EELV vs. FXAIX
Compare and contrast key facts about Invesco S&P Emerging Markets Low Volatility ETF (EELV) and Fidelity 500 Index Fund (FXAIX).
EELV is a passively managed fund by Invesco that tracks the performance of the S&P BMI Emerging Markets Low Volatility Index. It was launched on Jan 13, 2012. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EELV or FXAIX.
Key characteristics
| EELV | FXAIX | |
|---|---|---|
| YTD Return | 6.94% | 27.16% |
| 1Y Return | 14.48% | 39.89% |
| 3Y Return (Ann) | 3.81% | 10.29% |
| 5Y Return (Ann) | 4.92% | 16.01% |
| 10Y Return (Ann) | 2.82% | 13.33% |
| Sharpe Ratio | 1.27 | 3.13 |
| Sortino Ratio | 1.86 | 4.16 |
| Omega Ratio | 1.23 | 1.59 |
| Calmar Ratio | 1.65 | 4.59 |
| Martin Ratio | 6.42 | 20.80 |
| Ulcer Index | 2.15% | 1.86% |
| Daily Std Dev | 10.83% | 12.39% |
| Max Drawdown | -36.35% | -33.79% |
| Current Drawdown | -5.21% | 0.00% |
Correlation
The correlation between EELV and FXAIX is 0.64, 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
EELV vs. FXAIX - Performance Comparison
In the year-to-date period, EELV achieves a 6.94% return, which is significantly lower than FXAIX's 27.16% return. Over the past 10 years, EELV has underperformed FXAIX with an annualized return of 2.82%, while FXAIX has yielded a comparatively higher 13.33% 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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EELV vs. FXAIX - Expense Ratio Comparison
EELV has a 0.30% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Risk-Adjusted Performance
EELV vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P Emerging Markets Low Volatility ETF (EELV) 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.
Dividends
EELV vs. FXAIX - Dividend Comparison
EELV's dividend yield for the trailing twelve months is around 4.22%, more than FXAIX's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EELV Invesco S&P Emerging Markets Low Volatility ETF | 4.22% | 4.00% | 3.46% | 4.34% | 2.82% | 3.14% | 5.50% | 2.91% | 2.30% | 2.53% | 3.25% | 2.10% |
FXAIX Fidelity 500 Index Fund | 1.21% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
EELV vs. FXAIX - Drawdown Comparison
The maximum EELV drawdown since its inception was -36.35%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for EELV and FXAIX. For additional features, visit the drawdowns tool.
Volatility
EELV vs. FXAIX - Volatility Comparison
The current volatility for Invesco S&P Emerging Markets Low Volatility ETF (EELV) is 2.98%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 3.91%. This indicates that EELV 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.