FELC vs. IHG
Compare and contrast key facts about Fidelity Enhanced Large Cap Core ETF (FELC) and InterContinental Hotels Group PLC (IHG).
FELC is an actively managed fund by Fidelity. It was launched on Apr 19, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FELC or IHG.
Key characteristics
| FELC | IHG | |
|---|---|---|
| Sharpe Ratio | 2.84 | 2.85 |
| Sortino Ratio | 3.74 | 3.98 |
| Omega Ratio | 1.53 | 1.50 |
| Calmar Ratio | 3.95 | 3.56 |
| Martin Ratio | 17.59 | 9.39 |
| Ulcer Index | 1.95% | 6.65% |
| Daily Std Dev | 12.06% | 21.87% |
| Max Drawdown | -8.70% | -80.83% |
| Current Drawdown | -0.30% | 0.00% |
Correlation
The correlation between FELC and IHG is 0.45, 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
FELC vs. IHG - Performance Comparison
Returns By Period
In the year-to-date period, FELC achieves a 27.36% return, which is significantly lower than IHG's 40.00% return.
FELC
27.36%
3.29%
14.48%
34.34%
N/A
N/A
IHG
40.00%
12.41%
25.77%
62.47%
15.84%
13.84%
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Risk-Adjusted Performance
FELC vs. IHG - Risk-Adjusted Performance Comparison
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.
Dividends
FELC vs. IHG - Dividend Comparison
FELC's dividend yield for the trailing twelve months is around 0.76%, less than IHG's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FELC Fidelity Enhanced Large Cap Core ETF | 0.76% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IHG InterContinental Hotels Group PLC | 1.25% | 1.57% | 2.22% | 0.00% | 1.32% | 9.36% | 1.97% | 4.90% | 19.34% | 2.05% | 9.81% | 5.95% |
Drawdowns
FELC vs. IHG - Drawdown Comparison
The maximum FELC drawdown since its inception was -8.70%, 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. For additional features, visit the drawdowns tool.
Volatility
FELC vs. IHG - Volatility Comparison
The current volatility for Fidelity Enhanced Large Cap Core ETF (FELC) is 4.01%, while InterContinental Hotels Group PLC (IHG) has a volatility of 5.76%. 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.