CSF vs. FNCMX
Compare and contrast key facts about VictoryShares US Discovery Enhanced Volatility Wtd ETF (CSF) and Fidelity NASDAQ Composite Index Fund (FNCMX).
CSF is a passively managed fund by Crestview that tracks the performance of the Nasdaq Victory U.S. Small Cap 500 Long/Cash Volatility Weighted Index. It was launched on Aug 1, 2014. FNCMX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CSF or FNCMX.
Performance
CSF vs. FNCMX - Performance Comparison
Returns By Period
In the year-to-date period, CSF achieves a 22.05% return, which is significantly lower than FNCMX's 27.36% return. Over the past 10 years, CSF has underperformed FNCMX with an annualized return of 6.22%, while FNCMX has yielded a comparatively higher 15.28% annualized return.
CSF
22.05%
9.98%
17.53%
25.81%
11.09%
6.22%
FNCMX
27.36%
4.06%
12.67%
34.11%
17.62%
15.28%
Key characteristics
| CSF | FNCMX | |
|---|---|---|
| Sharpe Ratio | 1.39 | 1.95 |
| Sortino Ratio | 2.07 | 2.56 |
| Omega Ratio | 1.26 | 1.35 |
| Calmar Ratio | 0.99 | 2.60 |
| Martin Ratio | 8.66 | 9.74 |
| Ulcer Index | 2.98% | 3.50% |
| Daily Std Dev | 18.54% | 17.50% |
| Max Drawdown | -35.93% | -55.71% |
| Current Drawdown | -5.23% | -1.48% |
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CSF vs. FNCMX - Expense Ratio Comparison
CSF has a 0.35% expense ratio, which is higher than FNCMX's 0.29% expense ratio.
Correlation
The correlation between CSF and FNCMX is 0.61, 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.
Risk-Adjusted Performance
CSF vs. FNCMX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VictoryShares US Discovery Enhanced Volatility Wtd ETF (CSF) 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
CSF vs. FNCMX - Dividend Comparison
CSF's dividend yield for the trailing twelve months is around 1.58%, more than FNCMX's 0.52% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSF VictoryShares US Discovery Enhanced Volatility Wtd ETF | 1.58% | 3.07% | 1.46% | 1.27% | 0.99% | 1.65% | 1.34% | 1.05% | 0.90% | 1.11% | 0.40% | 0.00% |
FNCMX Fidelity NASDAQ Composite Index Fund | 0.52% | 0.67% | 0.88% | 0.47% | 0.67% | 0.97% | 0.94% | 0.70% | 0.91% | 0.89% | 0.80% | 0.72% |
Drawdowns
CSF vs. FNCMX - Drawdown Comparison
The maximum CSF drawdown since its inception was -35.93%, smaller than the maximum FNCMX drawdown of -55.71%. Use the drawdown chart below to compare losses from any high point for CSF and FNCMX. For additional features, visit the drawdowns tool.
Volatility
CSF vs. FNCMX - Volatility Comparison
VictoryShares US Discovery Enhanced Volatility Wtd ETF (CSF) has a higher volatility of 7.74% compared to Fidelity NASDAQ Composite Index Fund (FNCMX) at 5.54%. This indicates that CSF's price experiences larger fluctuations and is considered to be riskier than FNCMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.