FADAX vs. XLI
Compare and contrast key facts about Fidelity Advisor Dividend Growth Fund Class A (FADAX) and Industrial Select Sector SPDR Fund (XLI).
FADAX is managed by Fidelity. It was launched on Dec 28, 1998. XLI is a passively managed fund by State Street that tracks the performance of the Industrial Select Sector Index. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FADAX or XLI.
Performance
FADAX vs. XLI - Performance Comparison
Returns By Period
In the year-to-date period, FADAX achieves a 30.11% return, which is significantly higher than XLI's 27.31% return. Over the past 10 years, FADAX has underperformed XLI with an annualized return of 4.65%, while XLI has yielded a comparatively higher 11.78% annualized return.
FADAX
30.11%
3.55%
9.04%
34.77%
8.35%
4.65%
XLI
27.31%
6.14%
17.68%
37.99%
13.67%
11.78%
Key characteristics
| FADAX | XLI | |
|---|---|---|
| Sharpe Ratio | 2.43 | 2.83 |
| Sortino Ratio | 3.26 | 3.98 |
| Omega Ratio | 1.45 | 1.50 |
| Calmar Ratio | 2.44 | 6.42 |
| Martin Ratio | 15.42 | 19.68 |
| Ulcer Index | 2.26% | 1.93% |
| Daily Std Dev | 14.29% | 13.44% |
| Max Drawdown | -61.17% | -62.26% |
| Current Drawdown | -0.33% | 0.00% |
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FADAX vs. XLI - Expense Ratio Comparison
FADAX has a 0.83% expense ratio, which is higher than XLI's 0.13% expense ratio.
Correlation
The correlation between FADAX and XLI is 0.85, 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. XLI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Dividend Growth Fund Class A (FADAX) and Industrial Select Sector SPDR Fund (XLI). 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. XLI - Dividend Comparison
FADAX's dividend yield for the trailing twelve months is around 0.85%, less than XLI's 1.28% 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% |
XLI Industrial Select Sector SPDR Fund | 1.28% | 1.63% | 1.64% | 1.25% | 1.55% | 1.94% | 2.15% | 1.77% | 2.07% | 2.15% | 1.85% | 1.68% |
Drawdowns
FADAX vs. XLI - Drawdown Comparison
The maximum FADAX drawdown since its inception was -61.17%, roughly equal to the maximum XLI drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for FADAX and XLI. For additional features, visit the drawdowns tool.
Volatility
FADAX vs. XLI - Volatility Comparison
The current volatility for Fidelity Advisor Dividend Growth Fund Class A (FADAX) is 4.30%, while Industrial Select Sector SPDR Fund (XLI) has a volatility of 5.36%. This indicates that FADAX experiences smaller price fluctuations and is considered to be less risky than XLI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.