FDUS vs. SPY
Compare and contrast key facts about Fidus Investment Corporation (FDUS) 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: FDUS or SPY.
Performance
FDUS vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, FDUS achieves a 14.76% return, which is significantly lower than SPY's 26.08% return. Over the past 10 years, FDUS has outperformed SPY with an annualized return of 13.96%, while SPY has yielded a comparatively lower 13.10% annualized return.
FDUS
14.76%
5.70%
10.46%
19.88%
18.40%
13.96%
SPY
26.08%
1.77%
13.59%
32.24%
15.62%
13.10%
Key characteristics
| FDUS | SPY | |
|---|---|---|
| Sharpe Ratio | 1.70 | 2.70 |
| Sortino Ratio | 2.64 | 3.60 |
| Omega Ratio | 1.31 | 1.50 |
| Calmar Ratio | 3.26 | 3.90 |
| Martin Ratio | 10.10 | 17.52 |
| Ulcer Index | 2.01% | 1.87% |
| Daily Std Dev | 11.98% | 12.14% |
| Max Drawdown | -69.51% | -55.19% |
| Current Drawdown | -0.14% | -0.85% |
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Correlation
The correlation between FDUS and SPY is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
FDUS vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidus Investment Corporation (FDUS) 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
FDUS vs. SPY - Dividend Comparison
FDUS's dividend yield for the trailing twelve months is around 11.89%, more than SPY's 1.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDUS Fidus Investment Corporation | 11.89% | 14.63% | 10.51% | 8.90% | 10.15% | 8.17% | 13.69% | 10.54% | 10.17% | 11.66% | 11.51% | 8.92% |
SPY SPDR S&P 500 ETF | 1.18% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
FDUS vs. SPY - Drawdown Comparison
The maximum FDUS drawdown since its inception was -69.51%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for FDUS and SPY. For additional features, visit the drawdowns tool.
Volatility
FDUS vs. SPY - Volatility Comparison
Fidus Investment Corporation (FDUS) has a higher volatility of 4.30% compared to SPDR S&P 500 ETF (SPY) at 3.98%. This indicates that FDUS's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.