ENTG vs. FXAIX
Compare and contrast key facts about Entegris, Inc. (ENTG) and Fidelity 500 Index Fund (FXAIX).
FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ENTG or FXAIX.
Key characteristics
| ENTG | FXAIX | |
|---|---|---|
| YTD Return | 10.17% | 7.98% |
| 1Y Return | 77.10% | 28.23% |
| 3Y Return (Ann) | 6.99% | 8.87% |
| 5Y Return (Ann) | 26.27% | 13.61% |
| 10Y Return (Ann) | 28.70% | 12.78% |
| Sharpe Ratio | 1.84 | 2.33 |
| Daily Std Dev | 41.51% | 11.70% |
| Max Drawdown | -97.21% | -33.79% |
| Current Drawdown | -13.97% | -2.32% |
Correlation
The correlation between ENTG and FXAIX 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.
Performance
ENTG vs. FXAIX - Performance Comparison
In the year-to-date period, ENTG achieves a 10.17% return, which is significantly higher than FXAIX's 7.98% return. Over the past 10 years, ENTG has outperformed FXAIX with an annualized return of 28.70%, while FXAIX has yielded a comparatively lower 12.78% 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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Risk-Adjusted Performance
ENTG vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Entegris, Inc. (ENTG) 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
ENTG vs. FXAIX - Dividend Comparison
ENTG's dividend yield for the trailing twelve months is around 0.30%, less than FXAIX's 1.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENTG Entegris, Inc. | 0.30% | 0.33% | 0.61% | 0.23% | 0.33% | 0.60% | 1.00% | 0.23% | 0.00% | 0.00% | 0.00% | 0.00% |
FXAIX Fidelity 500 Index Fund | 1.36% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% | 2.63% | 1.84% |
Drawdowns
ENTG vs. FXAIX - Drawdown Comparison
The maximum ENTG drawdown since its inception was -97.21%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for ENTG and FXAIX. For additional features, visit the drawdowns tool.
Volatility
ENTG vs. FXAIX - Volatility Comparison
Entegris, Inc. (ENTG) has a higher volatility of 13.40% compared to Fidelity 500 Index Fund (FXAIX) at 4.10%. This indicates that ENTG's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.