ETF Top Expense Ratio
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ETF Top Expense Ratio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Sep 15, 2016, corresponding to the inception date of FDLO
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| ETF Top Expense Ratio | 19.01% | 0.13% | 13.17% | 37.34% | 12.69% | N/A |
| Portfolio components: | ||||||
MTUM iShares Edge MSCI USA Momentum Factor ETF | 32.04% | 1.75% | 18.07% | 51.08% | 12.71% | 13.42% |
SPHQ Invesco S&P 500® Quality ETF | 24.75% | -0.62% | 16.33% | 39.13% | 15.98% | 13.48% |
QUAL iShares Edge MSCI USA Quality Factor ETF | 23.61% | 0.70% | 16.19% | 40.60% | 15.30% | 13.27% |
IJT iShares S&P SmallCap 600 Growth ETF | 10.30% | -1.86% | 10.28% | 32.94% | 9.33% | 9.67% |
IJK iShares S&P MidCap 400 Growth ETF | 16.95% | 0.22% | 7.77% | 35.22% | 11.05% | 10.09% |
MDYG SPDR S&P 400 Mid Cap Growth ETF | 17.10% | 0.36% | 7.89% | 35.24% | 11.09% | 10.16% |
SLYG SPDR S&P 600 Small Cap Growth ETF | 10.22% | -1.83% | 10.15% | 32.82% | 9.39% | 9.76% |
FDLO Fidelity Low Volatility Factor ETF | 16.90% | -0.16% | 14.24% | 28.21% | 12.18% | N/A |
IMCG iShares Morningstar Mid-Cap Growth ETF | 15.66% | 1.55% | 12.34% | 38.59% | 13.10% | 11.92% |
FQAL Fidelity Quality Factor ETF | 21.92% | 1.18% | 18.10% | 38.13% | 14.49% | N/A |
Monthly Returns
The table below presents the monthly returns of ETF Top Expense Ratio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.68% | 6.36% | 3.57% | -4.92% | 4.56% | 1.24% | 3.57% | 1.25% | 1.55% | 19.01% | |||
| 2023 | 5.78% | -1.90% | 0.72% | 0.03% | -1.28% | 7.22% | 3.54% | -1.61% | -4.91% | -3.40% | 8.15% | 6.71% | 19.52% |
| 2022 | -8.52% | -1.43% | 1.99% | -8.61% | 0.10% | -8.36% | 9.81% | -3.95% | -8.62% | 9.24% | 5.58% | -5.61% | -19.11% |
| 2021 | 1.01% | 2.71% | 2.23% | 4.28% | -0.18% | 2.56% | 1.76% | 2.41% | -4.41% | 6.68% | -2.19% | 3.87% | 22.25% |
| 2020 | -0.05% | -7.94% | -14.38% | 12.89% | 6.89% | 2.06% | 5.67% | 5.23% | -3.04% | -1.17% | 12.46% | 5.39% | 22.55% |
| 2019 | 8.53% | 4.47% | 0.92% | 3.27% | -5.60% | 6.74% | 1.38% | -2.04% | 0.71% | 1.55% | 3.57% | 2.47% | 28.36% |
| 2018 | 4.81% | -3.21% | -0.34% | -0.45% | 3.98% | 0.63% | 2.81% | 4.89% | -0.51% | -8.97% | 2.03% | -9.67% | -5.18% |
| 2017 | 1.66% | 3.35% | 0.30% | 1.38% | 0.89% | 1.21% | 1.51% | -0.42% | 3.48% | 2.56% | 3.41% | 0.41% | 21.53% |
| 2016 | 1.15% | -3.08% | 5.18% | 2.02% | 5.20% |
Expense Ratio
ETF Top Expense Ratio has an expense ratio of 0.19%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ETF Top Expense Ratio is 44, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
MTUM iShares Edge MSCI USA Momentum Factor ETF | 2.90 | 3.75 | 1.50 | 1.98 | 16.97 |
SPHQ Invesco S&P 500® Quality ETF | 3.45 | 4.75 | 1.63 | 5.49 | 26.95 |
QUAL iShares Edge MSCI USA Quality Factor ETF | 3.42 | 4.67 | 1.63 | 4.58 | 22.08 |
IJT iShares S&P SmallCap 600 Growth ETF | 1.77 | 2.55 | 1.31 | 1.29 | 10.77 |
IJK iShares S&P MidCap 400 Growth ETF | 2.28 | 3.13 | 1.38 | 1.79 | 12.17 |
MDYG SPDR S&P 400 Mid Cap Growth ETF | 2.28 | 3.12 | 1.38 | 1.79 | 12.24 |
SLYG SPDR S&P 600 Small Cap Growth ETF | 1.78 | 2.56 | 1.31 | 1.30 | 10.75 |
FDLO Fidelity Low Volatility Factor ETF | 3.48 | 4.73 | 1.67 | 5.11 | 23.47 |
IMCG iShares Morningstar Mid-Cap Growth ETF | 2.82 | 3.86 | 1.48 | 1.41 | 14.97 |
FQAL Fidelity Quality Factor ETF | 3.42 | 4.64 | 1.63 | 3.22 | 22.80 |
Dividends
Dividend yield
ETF Top Expense Ratio provided a 0.98% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ETF Top Expense Ratio | 0.98% | 1.21% | 1.37% | 0.81% | 0.95% | 1.23% | 1.35% | 1.67% | 1.11% | 1.59% | 1.24% | 0.70% |
| Portfolio components: | ||||||||||||
MTUM iShares Edge MSCI USA Momentum Factor ETF | 0.56% | 1.35% | 1.80% | 0.55% | 0.83% | 1.48% | 1.27% | 1.02% | 1.43% | 1.12% | 1.04% | 1.02% |
SPHQ Invesco S&P 500® Quality ETF | 1.16% | 1.42% | 1.85% | 1.19% | 1.55% | 1.51% | 1.85% | 1.57% | 1.67% | 2.29% | 1.66% | 1.99% |
QUAL iShares Edge MSCI USA Quality Factor ETF | 1.00% | 1.23% | 1.59% | 1.20% | 1.39% | 1.60% | 2.00% | 1.76% | 1.96% | 1.63% | 1.35% | 0.63% |
IJT iShares S&P SmallCap 600 Growth ETF | 1.00% | 1.02% | 1.08% | 0.63% | 0.68% | 0.92% | 0.92% | 0.86% | 1.03% | 1.14% | 0.78% | 0.70% |
IJK iShares S&P MidCap 400 Growth ETF | 0.84% | 1.13% | 1.08% | 0.50% | 0.70% | 1.09% | 1.13% | 0.93% | 1.15% | 1.12% | 0.91% | 0.88% |
MDYG SPDR S&P 400 Mid Cap Growth ETF | 0.94% | 1.20% | 1.16% | 0.69% | 0.71% | 1.21% | 1.36% | 2.23% | 1.25% | 2.48% | 1.60% | 0.82% |
SLYG SPDR S&P 600 Small Cap Growth ETF | 1.10% | 1.18% | 1.18% | 0.68% | 0.71% | 1.08% | 1.06% | 4.74% | 1.13% | 5.75% | 4.42% | 0.61% |
FDLO Fidelity Low Volatility Factor ETF | 1.28% | 1.35% | 1.49% | 1.11% | 1.38% | 1.55% | 1.76% | 1.61% | 0.55% | 0.00% | 0.00% | 0.00% |
IMCG iShares Morningstar Mid-Cap Growth ETF | 0.81% | 0.85% | 0.91% | 0.41% | 0.09% | 0.30% | 0.35% | 0.45% | 0.52% | 0.38% | 0.60% | 0.36% |
FQAL Fidelity Quality Factor ETF | 1.09% | 1.35% | 1.52% | 1.17% | 1.46% | 1.55% | 1.73% | 1.53% | 0.43% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the ETF Top Expense Ratio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the ETF Top Expense Ratio was 35.92%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.
The current ETF Top Expense Ratio drawdown is 1.62%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.92% | Feb 20, 2020 | 23 | Mar 23, 2020 | 94 | Aug 5, 2020 | 117 |
| -26.76% | Nov 17, 2021 | 219 | Sep 30, 2022 | 342 | Feb 12, 2024 | 561 |
| -21.92% | Sep 17, 2018 | 69 | Dec 24, 2018 | 131 | Jul 3, 2019 | 200 |
| -9.5% | Jan 29, 2018 | 9 | Feb 8, 2018 | 80 | Jun 5, 2018 | 89 |
| -8.8% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
Volatility
Volatility Chart
The current ETF Top Expense Ratio volatility is 2.84%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| MTUM | FDLO | SLYG | IJT | IMCG | SPHQ | QUAL | FQAL | MDYG | IJK | |
|---|---|---|---|---|---|---|---|---|---|---|
| MTUM | 1.00 | 0.78 | 0.69 | 0.70 | 0.83 | 0.85 | 0.83 | 0.83 | 0.78 | 0.78 |
| FDLO | 0.78 | 1.00 | 0.73 | 0.74 | 0.81 | 0.89 | 0.91 | 0.92 | 0.81 | 0.81 |
| SLYG | 0.69 | 0.73 | 1.00 | 1.00 | 0.82 | 0.77 | 0.79 | 0.79 | 0.94 | 0.94 |
| IJT | 0.70 | 0.74 | 1.00 | 1.00 | 0.82 | 0.77 | 0.79 | 0.79 | 0.94 | 0.94 |
| IMCG | 0.83 | 0.81 | 0.82 | 0.82 | 1.00 | 0.84 | 0.86 | 0.87 | 0.90 | 0.90 |
| SPHQ | 0.85 | 0.89 | 0.77 | 0.77 | 0.84 | 1.00 | 0.95 | 0.94 | 0.84 | 0.84 |
| QUAL | 0.83 | 0.91 | 0.79 | 0.79 | 0.86 | 0.95 | 1.00 | 0.96 | 0.86 | 0.86 |
| FQAL | 0.83 | 0.92 | 0.79 | 0.79 | 0.87 | 0.94 | 0.96 | 1.00 | 0.86 | 0.86 |
| MDYG | 0.78 | 0.81 | 0.94 | 0.94 | 0.90 | 0.84 | 0.86 | 0.86 | 1.00 | 1.00 |
| IJK | 0.78 | 0.81 | 0.94 | 0.94 | 0.90 | 0.84 | 0.86 | 0.86 | 1.00 | 1.00 |