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FENI vs. SPYV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FENI vs. SPYV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Enhanced International ETF (FENI) and SPDR Portfolio S&P 500 Value ETF (SPYV). The values are adjusted to include any dividend payments, if applicable.

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FENI vs. SPYV - Yearly Performance Comparison


2026 (YTD)202520242023
FENI
Fidelity Enhanced International ETF
2.45%37.27%6.95%5.33%
SPYV
SPDR Portfolio S&P 500 Value ETF
-0.03%13.18%12.24%6.73%

Returns By Period

In the year-to-date period, FENI achieves a 2.45% return, which is significantly higher than SPYV's -0.03% return.


FENI

1D
3.13%
1M
-7.92%
YTD
2.45%
6M
7.28%
1Y
29.16%
3Y*
5Y*
10Y*

SPYV

1D
1.69%
1M
-4.55%
YTD
-0.03%
6M
3.21%
1Y
12.90%
3Y*
13.84%
5Y*
10.46%
10Y*
11.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FENI vs. SPYV - Expense Ratio Comparison

FENI has a 0.28% expense ratio, which is higher than SPYV's 0.04% expense ratio.


Return for Risk

FENI vs. SPYV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FENI
FENI Risk / Return Rank: 8585
Overall Rank
FENI Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FENI Sortino Ratio Rank: 8686
Sortino Ratio Rank
FENI Omega Ratio Rank: 8585
Omega Ratio Rank
FENI Calmar Ratio Rank: 8585
Calmar Ratio Rank
FENI Martin Ratio Rank: 8585
Martin Ratio Rank

SPYV
SPYV Risk / Return Rank: 5353
Overall Rank
SPYV Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
SPYV Sortino Ratio Rank: 5050
Sortino Ratio Rank
SPYV Omega Ratio Rank: 5454
Omega Ratio Rank
SPYV Calmar Ratio Rank: 5050
Calmar Ratio Rank
SPYV Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FENI vs. SPYV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Enhanced International ETF (FENI) and SPDR Portfolio S&P 500 Value ETF (SPYV). 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.


FENISPYVDifference

Sharpe ratio

Return per unit of total volatility

1.61

0.83

+0.78

Sortino ratio

Return per unit of downside risk

2.25

1.25

+0.99

Omega ratio

Gain probability vs. loss probability

1.33

1.19

+0.14

Calmar ratio

Return relative to maximum drawdown

2.43

1.15

+1.28

Martin ratio

Return relative to average drawdown

9.39

5.45

+3.93

FENI vs. SPYV - Sharpe Ratio Comparison

The current FENI Sharpe Ratio is 1.61, which is higher than the SPYV Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of FENI and SPYV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FENISPYVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

0.83

+0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

1.42

0.41

+1.01

Correlation

The correlation between FENI and SPYV is 0.65, 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.


Dividends

FENI vs. SPYV - Dividend Comparison

FENI's dividend yield for the trailing twelve months is around 3.09%, more than SPYV's 1.82% yield.


TTM20252024202320222021202020192018201720162015
FENI
Fidelity Enhanced International ETF
3.09%2.99%3.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPYV
SPDR Portfolio S&P 500 Value ETF
1.82%1.77%2.29%1.75%2.22%2.10%2.38%2.25%2.97%2.77%2.39%2.53%

Drawdowns

FENI vs. SPYV - Drawdown Comparison

The maximum FENI drawdown since its inception was -14.20%, smaller than the maximum SPYV drawdown of -58.45%. Use the drawdown chart below to compare losses from any high point for FENI and SPYV.


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Drawdown Indicators


FENISPYVDifference

Max Drawdown

Largest peak-to-trough decline

-14.20%

-58.45%

+44.25%

Max Drawdown (1Y)

Largest decline over 1 year

-11.49%

-12.03%

+0.54%

Max Drawdown (5Y)

Largest decline over 5 years

-17.89%

Max Drawdown (10Y)

Largest decline over 10 years

-36.89%

Current Drawdown

Current decline from peak

-8.31%

-4.55%

-3.76%

Average Drawdown

Average peak-to-trough decline

-2.25%

-8.77%

+6.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

2.54%

+0.43%

Volatility

FENI vs. SPYV - Volatility Comparison

Fidelity Enhanced International ETF (FENI) has a higher volatility of 8.12% compared to SPDR Portfolio S&P 500 Value ETF (SPYV) at 3.84%. This indicates that FENI's price experiences larger fluctuations and is considered to be riskier than SPYV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FENISPYVDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.12%

3.84%

+4.28%

Volatility (6M)

Calculated over the trailing 6-month period

11.38%

7.76%

+3.62%

Volatility (1Y)

Calculated over the trailing 1-year period

18.22%

15.54%

+2.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.30%

14.44%

+0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.30%

16.96%

-1.66%