AVLC vs VOO: returns, Sharpe ratio and drawdown
Performance
AVLC+17.40%VOO+13.45%
Summary
AVLC vs VOO
Over the past year, AVLC returned +17.40% against +13.45% for VOO. AVLC had the higher Sharpe ratio over the past year (0.92 vs 0.73), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -8.00% for AVLC and -8.90% for VOO. Dividends over the past year came to 1.07% of VOO's price, against 0.88% for AVLC. Their daily returns had a correlation of 0.95 over the past year, which is very high.
Ranking
How AVLC and VOO rank
AVLCVOO
Current Drawdown
AVLC-4.78%VOO-3.40%
Rolling Volatility
AVLC20.37%VOO20.83%
METRICS
Correlation Matrix
Fees and dividends
What AVLC and VOO cost and pay
AVLCVOOExpense ratio0.15%0.03%Yield0.88%1.07%Paid, past year$0.79$7.43PaysQuarterlyQuarterlyGrowth a year—+5.9%Return with dividends+17.40%1Y+11.46%Return, price only+16.31%1Y+9.91%
AVLC charges 0.15% a year and VOO 0.03%.
Metrics
Risk Indicators
AVLCVOO
Alpha
AVLC
3.53%
VOO
0.09%
Beta
AVLC
1.01x
VOO
1.00x
Sharpe
AVLC
0.92
VOO
0.73
Sortino
AVLC
1.30
VOO
1.02
Omega
AVLC
1.17
VOO
1.13
Calmar
AVLC
2.18
VOO
1.51
Martin
AVLC
5.89
VOO
4.48
Comparisons