ETF · Broad Market

VO(VO)

$80.24
-0.46%
Expense Ratio
$205.2B
Total AUM
Holdings
Inception
Active Share vs VOO
Truly Active
0%20%60%100%
82.8%

AI Look-Through Summary

AI Generated

The portfolio's sector allocation exhibits a tilt towards growth-oriented sectors, with Technology and Industrials combining for nearly one-third of the fund's weight. This is notable given the broader market's sector mix. Financial Services and Consumer Cyclical also have significant allocations, suggesting an interest in companies with high earnings potential and relatively stable cash flows.

The top holdings list reveals a moderate level of concentration risk, with STX and WDC each accounting for nearly 2% of the fund's weight. The presence of multiple industrials and tech names among the top holdings underscores the sector tilts observed at the allocation level. A favorable macro environment would likely be one characterized by sustained economic growth, particularly in developed markets where many of these companies operate.

Generated by Qwen-32B from constituent-level data. Not investment advice. Updated: 2026-07-13 07:22:56.611492+00

🔍 Theme Alignment Audit

AI GeneratedPurity: 15/100

The investment theme implied by the ticker VO, often associated with value-oriented strategies or specific factor tilts in broader market contexts, appears significantly misaligned with the actual composition of this fund. The top holdings list reveals a heavy presence of large-cap industrials and technology names such as STX, WDC, VRT, and PWR, which do not inherently suggest a narrow thematic focus based solely on their sector classification or individual business models without further context. Notably, several positions like CEG in utilities and CRH in basic materials seem disconnected from any singular growth or disruptive innovation narrative that might be expected if the fund were strictly adhering to a specific modern theme. The inclusion of broad-market heavyweights alongside these holdings suggests the portfolio may rely on established large-cap stability rather than maintaining a tight, coherent thematic investment strategy, potentially using well-known names to anchor returns while diluting any distinct factor exposure.

Sector coherence analysis indicates that the fund's weightings are broadly distributed across traditional economic sectors rather than concentrated within a specific niche defined by the implied theme. The sector breakdown shows substantial allocations to industrials and technology at roughly 15% each, followed closely by financial services and consumer cyclicals, creating a profile that mirrors a diversified broad-market index more than a specialized thematic vehicle. With top-ten concentration remaining low at 10.7%, the fund lacks the distinctiveness required for a true factor or theme-based product, as it does not overweight sectors typically associated with specific investment hypotheses like small-cap value or emerging market growth. The presence of significant weights in utilities and healthcare further suggests an attempt to capture general market beta rather than pursuing a differentiated alpha strategy based on a unique thematic lens.

AI analysis of holdings alignment vs fund theme. Not investment advice. Updated: 2026-05-24 14:38:00.585633+00

🏢 Sector Analysis

AI Generated

The sector allocation of VO demonstrates a deliberate tilt toward growth-oriented and cyclical industries, with Industrials and Technology comprising nearly one-third of the portfolio combined. This heavy weighting suggests an investment thesis centered on capital expenditure cycles and digital infrastructure expansion rather than defensive income generation or stable utility flows. The significant presence in Energy and Consumer Cyclical sectors further reinforces exposure to macroeconomic recovery themes, while the relatively modest allocation to Healthcare and Consumer Defensive segments indicates a lower emphasis on non-cyclical stability compared to many broad market benchmarks.

Concentration risk appears managed through a highly diversified structure across eleven distinct sectors, with no single industry exceeding 17% of total assets. The top ten holdings collectively represent less than 11% of the fund's value, reflecting a strategy that prioritizes breadth over deep concentration in specific large-cap leaders. This distribution pattern reduces idiosyncratic risk associated with individual company performance while maintaining exposure to sector-wide trends driven by holding counts ranging from nine to thirty-six per category. The inclusion of mid-sized companies within these sectors, evidenced by the number of holdings relative to percentage weightings, implies a factor tilt toward small-to-mid-cap growth characteristics rather than purely large-cap value or momentum strategies.

Ultimately, the fund's construction favors dynamic economic environments where industrial output and technological adoption are primary drivers of returns. The balance between high-growth sectors like Technology and Industrials against moderate allocations in Real Estate and Utilities creates a profile that may outperform during periods of robust expansion but could face heightened volatility when economic conditions shift toward contraction or stagnation. Investors examining this data must weigh the potential for superior growth capture against the inherent risks associated with cyclical sensitivity and sector-specific downturns without relying on specific directional predictions regarding future market performance.

AI-generated sector analysis from constituent-level data. Not investment advice. Updated: 2026-05-23 11:42:53.117038+00

Flow Driver Analysis

2-Step Circle

Which larger ETFs share VO's holdings — and mechanically drive its price through index rebalancing flows?

Approximately 100% of VO's weight flows through these larger ETFs

Driver ETFAUMExpenseShared StocksWeight Overlap
QUSQUS$1B27498.7%
VTIVanguard Total Stock Market Index Fund ETF Shares$2.1T0.03%25997.7%
VONEVONE$10B25595.5%
ONEOONEO$25M26895.4%
SPTMSPTM$12B24991.1%

99% of VO's portfolio by weight is also held by QUS. When QUS receives inflows, it mechanically buys these shared stocks — dragging VO's NAV along regardless of any thematic or sector catalyst. Combined, the top 5 overlapping ETFs control exposure to 100% ofVO's weight.

Overlap computed from constituent-level holdings data across 5 ETFs. Price co-movement with driver ETFs is structural, not coincidental. Not investment advice.

ETF Look-Through Dashboard

Peer through the ETF wrapper to see exactly what you own. Every metric is computed from constituent-level data.

24.6x
Weighted P/E
10.67x
Weighted P/B
$54B
Wtd Avg Market Cap

Weighted metrics calculated based on 92% of fund assets with available data.

Herfindahl-Hirschman Concentration Index

0100020003000400047
Well Diversified
Top 5: 5.4%Top 10: 9.5%

Morningstar-Style Box

Value
Blend
Growth
Large
Mid
Small
Mid Blend

Sector & Cap Explorer

Industrials18.7%Technology14.8%Financial Services11.7%Consumer Cyclical8.5%Utilities8.4%Other7.7%Energy7.3%Healthcare6.9%Real Estate5.1%Consumer Defensive4.6%Basic Materials3.9%Communication Services2.4%
Visualization Mode

ETF Fundamental Radar

Total Analysis
87% Weight
Market Cap
Large
Risk Profile
High Distress

Operational health is mixed, with the bulk of weight in the mid-range (4–6) Piotroski scores.

Piotroski F-Score (Operational Health)

Score 0-9: Measures Profitability, Leverage, and Efficiency

↑ Weight (%)100%80%60%40%20%
4%
0–3 Weak
62%
4–6 Average
21%
7–9 Strong

Based on 87% of fund weight with Piotroski data.

Computed by rolling up individual stock Piotroski F-Scores, Altman Z-Scores, and Beneish M-Scores weighted by each constituent's allocation.

Dividend Safety True-Up

Deterministic
100%
Wtd FCF Payout Ratio
1.03%
TTM Yield
At Risk
Dividend Durability
100% of FCF
0% (retains all cash)50%100% (pays out everything)

The dividend-paying companies inside VO collectively pay out 100% of their Free Cash Flow to maintain the current yield. Warning: constituent companies are paying out nearly all cash flow. A wave of dividend cuts may be imminent if earnings decline. Based on 54% of fund weight in dividend-paying stocks.

FCF Payout Ratio = Dividends Paid / Free Cash Flow, weighted by constituent allocation. Not investment advice.

Earnings vs. Price Decomposition

Proprietary
-71.5%
ETF 1Y Return
+20.9%
Wtd Earnings Growth
-92.4%
Multiple Contraction

VO is down 71.5% over the last 12 months. The underlying weighted earnings growth of its constituents is +20.9%. Despite earnings growth, valuations have contracted by 92.4% — the market is paying less per dollar of earnings than a year ago.

Earnings growth = weighted average YoY EPS growth of all constituents (capped at ±500% to limit outlier distortion). Based on 85% of fund weight with earnings data. Not investment advice.

Value Creation Map

ROIC vs WACC

What percentage of VO's weight is allocated to companies that create economic value (ROIC > WACC) vs. destroy it?

38% Creators
62% Destroyers
Value Creators (ROIC > WACC)30.0%
Value Destroyers49.8%

Of VO's analyzed weight, 38% is invested in companies earning more than their cost of capital — genuine value creators. The remaining 62% consists of companies whose ROIC falls below their WACC, effectively destroying shareholder value with every dollar invested.

ROIC-WACC spread for 80% of fund weight with available data. Not investment advice.

Passive Crowding Score

MODERATE

How much of each constituent's market cap is structurally locked in passive ETFs — a proxy for liquidity fragility during sell-offs.

47/ 100
Wtd Avg Passive Ownership14.3%
Most Crowded HoldingTER (21.4%)
Least CrowdedSNOW (7.3%)
Coverage58% of fund weight
0 — Low255075100 — Extreme

VO has a Passive Crowding Score of 47/100. On average, 14.3% of the market capitalization of VO's underlying holdings is structurally locked in passive ETF vehicles. This indicates moderate passive ownership density. Index rebalances and ETF creation/redemption activity can amplify short-term volatility in the underlying holdings.

Passive $ = Σ(ETF AUM × holding weight) across all 19 tracked ETFs. Actual passive ownership is higher (includes mutual funds, pension funds). Not investment advice.

Under the Hood — Top 15 Constituents

Top 10 Concentration9.5%
#TickerCompanyWeightP/EF-Score
1VRT
Vertiv Holdings Co. Class A
Industrials
1.22%
74.1x5/9
2WDC
Western Digital Corp.
Technology
1.06%
27.9x6/9
3STX
Seagate Technology Holdings plc
Technology
1.04%
70.9x7/9
4PWR
Quanta Services Inc.
Industrials
1.04%
86.2x5/9
5HWM
Howmet Aerospace Inc.
Industrials
1.04%
62.9x8/9
6CMI
Cummins Inc.
Industrials
0.95%
33.7x5/9
7DDOG
Datadog Inc. Class A
Technology
0.83%
663.3x6/9
8BE
Bloom Energy Corp. Class A
Industrials
0.79%
4/9
9CEG
Constellation Energy Corp.
Utilities
0.78%
21.9x6/9
10HOOD
Robinhood Markets Inc. Class A
Financial Services
0.77%
51.5x4/9
11NET
Cloudflare Inc. Class A
Technology
0.76%
4/9
12VLO
Valero Energy Corp.
Energy
0.75%
21.9x6/9
13RCL
Royal Caribbean Cruises Ltd.
Consumer Cyclical
0.74%
17.9x7/9
14COHR
Coherent Corp.
Technology
0.74%
131.6x7/9
15TER
Teradyne Inc.
Technology
0.73%
59.9x5/9
The bottom 267 stocks in VO account for only 86.8% of the total fund weight.Only the top 50 holdings are shown. Total holdings: 282.

Historical Holdings Snapshots

Browse how VO’s holdings have changed across SEC filing dates. Showing top holdings per snapshot.

2026-07-19

15 holdings · 13.2% tracked weight
#TickerWeightSharesMarket Value
1VRT1.22%8,178,949$2.7B
2WDC1.06%3,734,851$2.4B
3HWM1.04%8,670,847$2.3B
4STX1.04%2,429,678$2.3B
5PWR1.04%3,251,975$2.3B
6CMI0.95%2,990,337$2.1B
7DDOG0.83%7,169,362$1.9B
8BE0.79%5,856,039$1.8B
9CEG0.78%7,027,247$1.7B
10HOOD0.77%17,145,949$1.7B
11NET0.76%6,924,531$1.7B
12VLO0.75%6,434,765$1.7B
13RCL0.74%5,230,880$1.7B
14COHR0.74%4,239,594$1.7B
15TER0.73%3,392,151$1.6B

2026-07-18

15 holdings · 13.2% tracked weight
#TickerWeightSharesMarket Value
1VRT1.22%8,178,949$2.7B
2WDC1.06%3,734,851$2.4B
3PWR1.04%3,251,975$2.3B
4STX1.04%2,429,678$2.3B
5HWM1.04%8,670,847$2.3B
6CMI0.95%2,990,337$2.1B
7DDOG0.83%7,169,362$1.9B
8BE0.79%5,856,039$1.8B
9CEG0.78%7,027,247$1.7B
10HOOD0.77%17,145,949$1.7B
11NET0.76%6,924,531$1.7B
12VLO0.75%6,434,765$1.7B
13COHR0.74%4,239,594$1.7B
14RCL0.74%5,230,880$1.7B
15TER0.73%3,392,151$1.6B

2026-07-17

15 holdings · 13.2% tracked weight
#TickerWeightSharesMarket Value
1VRT1.22%8,178,949$2.7B
2WDC1.06%3,734,851$2.4B
3PWR1.04%3,251,975$2.3B
4HWM1.04%8,670,847$2.3B
5STX1.04%2,429,678$2.3B
6CMI0.95%2,990,337$2.1B
7DDOG0.83%7,169,362$1.9B
8BE0.79%5,856,039$1.8B
9CEG0.78%7,027,247$1.7B
10HOOD0.77%17,145,949$1.7B
11NET0.76%6,924,531$1.7B
12VLO0.75%6,434,765$1.7B
13COHR0.74%4,239,594$1.7B
14RCL0.74%5,230,880$1.7B
15TER0.73%3,392,151$1.6B

2026-07-16

15 holdings · 13.2% tracked weight
#TickerWeightSharesMarket Value
1VRT1.22%8,178,949$2.7B
2WDC1.06%3,734,851$2.4B
3HWM1.04%8,670,847$2.3B
4PWR1.04%3,251,975$2.3B
5STX1.04%2,429,678$2.3B
6CMI0.95%2,990,337$2.1B
7DDOG0.83%7,169,362$1.9B
8BE0.79%5,856,039$1.8B
9CEG0.78%7,027,247$1.7B
10HOOD0.77%17,145,949$1.7B
11NET0.76%6,924,531$1.7B
12VLO0.75%6,434,765$1.7B
13COHR0.74%4,239,594$1.7B
14RCL0.74%5,230,880$1.7B
15TER0.73%3,392,151$1.6B

2026-07-15

15 holdings · 14.9% tracked weight
#TickerWeightSharesMarket Value
1STX1.90%4,731,229$4.2B
2WDC1.78%7,355,697$3.9B
3VRT1.18%8,155,741$2.6B
4PWR1.06%3,246,111$2.3B
5HWM1.03%8,698,705$2.2B
6MRVL0.89%9,466,976$1.9B
7CMI0.89%2,997,608$1.9B
8CEG0.88%6,682,340$1.9B
9SLB0.81%32,442,305$1.8B
10DDOG0.80%7,122,155$1.8B
11GM0.75%19,612,250$1.6B
12ROST0.74%7,017,373$1.6B
13HOOD0.74%17,140,802$1.6B
14MPC0.73%6,394,611$1.6B
15VLO0.73%6,487,612$1.6B

2026-07-14

15 holdings · 14.9% tracked weight
#TickerWeightSharesMarket Value
1STX1.90%4,731,229$4.2B
2WDC1.78%7,355,697$3.9B
3VRT1.18%8,155,741$2.6B
4PWR1.06%3,246,111$2.3B
5HWM1.03%8,698,705$2.2B
6MRVL0.89%9,466,976$1.9B
7CMI0.89%2,997,608$1.9B
8CEG0.88%6,682,340$1.9B
9SLB0.81%32,442,305$1.8B
10DDOG0.80%7,122,155$1.8B
11GM0.75%19,612,250$1.6B
12HOOD0.74%17,140,802$1.6B
13ROST0.74%7,017,373$1.6B
14VLO0.73%6,487,612$1.6B
15MPC0.73%6,394,611$1.6B

Source: SEC filings and fund provider disclosures. Shows last 6 snapshot dates, top 15 holdings per date by weight.

Risk Profile

37.1%
Annual Volatility
-0.84
Sharpe (1Y)
-0.33
Sharpe (3Y)
-75.4%
Max Drawdown (3Y)
-75.4%
Max Drawdown (5Y)

Sharpe = risk-adjusted return (higher is better). Computed from 1,200+ trading days with 5% risk-free rate.

Price Chart with Moving Averages

Loading chart...

What Drove VO Today?

Daily return attribution — which holdings contributed most (and least) to the fund's move.

Fund move:-0.46%(2026-07-17)

Top Contributors

+0.059%
+0.031%
+0.031%

Top Detractors

-0.024%
-0.025%
-0.044%

Attribution = holding weight × stock daily return. Only the top contributors and detractors are shown.

Underwater (Drawdown from Peak)

How far below the all-time high the price has been over time. Deeper = more pain for holders.

Loading drawdown chart...

Rolling 60-Day Beta vs S&P 500 (VOO)

How the ETF's sensitivity to market moves changes over time. β > 1 = more volatile than the market.

Loading beta chart...
Rolling Beta Market (β = 1.0)

Yield & Income

1.03%
TTM Yield
30-Day SEC Yield
5Y Div CAGR

Sector Drift Over Time

How VO’s sector allocation has shifted across snapshots. Use the slider to travel through time.

2026-07-1994 snapshots
Industrials18.7%
Technology14.8%
Financial Services11.7%
Consumer Cyclical8.5%
Utilities8.4%
Other7.7%
Energy7.3%
Healthcare6.9%
Real Estate5.1%
Consumer Defensive4.6%
Basic Materials3.9%
Communication Services2.4%
Change since 2026-03-30
Technology
+2.3%
Industrials
+2.2%
Other
-1.0%
Basic Materials
-1.0%
Financial Services
+0.9%
Consumer Defensive
-0.9%
2026-03-302026-07-19

Active Conviction Tracker

Shares bought and sold between the latest two data snapshots — reveals what the fund manager is actually doing.

No position changes detected between snapshots.

Explore More

Quant metrics computed deterministically from financial statements and price data. Updated: 2026-07-17.

SecuritiesDB is for informational purposes only. Not investment advice.