XYF vs. VOO
XYF (X Financial) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 5 years, XYF returned -12.19%/yr vs 13.13%/yr for VOO. At a 0.17 correlation, their price movements are largely independent.
Performance
XYF vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, XYF achieves a -7.62% return, which is significantly lower than VOO's 8.19% return.
XYF
- 1D
- 2.74%
- 1M
- 6.78%
- YTD
- -7.62%
- 6M
- -13.34%
- 1Y
- -68.89%
- 3Y*
- 8.62%
- 5Y*
- -12.19%
- 10Y*
- —
VOO
- 1D
- -1.42%
- 1M
- -1.34%
- YTD
- 8.19%
- 6M
- 7.24%
- 1Y
- 23.69%
- 3Y*
- 20.78%
- 5Y*
- 13.13%
- 10Y*
- 15.61%
XYF vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XYF X Financial | -7.62% | -30.39% | 146.56% | 26.06% | 0.33% | 50.50% | -60.55% | -59.73% | -71.53% |
VOO Vanguard S&P 500 ETF | 8.19% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -13.17% |
Correlation
The correlation between XYF and VOO is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2018 | 0.17 |
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Return for Risk
XYF vs. VOO — Risk / Return Rank
XYF
VOO
XYF vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for X Financial (XYF) 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.
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.
| XYF | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.01 | ||
| Sortino ratioReturn per unit of downside risk | -4.52 | ||
| Omega ratioGain probability vs. loss probability | 0.76 | 1.35 | -0.59 |
| Calmar ratioReturn relative to maximum drawdown | -0.84 | 2.67 | -3.51 |
| Martin ratioReturn relative to average drawdown | -1.18 | 11.96 | -13.14 |
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Drawdowns
XYF vs. VOO - Drawdown Comparison
The maximum XYF drawdown since its inception was -96.61%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for XYF and VOO.
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Drawdown Indicators
| XYF | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.61% | -33.99% | -62.62% |
Max Drawdown (1Y)Largest decline over 1 year | -82.64% | -8.90% | -73.74% |
Max Drawdown (3Y)Largest decline over 3 years | -82.64% | -18.69% | -63.95% |
Max Drawdown (5Y)Largest decline over 5 years | -90.16% | -24.52% | -65.64% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -86.35% | -3.14% | -83.21% |
Average DrawdownAverage peak-to-trough decline | -84.04% | -3.68% | -80.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 58.35% | 1.99% | +56.36% |
Volatility
XYF vs. VOO - Volatility Comparison
X Financial (XYF) has a higher volatility of 18.16% compared to Vanguard S&P 500 ETF (VOO) at 4.83%. This indicates that XYF'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.
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Volatility by Period
| XYF | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.16% | 4.83% | +13.33% |
Volatility (6M)Calculated over the trailing 6-month period | 48.06% | 9.82% | +38.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 62.94% | 12.46% | +50.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.32% | 16.91% | +61.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 91.38% | 18.02% | +73.36% |
Dividends
XYF vs. VOO - Dividend Comparison
XYF's dividend yield for the trailing twelve months is around 11.48%, more than VOO's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 1.05% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
XYF X Financial | 11.48% | 9.46% | 4.08% | 4.64% | 0.00% | 0.00% | 0.00% | 5.92% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XYF and VOO have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XYF has higher volatility (18.16%) compared to VOO (4.83%). In terms of maximum drawdown, XYF dropped -96.61% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.91 vs -1.10), 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.
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