XNAV vs. VOO
Compare and contrast key facts about FundX Aggressive ETF (XNAV) and Vanguard S&P 500 ETF (VOO).
XNAV and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XNAV is an actively managed fund by FundX. It was launched on Jul 1, 2002. 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: XNAV or VOO.
Key characteristics
| XNAV | VOO | |
|---|---|---|
| YTD Return | 27.11% | 26.94% |
| 1Y Return | 33.06% | 35.06% |
| Sharpe Ratio | 1.96 | 3.08 |
| Sortino Ratio | 2.59 | 4.09 |
| Omega Ratio | 1.36 | 1.58 |
| Calmar Ratio | 2.25 | 4.46 |
| Martin Ratio | 8.01 | 20.36 |
| Ulcer Index | 4.42% | 1.85% |
| Daily Std Dev | 18.05% | 12.23% |
| Max Drawdown | -15.72% | -33.99% |
| Current Drawdown | -0.47% | -0.25% |
Correlation
The correlation between XNAV and VOO is 0.89, 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
XNAV vs. VOO - Performance Comparison
The year-to-date returns for both stocks are quite close, with XNAV having a 27.11% return and VOO slightly lower at 26.94%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XNAV vs. VOO - Expense Ratio Comparison
XNAV has a 1.30% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
XNAV vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FundX Aggressive ETF (XNAV) 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
XNAV vs. VOO - Dividend Comparison
XNAV's dividend yield for the trailing twelve months is around 0.96%, less than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XNAV FundX Aggressive ETF | 0.96% | 1.22% | 1.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
XNAV vs. VOO - Drawdown Comparison
The maximum XNAV drawdown since its inception was -15.72%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for XNAV and VOO. For additional features, visit the drawdowns tool.
Volatility
XNAV vs. VOO - Volatility Comparison
FundX Aggressive ETF (XNAV) has a higher volatility of 5.25% compared to Vanguard S&P 500 ETF (VOO) at 3.78%. This indicates that XNAV's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.