FDS vs. SPY
Compare and contrast key facts about FactSet Research Systems Inc. (FDS) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FDS or SPY.
Correlation
The correlation between FDS and SPY is 0.52, 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
FDS vs. SPY - Performance Comparison
Key characteristics
FDS:
0.24
SPY:
0.50
FDS:
0.51
SPY:
0.88
FDS:
1.06
SPY:
1.13
FDS:
0.28
SPY:
0.56
FDS:
0.70
SPY:
2.17
FDS:
7.65%
SPY:
4.85%
FDS:
22.30%
SPY:
20.02%
FDS:
-58.96%
SPY:
-55.19%
FDS:
-7.89%
SPY:
-7.65%
Returns By Period
In the year-to-date period, FDS achieves a -5.13% return, which is significantly lower than SPY's -3.42% return. Both investments have delivered pretty close results over the past 10 years, with FDS having a 12.07% annualized return and SPY not far ahead at 12.35%.
FDS
-5.13%
6.51%
-4.36%
5.27%
11.52%
12.07%
SPY
-3.42%
2.87%
-5.06%
9.87%
15.76%
12.35%
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Risk-Adjusted Performance
FDS vs. SPY — Risk-Adjusted Performance Rank
FDS
SPY
FDS vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FactSet Research Systems Inc. (FDS) and SPDR S&P 500 ETF (SPY). 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
FDS vs. SPY - Dividend Comparison
FDS's dividend yield for the trailing twelve months is around 0.92%, less than SPY's 1.27% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDS FactSet Research Systems Inc. | 0.92% | 0.85% | 0.80% | 0.87% | 0.66% | 0.91% | 1.04% | 1.24% | 1.13% | 1.19% | 1.05% | 1.08% |
SPY SPDR S&P 500 ETF | 1.27% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
FDS vs. SPY - Drawdown Comparison
The maximum FDS drawdown since its inception was -58.96%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for FDS and SPY. For additional features, visit the drawdowns tool.
Volatility
FDS vs. SPY - Volatility Comparison
FactSet Research Systems Inc. (FDS) and SPDR S&P 500 ETF (SPY) have volatilities of 7.34% and 7.48%, 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.