DSI vs. FSLEX
Compare and contrast key facts about iShares MSCI KLD 400 Social ETF (DSI) and Fidelity Environment and Alternative Energy Fund (FSLEX).
DSI is a passively managed fund by iShares that tracks the performance of the MSCI KLD 400 Social Index. It was launched on Nov 14, 2006. FSLEX is managed by Fidelity. It was launched on Jun 29, 1989.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DSI or FSLEX.
Key characteristics
| DSI | FSLEX | |
|---|---|---|
| YTD Return | 25.07% | 17.11% |
| 1Y Return | 37.90% | 32.17% |
| 3Y Return (Ann) | 8.00% | 2.55% |
| 5Y Return (Ann) | 15.97% | 12.36% |
| 10Y Return (Ann) | 13.22% | 11.10% |
| Sharpe Ratio | 2.78 | 2.01 |
| Sortino Ratio | 3.67 | 2.72 |
| Omega Ratio | 1.52 | 1.35 |
| Calmar Ratio | 3.87 | 1.61 |
| Martin Ratio | 17.32 | 12.61 |
| Ulcer Index | 2.21% | 2.54% |
| Daily Std Dev | 13.79% | 15.91% |
| Max Drawdown | -54.23% | -50.21% |
| Current Drawdown | 0.00% | -3.38% |
Correlation
The correlation between DSI and FSLEX is 0.84, 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
DSI vs. FSLEX - Performance Comparison
In the year-to-date period, DSI achieves a 25.07% return, which is significantly higher than FSLEX's 17.11% return. Over the past 10 years, DSI has outperformed FSLEX with an annualized return of 13.22%, while FSLEX has yielded a comparatively lower 11.10% annualized 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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DSI vs. FSLEX - Expense Ratio Comparison
DSI has a 0.25% expense ratio, which is lower than FSLEX's 0.79% expense ratio.
Risk-Adjusted Performance
DSI vs. FSLEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI KLD 400 Social ETF (DSI) and Fidelity Environment and Alternative Energy Fund (FSLEX). 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
DSI vs. FSLEX - Dividend Comparison
DSI's dividend yield for the trailing twelve months is around 1.30%, more than FSLEX's 0.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSI iShares MSCI KLD 400 Social ETF | 1.30% | 1.19% | 1.39% | 0.99% | 1.22% | 1.40% | 1.63% | 1.28% | 1.92% | 1.46% | 1.26% | 1.27% |
FSLEX Fidelity Environment and Alternative Energy Fund | 0.36% | 0.39% | 0.69% | 0.28% | 0.87% | 0.86% | 1.00% | 0.83% | 0.71% | 3.07% | 14.89% | 0.76% |
Drawdowns
DSI vs. FSLEX - Drawdown Comparison
The maximum DSI drawdown since its inception was -54.23%, which is greater than FSLEX's maximum drawdown of -50.21%. Use the drawdown chart below to compare losses from any high point for DSI and FSLEX. For additional features, visit the drawdowns tool.
Volatility
DSI vs. FSLEX - Volatility Comparison
iShares MSCI KLD 400 Social ETF (DSI) has a higher volatility of 4.27% compared to Fidelity Environment and Alternative Energy Fund (FSLEX) at 3.94%. This indicates that DSI's price experiences larger fluctuations and is considered to be riskier than FSLEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.