FCOR vs. LQDS.L
Compare and contrast key facts about Fidelity Corporate Bond ETF (FCOR) and iShares USD Corporate Bond UCITS ETF (Dist) (LQDS.L).
FCOR and LQDS.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FCOR is an actively managed fund by Fidelity. It was launched on Oct 6, 2014. LQDS.L is a passively managed fund by iShares that tracks the performance of the Bloomberg US Corp Bond TR USD. It was launched on Mar 15, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FCOR or LQDS.L.
Performance
FCOR vs. LQDS.L - Performance Comparison
Returns By Period
In the year-to-date period, FCOR achieves a 3.14% return, which is significantly higher than LQDS.L's 1.70% return.
FCOR
3.14%
-1.48%
3.65%
9.41%
0.86%
2.66%
LQDS.L
1.70%
-0.54%
3.12%
6.62%
0.42%
N/A
Key characteristics
| FCOR | LQDS.L | |
|---|---|---|
| Sharpe Ratio | 1.67 | 0.85 |
| Sortino Ratio | 2.51 | 1.31 |
| Omega Ratio | 1.30 | 1.15 |
| Calmar Ratio | 0.66 | 0.38 |
| Martin Ratio | 6.56 | 3.68 |
| Ulcer Index | 1.55% | 1.65% |
| Daily Std Dev | 6.10% | 7.16% |
| Max Drawdown | -22.60% | -19.03% |
| Current Drawdown | -7.23% | -10.19% |
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FCOR vs. LQDS.L - Expense Ratio Comparison
FCOR has a 0.36% expense ratio, which is higher than LQDS.L's 0.20% expense ratio.
Correlation
The correlation between FCOR and LQDS.L is 0.61, 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.
Risk-Adjusted Performance
FCOR vs. LQDS.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Corporate Bond ETF (FCOR) and iShares USD Corporate Bond UCITS ETF (Dist) (LQDS.L). 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
FCOR vs. LQDS.L - Dividend Comparison
FCOR's dividend yield for the trailing twelve months is around 4.20%, less than LQDS.L's 4.87% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
FCOR Fidelity Corporate Bond ETF | 4.20% | 3.70% | 3.30% | 2.34% | 2.99% | 3.10% | 3.65% | 2.81% | 3.04% | 3.82% | 0.63% |
LQDS.L iShares USD Corporate Bond UCITS ETF (Dist) | 4.87% | 4.66% | 3.68% | 2.63% | 2.95% | 3.51% | 3.57% | 3.39% | 1.64% | 0.00% | 0.00% |
Drawdowns
FCOR vs. LQDS.L - Drawdown Comparison
The maximum FCOR drawdown since its inception was -22.60%, which is greater than LQDS.L's maximum drawdown of -19.03%. Use the drawdown chart below to compare losses from any high point for FCOR and LQDS.L. For additional features, visit the drawdowns tool.
Volatility
FCOR vs. LQDS.L - Volatility Comparison
Fidelity Corporate Bond ETF (FCOR) and iShares USD Corporate Bond UCITS ETF (Dist) (LQDS.L) have volatilities of 2.38% and 2.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.