AUSF vs. FXAIX
Compare and contrast key facts about Global X Adaptive U.S. Factor ETF (AUSF) and Fidelity 500 Index Fund (FXAIX).
AUSF is a passively managed fund by Global X that tracks the performance of the Adaptive Wealth Strategies U.S. Factor Index. It was launched on Aug 24, 2018. FXAIX is a passively managed fund by Fidelity that tracks the performance of the S&P 500 Index. It was launched on Feb 17, 1988. Both AUSF and FXAIX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
AUSF vs. FXAIX - Performance Comparison
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AUSF vs. FXAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
AUSF Global X Adaptive U.S. Factor ETF | 4.93% | 13.69% | 16.05% | 22.26% | -0.18% | 27.48% | 1.27% | 24.06% | -10.79% |
FXAIX Fidelity 500 Index Fund | -7.05% | 17.84% | 25.01% | 26.29% | -18.14% | 28.71% | 18.42% | 31.48% | -12.90% |
Returns By Period
In the year-to-date period, AUSF achieves a 4.93% return, which is significantly higher than FXAIX's -7.05% return.
AUSF
- 1D
- 1.17%
- 1M
- -3.55%
- YTD
- 4.93%
- 6M
- 5.58%
- 1Y
- 14.03%
- 3Y*
- 19.98%
- 5Y*
- 13.81%
- 10Y*
- —
FXAIX
- 1D
- -0.39%
- 1M
- -7.68%
- YTD
- -7.05%
- 6M
- -4.59%
- 1Y
- 14.42%
- 3Y*
- 17.17%
- 5Y*
- 11.40%
- 10Y*
- 13.75%
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AUSF vs. FXAIX - Expense Ratio Comparison
AUSF has a 0.27% expense ratio, which is higher than FXAIX's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
AUSF vs. FXAIX — Risk / Return Rank
AUSF
FXAIX
AUSF vs. FXAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Adaptive U.S. Factor ETF (AUSF) 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.
| AUSF | FXAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 0.84 | +0.14 |
Sortino ratioReturn per unit of downside risk | 1.40 | 1.30 | +0.11 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.20 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 1.05 | +0.34 |
Martin ratioReturn relative to average drawdown | 6.04 | 5.13 | +0.91 |
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
| AUSF | FXAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 0.84 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | 0.68 | +0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.77 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.75 | -0.11 |
Correlation
The correlation between AUSF and FXAIX is 0.76, 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
AUSF vs. FXAIX - Dividend Comparison
AUSF's dividend yield for the trailing twelve months is around 2.71%, more than FXAIX's 1.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AUSF Global X Adaptive U.S. Factor ETF | 2.71% | 2.78% | 2.63% | 1.83% | 2.51% | 2.22% | 2.95% | 4.02% | 1.46% | 0.00% | 0.00% | 0.00% |
FXAIX Fidelity 500 Index Fund | 1.20% | 1.11% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% |
Drawdowns
AUSF vs. FXAIX - Drawdown Comparison
The maximum AUSF drawdown since its inception was -44.25%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for AUSF and FXAIX.
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Drawdown Indicators
| AUSF | FXAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.25% | -33.79% | -10.46% |
Max Drawdown (1Y)Largest decline over 1 year | -10.84% | -12.13% | +1.29% |
Max Drawdown (5Y)Largest decline over 5 years | -14.23% | -24.50% | +10.27% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.79% | — |
Current DrawdownCurrent decline from peak | -3.90% | -8.89% | +4.99% |
Average DrawdownAverage peak-to-trough decline | -4.26% | -3.83% | -0.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 2.50% | +0.01% |
Volatility
AUSF vs. FXAIX - Volatility Comparison
The current volatility for Global X Adaptive U.S. Factor ETF (AUSF) is 3.22%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 4.24%. This indicates that AUSF 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.
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Volatility by Period
| AUSF | FXAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.22% | 4.24% | -1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 7.44% | 9.08% | -1.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.41% | 18.13% | -3.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.69% | 16.88% | -3.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.25% | 18.03% | +1.22% |