FBCV vs. FXAIX
Compare and contrast key facts about Fidelity Blue Chip Value ETF (FBCV) and Fidelity 500 Index Fund (FXAIX).
FBCV is an actively managed fund by Fidelity. It was launched on Jun 3, 2020. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FBCV or FXAIX.
Performance
FBCV vs. FXAIX - Performance Comparison
Returns By Period
In the year-to-date period, FBCV achieves a 17.46% return, which is significantly lower than FXAIX's 26.70% return.
FBCV
17.46%
3.52%
12.25%
22.34%
N/A
N/A
FXAIX
26.70%
3.09%
13.28%
32.84%
15.78%
13.12%
Key characteristics
| FBCV | FXAIX | |
|---|---|---|
| Sharpe Ratio | 2.19 | 2.68 |
| Sortino Ratio | 3.21 | 3.58 |
| Omega Ratio | 1.39 | 1.50 |
| Calmar Ratio | 4.06 | 3.89 |
| Martin Ratio | 11.12 | 17.48 |
| Ulcer Index | 2.01% | 1.88% |
| Daily Std Dev | 10.21% | 12.24% |
| Max Drawdown | -15.55% | -33.79% |
| Current Drawdown | 0.00% | -0.46% |
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FBCV vs. FXAIX - Expense Ratio Comparison
FBCV has a 0.59% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Correlation
The correlation between FBCV and FXAIX is 0.76, 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
FBCV vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Blue Chip Value ETF (FBCV) 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
FBCV vs. FXAIX - Dividend Comparison
FBCV's dividend yield for the trailing twelve months is around 1.63%, more than FXAIX's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FBCV Fidelity Blue Chip Value ETF | 1.63% | 1.68% | 2.01% | 3.13% | 0.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
FBCV vs. FXAIX - Drawdown Comparison
The maximum FBCV drawdown since its inception was -15.55%, smaller than the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FBCV and FXAIX. For additional features, visit the drawdowns tool.
Volatility
FBCV vs. FXAIX - Volatility Comparison
The current volatility for Fidelity Blue Chip Value ETF (FBCV) is 3.75%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 3.96%. This indicates that FBCV 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.