22
2.23
VOX
FCOM

Dividends

VOX vs. FCOM - Dividend Comparison

VOX's dividend yield for the trailing twelve months is around 0.75%, more than FCOM's 0.64% yield.


TTM20232022202120202019201820172016201520142013
VOX
Vanguard Communication Services ETF
0.75%1.03%0.88%0.93%0.74%0.90%2.77%3.83%2.67%3.55%2.66%3.88%
FCOM
Fidelity MSCI Communication Services Index ETF
0.64%0.77%1.04%0.90%0.68%0.86%2.78%7.54%2.25%2.92%2.69%0.25%

Drawdowns

VOX vs. FCOM - Drawdown Comparison

The maximum VOX drawdown since its inception was -57.18%, which is greater than FCOM's maximum drawdown of -46.76%. Use the drawdown chart below to compare losses from any high point for VOX and FCOM. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.52%
-4.36%
VOX
FCOM

Volatility

VOX vs. FCOM - Volatility Comparison

Vanguard Communication Services ETF (VOX) and Fidelity MSCI Communication Services Index ETF (FCOM) have volatilities of 5.23% and 5.20%, 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.


3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
5.23%
5.20%
VOX
FCOM
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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