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DURA vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DURA and FXAIX is 0.74, 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.


-0.50.00.51.00.7

Performance

DURA vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Morningstar Durable Dividend ETF (DURA) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.38%
9.56%
DURA
FXAIX

Key characteristics

Sharpe Ratio

DURA:

1.04

FXAIX:

2.17

Sortino Ratio

DURA:

1.52

FXAIX:

2.89

Omega Ratio

DURA:

1.18

FXAIX:

1.41

Calmar Ratio

DURA:

1.35

FXAIX:

3.21

Martin Ratio

DURA:

5.11

FXAIX:

14.15

Ulcer Index

DURA:

1.95%

FXAIX:

1.92%

Daily Std Dev

DURA:

9.61%

FXAIX:

12.50%

Max Drawdown

DURA:

-33.12%

FXAIX:

-33.79%

Current Drawdown

DURA:

-6.04%

FXAIX:

-2.20%

Returns By Period

In the year-to-date period, DURA achieves a 8.60% return, which is significantly lower than FXAIX's 26.49% return.


DURA

YTD

8.60%

1M

-5.69%

6M

3.73%

1Y

9.48%

5Y*

5.38%

10Y*

N/A

FXAIX

YTD

26.49%

1M

-0.16%

6M

9.99%

1Y

26.93%

5Y*

14.89%

10Y*

12.91%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DURA vs. FXAIX - Expense Ratio Comparison

DURA has a 0.29% expense ratio, which is higher than FXAIX's 0.02% expense ratio.


DURA
VanEck Vectors Morningstar Durable Dividend ETF
Expense ratio chart for DURA: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%
Expense ratio chart for FXAIX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Risk-Adjusted Performance

DURA vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Morningstar Durable Dividend ETF (DURA) and Fidelity 500 Index Fund (FXAIX). 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.


Sharpe ratio
The chart of Sharpe ratio for DURA, currently valued at 1.04, compared to the broader market0.002.004.001.042.17
The chart of Sortino ratio for DURA, currently valued at 1.52, compared to the broader market-2.000.002.004.006.008.0010.001.522.89
The chart of Omega ratio for DURA, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.41
The chart of Calmar ratio for DURA, currently valued at 1.35, compared to the broader market0.005.0010.0015.001.353.21
The chart of Martin ratio for DURA, currently valued at 5.11, compared to the broader market0.0020.0040.0060.0080.00100.005.1114.15
DURA
FXAIX

The current DURA Sharpe Ratio is 1.04, which is lower than the FXAIX Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of DURA and FXAIX, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.04
2.17
DURA
FXAIX

Dividends

DURA vs. FXAIX - Dividend Comparison

DURA's dividend yield for the trailing twelve months is around 3.05%, more than FXAIX's 0.88% yield.


TTM20232022202120202019201820172016201520142013
DURA
VanEck Vectors Morningstar Durable Dividend ETF
3.05%3.58%3.01%2.89%3.49%3.08%0.66%0.00%0.00%0.00%0.00%0.00%
FXAIX
Fidelity 500 Index Fund
0.88%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%1.84%

Drawdowns

DURA vs. FXAIX - Drawdown Comparison

The maximum DURA drawdown since its inception was -33.12%, roughly equal to the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for DURA and FXAIX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.04%
-2.20%
DURA
FXAIX

Volatility

DURA vs. FXAIX - Volatility Comparison

The current volatility for VanEck Vectors Morningstar Durable Dividend ETF (DURA) is 3.21%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 3.74%. This indicates that DURA experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.21%
3.74%
DURA
FXAIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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