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DJIA vs. FMAGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DJIA and FMAGX is 0.65, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

DJIA vs. FMAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Dow 30 Covered Call ETF (DJIA) and Fidelity Magellan Fund (FMAGX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
17.60%
10.28%
DJIA
FMAGX

Key characteristics

Sharpe Ratio

DJIA:

0.53

FMAGX:

0.10

Sortino Ratio

DJIA:

0.85

FMAGX:

0.30

Omega Ratio

DJIA:

1.14

FMAGX:

1.04

Calmar Ratio

DJIA:

0.61

FMAGX:

0.11

Martin Ratio

DJIA:

2.91

FMAGX:

0.38

Ulcer Index

DJIA:

2.54%

FMAGX:

6.18%

Daily Std Dev

DJIA:

14.04%

FMAGX:

22.91%

Max Drawdown

DJIA:

-16.91%

FMAGX:

-61.25%

Current Drawdown

DJIA:

-6.95%

FMAGX:

-11.64%

Returns By Period

In the year-to-date period, DJIA achieves a -3.23% return, which is significantly higher than FMAGX's -4.65% return.


DJIA

YTD

-3.23%

1M

-3.76%

6M

0.96%

1Y

7.09%

5Y*

N/A

10Y*

N/A

FMAGX

YTD

-4.65%

1M

-1.33%

6M

-7.00%

1Y

2.76%

5Y*

7.96%

10Y*

5.11%

*Annualized

Compare stocks, funds, or ETFs

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DJIA vs. FMAGX - Expense Ratio Comparison

DJIA has a 0.60% expense ratio, which is lower than FMAGX's 0.68% expense ratio.


Expense ratio chart for FMAGX: current value is 0.68%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FMAGX: 0.68%
Expense ratio chart for DJIA: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DJIA: 0.60%

Risk-Adjusted Performance

DJIA vs. FMAGX — Risk-Adjusted Performance Rank

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

DJIA
The Risk-Adjusted Performance Rank of DJIA is 6464
Overall Rank
The Sharpe Ratio Rank of DJIA is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of DJIA is 5858
Sortino Ratio Rank
The Omega Ratio Rank of DJIA is 6565
Omega Ratio Rank
The Calmar Ratio Rank of DJIA is 6868
Calmar Ratio Rank
The Martin Ratio Rank of DJIA is 7171
Martin Ratio Rank

FMAGX
The Risk-Adjusted Performance Rank of FMAGX is 2929
Overall Rank
The Sharpe Ratio Rank of FMAGX is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of FMAGX is 3030
Sortino Ratio Rank
The Omega Ratio Rank of FMAGX is 2929
Omega Ratio Rank
The Calmar Ratio Rank of FMAGX is 3030
Calmar Ratio Rank
The Martin Ratio Rank of FMAGX is 2929
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DJIA vs. FMAGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Dow 30 Covered Call ETF (DJIA) and Fidelity Magellan Fund (FMAGX). 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.


The chart of Sharpe ratio for DJIA, currently valued at 0.53, compared to the broader market-1.000.001.002.003.004.00
DJIA: 0.53
FMAGX: 0.10
The chart of Sortino ratio for DJIA, currently valued at 0.85, compared to the broader market-2.000.002.004.006.008.00
DJIA: 0.85
FMAGX: 0.30
The chart of Omega ratio for DJIA, currently valued at 1.14, compared to the broader market0.501.001.502.002.50
DJIA: 1.14
FMAGX: 1.04
The chart of Calmar ratio for DJIA, currently valued at 0.61, compared to the broader market0.002.004.006.008.0010.0012.00
DJIA: 0.61
FMAGX: 0.11
The chart of Martin ratio for DJIA, currently valued at 2.91, compared to the broader market0.0020.0040.0060.00
DJIA: 2.91
FMAGX: 0.38

The current DJIA Sharpe Ratio is 0.53, which is higher than the FMAGX Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of DJIA and FMAGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.53
0.10
DJIA
FMAGX

Dividends

DJIA vs. FMAGX - Dividend Comparison

DJIA's dividend yield for the trailing twelve months is around 12.85%, more than FMAGX's 0.24% yield.


TTM20242023202220212020201920182017201620152014
DJIA
Global X Dow 30 Covered Call ETF
12.85%11.44%7.16%9.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FMAGX
Fidelity Magellan Fund
0.24%0.23%0.42%0.27%0.00%0.00%0.48%0.69%0.79%0.60%8.40%13.88%

Drawdowns

DJIA vs. FMAGX - Drawdown Comparison

The maximum DJIA drawdown since its inception was -16.91%, smaller than the maximum FMAGX drawdown of -61.25%. Use the drawdown chart below to compare losses from any high point for DJIA and FMAGX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.95%
-11.64%
DJIA
FMAGX

Volatility

DJIA vs. FMAGX - Volatility Comparison

The current volatility for Global X Dow 30 Covered Call ETF (DJIA) is 10.97%, while Fidelity Magellan Fund (FMAGX) has a volatility of 14.92%. This indicates that DJIA experiences smaller price fluctuations and is considered to be less risky than FMAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
10.97%
14.92%
DJIA
FMAGX