FADAX vs. SPUS
Compare and contrast key facts about Fidelity Advisor Dividend Growth Fund Class A (FADAX) and SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS).
FADAX is managed by Fidelity. It was launched on Dec 28, 1998. SPUS is a passively managed fund by Toroso Investments that tracks the performance of the S&P 500 Shariah Industry Exclusions Index. It was launched on Dec 18, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FADAX or SPUS.
Performance
FADAX vs. SPUS - Performance Comparison
Returns By Period
In the year-to-date period, FADAX achieves a 29.68% return, which is significantly higher than SPUS's 25.07% return.
FADAX
29.68%
2.93%
9.32%
34.40%
8.41%
4.63%
SPUS
25.07%
1.91%
10.25%
29.97%
N/A
N/A
Key characteristics
| FADAX | SPUS | |
|---|---|---|
| Sharpe Ratio | 2.40 | 1.96 |
| Sortino Ratio | 3.23 | 2.61 |
| Omega Ratio | 1.44 | 1.36 |
| Calmar Ratio | 2.41 | 2.61 |
| Martin Ratio | 15.25 | 10.42 |
| Ulcer Index | 2.26% | 2.88% |
| Daily Std Dev | 14.32% | 15.30% |
| Max Drawdown | -61.17% | -30.80% |
| Current Drawdown | -0.67% | -1.85% |
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FADAX vs. SPUS - Expense Ratio Comparison
FADAX has a 0.83% expense ratio, which is higher than SPUS's 0.49% expense ratio.
Correlation
The correlation between FADAX and SPUS is 0.82, 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.
Risk-Adjusted Performance
FADAX vs. SPUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Dividend Growth Fund Class A (FADAX) and SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS). 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
FADAX vs. SPUS - Dividend Comparison
FADAX's dividend yield for the trailing twelve months is around 0.85%, more than SPUS's 0.70% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FADAX Fidelity Advisor Dividend Growth Fund Class A | 0.85% | 1.14% | 1.46% | 0.66% | 1.43% | 1.48% | 1.97% | 1.46% | 1.21% | 1.14% | 12.85% | 0.51% |
SPUS SP Funds S&P 500 Sharia Industry Exclusions ETF | 0.70% | 0.87% | 1.21% | 0.93% | 1.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FADAX vs. SPUS - Drawdown Comparison
The maximum FADAX drawdown since its inception was -61.17%, which is greater than SPUS's maximum drawdown of -30.80%. Use the drawdown chart below to compare losses from any high point for FADAX and SPUS. For additional features, visit the drawdowns tool.
Volatility
FADAX vs. SPUS - Volatility Comparison
The current volatility for Fidelity Advisor Dividend Growth Fund Class A (FADAX) is 4.33%, while SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS) has a volatility of 4.87%. This indicates that FADAX experiences smaller price fluctuations and is considered to be less risky than SPUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.