CSA vs. FNCMX
Compare and contrast key facts about VictoryShares US Small Cap Volatility Wtd ETF (CSA) and Fidelity NASDAQ Composite Index Fund (FNCMX).
CSA is a passively managed fund by Crestview that tracks the performance of the Nasdaq Victory US 500 Small Volatility Weighted Index. It was launched on Jul 8, 2015. FNCMX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CSA or FNCMX.
Key characteristics
| CSA | FNCMX | |
|---|---|---|
| YTD Return | 8.03% | 18.41% |
| 1Y Return | 19.57% | 28.12% |
| 3Y Return (Ann) | 5.69% | 6.63% |
| 5Y Return (Ann) | 10.46% | 17.71% |
| Sharpe Ratio | 1.15 | 1.63 |
| Daily Std Dev | 18.58% | 17.90% |
| Max Drawdown | -42.40% | -55.08% |
| Current Drawdown | -3.23% | -5.03% |
Correlation
The correlation between CSA and FNCMX is 0.58, 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
CSA vs. FNCMX - Performance Comparison
In the year-to-date period, CSA achieves a 8.03% return, which is significantly lower than FNCMX's 18.41% 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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CSA vs. FNCMX - Expense Ratio Comparison
CSA has a 0.35% expense ratio, which is higher than FNCMX's 0.29% expense ratio.
Risk-Adjusted Performance
CSA vs. FNCMX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VictoryShares US Small Cap Volatility Wtd ETF (CSA) and Fidelity NASDAQ Composite Index Fund (FNCMX). 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
CSA vs. FNCMX - Dividend Comparison
CSA's dividend yield for the trailing twelve months is around 1.44%, more than FNCMX's 0.56% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSA VictoryShares US Small Cap Volatility Wtd ETF | 1.44% | 1.23% | 1.42% | 1.25% | 1.30% | 1.35% | 1.44% | 1.06% | 1.01% | 0.51% | 0.00% | 0.00% |
FNCMX Fidelity NASDAQ Composite Index Fund | 0.56% | 0.67% | 0.88% | 0.47% | 0.67% | 4.41% | 1.93% | 0.73% | 1.01% | 0.89% | 1.24% | 1.61% |
Drawdowns
CSA vs. FNCMX - Drawdown Comparison
The maximum CSA drawdown since its inception was -42.40%, smaller than the maximum FNCMX drawdown of -55.08%. Use the drawdown chart below to compare losses from any high point for CSA and FNCMX. For additional features, visit the drawdowns tool.
Volatility
CSA vs. FNCMX - Volatility Comparison
The current volatility for VictoryShares US Small Cap Volatility Wtd ETF (CSA) is 5.87%, while Fidelity NASDAQ Composite Index Fund (FNCMX) has a volatility of 6.61%. This indicates that CSA experiences smaller price fluctuations and is considered to be less risky than FNCMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.