FDUS vs. SVOL
Compare and contrast key facts about Fidus Investment Corporation (FDUS) and Simplify Volatility Premium ETF (SVOL).
SVOL is an actively managed fund by Simplify Asset Management Inc.. It was launched on May 12, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FDUS or SVOL.
Correlation
The correlation between FDUS and SVOL is 0.29, 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. SVOL - Performance Comparison
Key characteristics
FDUS:
1.26
SVOL:
0.58
FDUS:
1.94
SVOL:
0.83
FDUS:
1.23
SVOL:
1.15
FDUS:
2.07
SVOL:
0.70
FDUS:
6.16
SVOL:
4.25
FDUS:
2.56%
SVOL:
1.79%
FDUS:
12.57%
SVOL:
13.23%
FDUS:
-69.51%
SVOL:
-15.62%
FDUS:
-1.42%
SVOL:
-3.88%
Returns By Period
In the year-to-date period, FDUS achieves a 14.60% return, which is significantly higher than SVOL's 6.83% return.
FDUS
14.60%
1.02%
10.59%
15.77%
18.83%
14.69%
SVOL
6.83%
-2.32%
0.12%
7.57%
N/A
N/A
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
FDUS vs. SVOL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidus Investment Corporation (FDUS) and Simplify Volatility Premium ETF (SVOL). 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. SVOL - Dividend Comparison
FDUS's dividend yield for the trailing twelve months is around 8.99%, less than SVOL's 16.80% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDUS Fidus Investment Corporation | 8.99% | 14.63% | 10.51% | 8.90% | 10.15% | 8.17% | 13.69% | 10.54% | 10.17% | 11.66% | 11.51% | 8.92% |
SVOL Simplify Volatility Premium ETF | 16.80% | 16.36% | 18.32% | 4.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FDUS vs. SVOL - Drawdown Comparison
The maximum FDUS drawdown since its inception was -69.51%, which is greater than SVOL's maximum drawdown of -15.62%. Use the drawdown chart below to compare losses from any high point for FDUS and SVOL. For additional features, visit the drawdowns tool.
Volatility
FDUS vs. SVOL - Volatility Comparison
The current volatility for Fidus Investment Corporation (FDUS) is 3.89%, while Simplify Volatility Premium ETF (SVOL) has a volatility of 5.82%. This indicates that FDUS experiences smaller price fluctuations and is considered to be less risky than SVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.