BBP vs. FXAIX
Compare and contrast key facts about Virtus LifeSci Biotech Products ETF (BBP) and Fidelity 500 Index Fund (FXAIX).
BBP is a passively managed fund by Virtus Investment Partners that tracks the performance of the LifeSci Biotechnology Products Index. It was launched on Dec 17, 2014. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BBP or FXAIX.
Key characteristics
| BBP | FXAIX | |
|---|---|---|
| YTD Return | 12.26% | 26.96% |
| 1Y Return | 32.55% | 35.01% |
| 3Y Return (Ann) | 8.73% | 10.23% |
| 5Y Return (Ann) | 10.41% | 15.78% |
| Sharpe Ratio | 1.70 | 3.06 |
| Sortino Ratio | 2.36 | 4.07 |
| Omega Ratio | 1.28 | 1.58 |
| Calmar Ratio | 1.79 | 4.45 |
| Martin Ratio | 5.16 | 20.17 |
| Ulcer Index | 7.31% | 1.86% |
| Daily Std Dev | 22.23% | 12.27% |
| Max Drawdown | -44.32% | -33.79% |
| Current Drawdown | -4.31% | -0.25% |
Correlation
The correlation between BBP 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
BBP vs. FXAIX - Performance Comparison
In the year-to-date period, BBP achieves a 12.26% return, which is significantly lower than FXAIX's 26.96% 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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BBP vs. FXAIX - Expense Ratio Comparison
BBP has a 0.79% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Risk-Adjusted Performance
BBP vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus LifeSci Biotech Products ETF (BBP) 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
BBP vs. FXAIX - Dividend Comparison
BBP 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBP Virtus LifeSci Biotech Products ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.18% | 0.00% | 1.29% | 0.00% | 0.00% |
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
BBP vs. FXAIX - Drawdown Comparison
The maximum BBP drawdown since its inception was -44.32%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for BBP and FXAIX. For additional features, visit the drawdowns tool.
Volatility
BBP vs. FXAIX - Volatility Comparison
Virtus LifeSci Biotech Products ETF (BBP) has a higher volatility of 6.04% compared to Fidelity 500 Index Fund (FXAIX) at 3.74%. This indicates that BBP's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.