FELC vs. IHG

In the year-to-date period, FELC achieves a -0.01% return, which is significantly higher than IHG's -5.17% return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

This table presents a comparison of risk-adjusted performance metrics for Fidelity Enhanced Large Cap Core ETF (FELC) and InterContinental Hotels Group PLC (IHG). 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.

The current FELC Sharpe Ratio is 0.61, which is comparable to the IHG Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of FELC and IHG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FELC's dividend yield for the trailing twelve months is around 1.04%, less than IHG's 1.43% yield.

The maximum FELC drawdown since its inception was -18.59%, smaller than the maximum IHG drawdown of -80.83%. Use the drawdown chart below to compare losses from any high point for FELC and IHG.

The current volatility for Fidelity Enhanced Large Cap Core ETF (FELC) is 4.65%, while InterContinental Hotels Group PLC (IHG) has a volatility of 7.55%. This indicates that FELC experiences smaller price fluctuations and is considered to be less risky than IHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.