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.
Key characteristics
| FDUS | SPY | |
|---|---|---|
| YTD Return | 7.52% | 5.60% |
| 1Y Return | 29.92% | 23.55% |
| 3Y Return (Ann) | 20.70% | 7.83% |
| 5Y Return (Ann) | 16.90% | 13.05% |
| 10Y Return (Ann) | 12.72% | 12.30% |
| Sharpe Ratio | 1.95 | 1.91 |
| Daily Std Dev | 13.95% | 11.63% |
| Max Drawdown | -69.51% | -55.19% |
| Current Drawdown | 0.00% | -4.36% |
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.
Performance
FDUS vs. SPY - Performance Comparison
In the year-to-date period, FDUS achieves a 7.52% return, which is significantly higher than SPY's 5.60% return. Both investments have delivered pretty close results over the past 10 years, with FDUS having a 12.72% annualized return and SPY not far behind at 12.30%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 14.02%, more than SPY's 1.34% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDUS Fidus Investment Corporation | 14.02% | 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 | 1.34% | 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
The current volatility for Fidus Investment Corporation (FDUS) is 3.09%, while SPDR S&P 500 ETF (SPY) has a volatility of 3.88%. This indicates that FDUS experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.