DIVI vs. ^GSPC
Compare and contrast key facts about Franklin International Core Dividend Tilt Index ETF (DIVI) and S&P 500 (^GSPC).
DIVI is an actively managed fund by Franklin. It was launched on Jun 1, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DIVI or ^GSPC.
Key characteristics
| DIVI | ^GSPC | |
|---|---|---|
| YTD Return | 6.57% | 25.23% |
| 1Y Return | 18.84% | 36.29% |
| 3Y Return (Ann) | 8.31% | 8.33% |
| 5Y Return (Ann) | 7.84% | 14.10% |
| Sharpe Ratio | 1.45 | 2.94 |
| Sortino Ratio | 2.04 | 3.93 |
| Omega Ratio | 1.25 | 1.55 |
| Calmar Ratio | 2.41 | 3.89 |
| Martin Ratio | 7.76 | 19.19 |
| Ulcer Index | 2.40% | 1.90% |
| Daily Std Dev | 12.88% | 12.38% |
| Max Drawdown | -27.76% | -56.78% |
| Current Drawdown | -5.52% | 0.00% |
Correlation
The correlation between DIVI and ^GSPC is 0.70, 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
DIVI vs. ^GSPC - Performance Comparison
In the year-to-date period, DIVI achieves a 6.57% return, which is significantly lower than ^GSPC's 25.23% 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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Risk-Adjusted Performance
DIVI vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin International Core Dividend Tilt Index ETF (DIVI) and S&P 500 (^GSPC). 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.
Drawdowns
DIVI vs. ^GSPC - Drawdown Comparison
The maximum DIVI drawdown since its inception was -27.76%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for DIVI and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
DIVI vs. ^GSPC - Volatility Comparison
Franklin International Core Dividend Tilt Index ETF (DIVI) and S&P 500 (^GSPC) have volatilities of 3.78% and 3.93%, 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.