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BGFV vs. FDVV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BGFV vs. FDVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Big 5 Sporting Goods Corporation (BGFV) and Fidelity High Dividend ETF (FDVV). The values are adjusted to include any dividend payments, if applicable.

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BGFV vs. FDVV - Yearly Performance Comparison


Returns By Period


BGFV

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

FDVV

1D
2.35%
1M
-5.66%
YTD
-1.78%
6M
0.65%
1Y
14.82%
3Y*
16.89%
5Y*
12.68%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BGFV vs. FDVV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BGFV

FDVV
FDVV Risk / Return Rank: 6060
Overall Rank
FDVV Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FDVV Sortino Ratio Rank: 5858
Sortino Ratio Rank
FDVV Omega Ratio Rank: 6565
Omega Ratio Rank
FDVV Calmar Ratio Rank: 5757
Calmar Ratio Rank
FDVV Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BGFV vs. FDVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Big 5 Sporting Goods Corporation (BGFV) and Fidelity High Dividend ETF (FDVV). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BGFV vs. FDVV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BGFVFDVVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

Dividends

BGFV vs. FDVV - Dividend Comparison

BGFV has not paid dividends to shareholders, while FDVV's dividend yield for the trailing twelve months is around 3.00%.


TTM2025202420232022202120202019201820172016
BGFV
Big 5 Sporting Goods Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FDVV
Fidelity High Dividend ETF
3.00%2.89%2.94%3.77%3.44%2.70%3.19%3.93%4.05%3.66%1.04%

Drawdowns

BGFV vs. FDVV - Drawdown Comparison

The maximum BGFV drawdown since its inception was 0.00%, smaller than the maximum FDVV drawdown of -40.25%. Use the drawdown chart below to compare losses from any high point for BGFV and FDVV.


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Drawdown Indicators


BGFVFDVVDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-40.25%

+40.25%

Max Drawdown (1Y)

Largest decline over 1 year

-12.34%

Max Drawdown (5Y)

Largest decline over 5 years

-20.18%

Current Drawdown

Current decline from peak

0.00%

-7.04%

+7.04%

Average Drawdown

Average peak-to-trough decline

0.00%

-3.85%

+3.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

Volatility

BGFV vs. FDVV - Volatility Comparison


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Volatility by Period


BGFVFDVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.48%

Volatility (6M)

Calculated over the trailing 6-month period

7.68%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

15.34%

-15.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

14.74%

-14.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

17.09%

-17.09%