CATH vs. FXAIX
Compare and contrast key facts about Global X S&P 500 Catholic Values Custom ETF (CATH) and Fidelity 500 Index Fund (FXAIX).
CATH is a passively managed fund by Global X that tracks the performance of the S&P 500 Catholic Values Index. It was launched on Apr 18, 2016. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CATH or FXAIX.
Key characteristics
| CATH | FXAIX | |
|---|---|---|
| YTD Return | 19.19% | 21.47% |
| 1Y Return | 31.32% | 33.33% |
| 3Y Return (Ann) | 6.99% | 8.68% |
| 5Y Return (Ann) | 14.18% | 15.13% |
| Sharpe Ratio | 2.66 | 3.04 |
| Sortino Ratio | 3.57 | 4.02 |
| Omega Ratio | 1.50 | 1.57 |
| Calmar Ratio | 2.82 | 4.40 |
| Martin Ratio | 16.44 | 20.01 |
| Ulcer Index | 1.98% | 1.86% |
| Daily Std Dev | 12.24% | 12.23% |
| Max Drawdown | -33.95% | -33.79% |
| Current Drawdown | -2.47% | -2.29% |
Correlation
The correlation between CATH and FXAIX is 0.94, 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.
Performance
CATH vs. FXAIX - Performance Comparison
In the year-to-date period, CATH achieves a 19.19% return, which is significantly lower than FXAIX's 21.47% 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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CATH vs. FXAIX - Expense Ratio Comparison
CATH has a 0.29% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Risk-Adjusted Performance
CATH vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Catholic Values Custom ETF (CATH) 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
CATH vs. FXAIX - Dividend Comparison
CATH's dividend yield for the trailing twelve months is around 0.98%, less than FXAIX's 1.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CATH Global X S&P 500 Catholic Values Custom ETF | 0.98% | 1.16% | 1.34% | 1.03% | 1.23% | 1.45% | 2.01% | 1.25% | 0.49% | 0.00% | 0.00% | 0.00% |
FXAIX Fidelity 500 Index Fund | 1.27% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% | 2.63% | 1.84% |
Drawdowns
CATH vs. FXAIX - Drawdown Comparison
The maximum CATH drawdown since its inception was -33.95%, roughly equal to the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for CATH and FXAIX. For additional features, visit the drawdowns tool.
Volatility
CATH vs. FXAIX - Volatility Comparison
Global X S&P 500 Catholic Values Custom ETF (CATH) and Fidelity 500 Index Fund (FXAIX) have volatilities of 3.20% and 3.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.