ZECP vs. VOO
Compare and contrast key facts about Zacks Earnings Consistent Portfolio ETF (ZECP) and Vanguard S&P 500 ETF (VOO).
ZECP and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ZECP is an actively managed fund by Zacks. It was launched on Aug 24, 2021. 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.
Performance
ZECP vs. VOO - Performance Comparison
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ZECP vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ZECP Zacks Earnings Consistent Portfolio ETF | -2.68% | 15.03% | 17.32% | 13.88% | -13.41% | 7.75% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 6.73% |
Returns By Period
In the year-to-date period, ZECP achieves a -2.68% return, which is significantly higher than VOO's -4.42% return.
ZECP
- 1D
- 2.39%
- 1M
- -5.84%
- YTD
- -2.68%
- 6M
- 1.41%
- 1Y
- 13.31%
- 3Y*
- 13.38%
- 5Y*
- —
- 10Y*
- —
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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ZECP vs. VOO - Expense Ratio Comparison
ZECP has a 0.55% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
ZECP vs. VOO — Risk / Return Rank
ZECP
VOO
ZECP vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Zacks Earnings Consistent Portfolio ETF (ZECP) 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.
| ZECP | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 0.98 | -0.10 |
Sortino ratioReturn per unit of downside risk | 1.36 | 1.50 | -0.14 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.23 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.37 | 1.53 | -0.17 |
Martin ratioReturn relative to average drawdown | 6.31 | 7.29 | -0.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ZECP | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 0.98 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.70 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.83 | -0.32 |
Correlation
The correlation between ZECP and VOO is 0.91, 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
ZECP vs. VOO - Dividend Comparison
ZECP's dividend yield for the trailing twelve months is around 0.81%, less than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ZECP Zacks Earnings Consistent Portfolio ETF | 0.81% | 0.79% | 0.63% | 0.73% | 0.91% | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
ZECP vs. VOO - Drawdown Comparison
The maximum ZECP drawdown since its inception was -21.86%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ZECP and VOO.
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Drawdown Indicators
| ZECP | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.86% | -33.99% | +12.13% |
Max Drawdown (1Y)Largest decline over 1 year | -10.52% | -11.98% | +1.46% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.52% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -6.13% | -6.29% | +0.16% |
Average DrawdownAverage peak-to-trough decline | -5.68% | -3.72% | -1.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.28% | 2.52% | -0.24% |
Volatility
ZECP vs. VOO - Volatility Comparison
The current volatility for Zacks Earnings Consistent Portfolio ETF (ZECP) is 4.47%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. This indicates that ZECP experiences smaller price fluctuations and is considered to be less risky 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
| ZECP | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.47% | 5.29% | -0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 7.83% | 9.44% | -1.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.20% | 18.10% | -2.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.75% | 16.82% | -2.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.75% | 17.99% | -3.24% |