VOYA vs. XLF
Compare and contrast key facts about Voya Financial, Inc. (VOYA) and Financial Select Sector SPDR Fund (XLF).
XLF is a passively managed fund by State Street that tracks the performance of the Financial Select Sector Index. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VOYA or XLF.
Performance
VOYA vs. XLF - Performance Comparison
Returns By Period
In the year-to-date period, VOYA achieves a 13.62% return, which is significantly lower than XLF's 34.14% return. Over the past 10 years, VOYA has underperformed XLF with an annualized return of 7.83%, while XLF has yielded a comparatively higher 11.94% annualized return.
VOYA
13.62%
-1.49%
10.18%
18.82%
8.63%
7.83%
XLF
34.14%
5.03%
18.26%
45.53%
13.12%
11.94%
Key characteristics
| VOYA | XLF | |
|---|---|---|
| Sharpe Ratio | 0.73 | 3.35 |
| Sortino Ratio | 1.19 | 4.71 |
| Omega Ratio | 1.15 | 1.61 |
| Calmar Ratio | 1.11 | 3.56 |
| Martin Ratio | 2.84 | 23.90 |
| Ulcer Index | 5.97% | 1.93% |
| Daily Std Dev | 23.40% | 13.75% |
| Max Drawdown | -52.15% | -82.69% |
| Current Drawdown | -2.94% | -0.04% |
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Correlation
The correlation between VOYA and XLF is 0.76, 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.
Risk-Adjusted Performance
VOYA vs. XLF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Financial, Inc. (VOYA) and Financial Select Sector SPDR Fund (XLF). 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
VOYA vs. XLF - Dividend Comparison
VOYA's dividend yield for the trailing twelve months is around 2.03%, more than XLF's 1.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VOYA Voya Financial, Inc. | 2.03% | 1.64% | 1.37% | 1.05% | 1.02% | 0.52% | 0.10% | 0.08% | 0.10% | 0.11% | 0.09% | 0.06% |
XLF Financial Select Sector SPDR Fund | 1.33% | 1.71% | 2.04% | 1.63% | 2.03% | 1.86% | 2.09% | 1.48% | 1.63% | 1.95% | 1.61% | 1.47% |
Drawdowns
VOYA vs. XLF - Drawdown Comparison
The maximum VOYA drawdown since its inception was -52.15%, smaller than the maximum XLF drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for VOYA and XLF. For additional features, visit the drawdowns tool.
Volatility
VOYA vs. XLF - Volatility Comparison
Voya Financial, Inc. (VOYA) has a higher volatility of 12.71% compared to Financial Select Sector SPDR Fund (XLF) at 7.04%. This indicates that VOYA's price experiences larger fluctuations and is considered to be riskier than XLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.