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FELV vs. VUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FELVVUG
YTD Return21.87%31.99%
Daily Std Dev10.69%16.79%
Max Drawdown-5.34%-50.68%
Current Drawdown-0.79%0.00%

Correlation

-0.50.00.51.00.5

The correlation between FELV and VUG is 0.49, 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

FELV vs. VUG - Performance Comparison

In the year-to-date period, FELV achieves a 21.87% return, which is significantly lower than VUG's 31.99% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
12.48%
18.55%
FELV
VUG

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FELV vs. VUG - Expense Ratio Comparison

FELV has a 0.18% expense ratio, which is higher than VUG's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


FELV
Fidelity Enhanced Large Cap Value ETF
Expense ratio chart for FELV: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
Expense ratio chart for VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

FELV vs. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Enhanced Large Cap Value ETF (FELV) and Vanguard Growth ETF (VUG). 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.


FELV
Sharpe ratio
No data
VUG
Sharpe ratio
The chart of Sharpe ratio for VUG, currently valued at 2.53, compared to the broader market-2.000.002.004.006.002.53
Sortino ratio
The chart of Sortino ratio for VUG, currently valued at 3.26, compared to the broader market0.005.0010.003.26
Omega ratio
The chart of Omega ratio for VUG, currently valued at 1.46, compared to the broader market1.001.502.002.503.001.46
Calmar ratio
The chart of Calmar ratio for VUG, currently valued at 3.28, compared to the broader market0.005.0010.0015.003.28
Martin ratio
The chart of Martin ratio for VUG, currently valued at 12.97, compared to the broader market0.0020.0040.0060.0080.00100.00120.0012.97

FELV vs. VUG - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

FELV vs. VUG - Dividend Comparison

FELV's dividend yield for the trailing twelve months is around 1.50%, more than VUG's 0.48% yield.


TTM20232022202120202019201820172016201520142013
FELV
Fidelity Enhanced Large Cap Value ETF
1.50%0.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VUG
Vanguard Growth ETF
0.48%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%

Drawdowns

FELV vs. VUG - Drawdown Comparison

The maximum FELV drawdown since its inception was -5.34%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for FELV and VUG. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.79%
0
FELV
VUG

Volatility

FELV vs. VUG - Volatility Comparison

The current volatility for Fidelity Enhanced Large Cap Value ETF (FELV) is 3.81%, while Vanguard Growth ETF (VUG) has a volatility of 5.05%. This indicates that FELV experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
3.81%
5.05%
FELV
VUG