FELV vs. VUG

In the year-to-date period, FELV achieves a -0.59% return, which is significantly higher than VUG's -5.41% return.

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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%.

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.

The current FELV Sharpe Ratio is 0.41, which is comparable to the VUG Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of FELV and VUG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FELV's dividend yield for the trailing twelve months is around 1.65%, more than VUG's 0.50% yield.

The maximum FELV drawdown since its inception was -16.08%, 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.

The current volatility for Fidelity Enhanced Large Cap Value ETF (FELV) is 6.22%, while Vanguard Growth ETF (VUG) has a volatility of 8.37%. 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.