6PSA.DE vs. FXAIX
Compare and contrast key facts about Invesco FTSE RAFI US 1000 UCITS ETF (6PSA.DE) and Fidelity 500 Index Fund (FXAIX).
6PSA.DE is a passively managed fund by Invesco that tracks the performance of the FTSE RAFI US 1000. It was launched on Nov 12, 2007. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 6PSA.DE or FXAIX.
Key characteristics
| 6PSA.DE | FXAIX | |
|---|---|---|
| YTD Return | 21.73% | 26.66% |
| 1Y Return | 30.29% | 38.25% |
| 3Y Return (Ann) | 10.16% | 10.01% |
| 5Y Return (Ann) | 12.86% | 15.93% |
| 10Y Return (Ann) | 11.78% | 13.29% |
| Sharpe Ratio | 2.75 | 3.10 |
| Sortino Ratio | 3.92 | 4.13 |
| Omega Ratio | 1.57 | 1.58 |
| Calmar Ratio | 4.51 | 4.54 |
| Martin Ratio | 17.07 | 20.58 |
| Ulcer Index | 1.74% | 1.87% |
| Daily Std Dev | 10.74% | 12.38% |
| Max Drawdown | -37.46% | -33.79% |
| Current Drawdown | -0.14% | 0.00% |
Correlation
The correlation between 6PSA.DE and FXAIX is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
6PSA.DE vs. FXAIX - Performance Comparison
In the year-to-date period, 6PSA.DE achieves a 21.73% return, which is significantly lower than FXAIX's 26.66% return. Over the past 10 years, 6PSA.DE has underperformed FXAIX with an annualized return of 11.78%, while FXAIX has yielded a comparatively higher 13.29% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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6PSA.DE vs. FXAIX - Expense Ratio Comparison
6PSA.DE has a 0.39% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Risk-Adjusted Performance
6PSA.DE vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE RAFI US 1000 UCITS ETF (6PSA.DE) and Fidelity 500 Index Fund (FXAIX). 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.
Dividends
6PSA.DE vs. FXAIX - Dividend Comparison
6PSA.DE has not paid dividends to shareholders, while FXAIX's dividend yield for the trailing twelve months is around 1.21%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
6PSA.DE Invesco FTSE RAFI US 1000 UCITS ETF | 0.00% | 0.00% | 1.75% | 1.27% | 1.77% | 1.63% | 1.79% | 1.62% | 1.54% | 1.66% | 1.63% | 1.46% |
FXAIX Fidelity 500 Index Fund | 1.21% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
6PSA.DE vs. FXAIX - Drawdown Comparison
The maximum 6PSA.DE drawdown since its inception was -37.46%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for 6PSA.DE and FXAIX. For additional features, visit the drawdowns tool.
Volatility
6PSA.DE vs. FXAIX - Volatility Comparison
The current volatility for Invesco FTSE RAFI US 1000 UCITS ETF (6PSA.DE) is 3.54%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 3.92%. This indicates that 6PSA.DE experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.