FFIDX vs. VDE
Compare and contrast key facts about Fidelity Fund (FFIDX) and Vanguard Energy ETF (VDE).
FFIDX is managed by Fidelity. It was launched on Apr 30, 1930. VDE is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Energy 25/50 Index. It was launched on Sep 23, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FFIDX or VDE.
Key characteristics
| FFIDX | VDE | |
|---|---|---|
| YTD Return | 30.34% | 14.77% |
| 1Y Return | 38.83% | 15.18% |
| 3Y Return (Ann) | 9.09% | 21.92% |
| 5Y Return (Ann) | 17.56% | 15.71% |
| 10Y Return (Ann) | 14.12% | 4.31% |
| Sharpe Ratio | 2.60 | 0.89 |
| Sortino Ratio | 3.37 | 1.30 |
| Omega Ratio | 1.48 | 1.16 |
| Calmar Ratio | 3.45 | 1.19 |
| Martin Ratio | 14.00 | 2.89 |
| Ulcer Index | 2.75% | 5.56% |
| Daily Std Dev | 14.85% | 18.12% |
| Max Drawdown | -55.18% | -74.16% |
| Current Drawdown | -0.09% | -2.26% |
Correlation
The correlation between FFIDX and VDE is 0.57, 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
FFIDX vs. VDE - Performance Comparison
In the year-to-date period, FFIDX achieves a 30.34% return, which is significantly higher than VDE's 14.77% return. Over the past 10 years, FFIDX has outperformed VDE with an annualized return of 14.12%, while VDE has yielded a comparatively lower 4.31% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FFIDX vs. VDE - Expense Ratio Comparison
FFIDX has a 0.45% expense ratio, which is higher than VDE's 0.10% expense ratio.
Risk-Adjusted Performance
FFIDX vs. VDE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Fund (FFIDX) and Vanguard Energy ETF (VDE). 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
FFIDX vs. VDE - Dividend Comparison
FFIDX's dividend yield for the trailing twelve months is around 0.27%, less than VDE's 3.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FFIDX Fidelity Fund | 0.27% | 0.66% | 0.67% | 0.26% | 0.75% | 0.83% | 1.08% | 1.00% | 1.06% | 5.15% | 12.31% | 8.52% |
VDE Vanguard Energy ETF | 3.06% | 3.34% | 3.65% | 4.13% | 4.76% | 3.59% | 3.35% | 2.90% | 2.31% | 3.17% | 1.98% | 1.74% |
Drawdowns
FFIDX vs. VDE - Drawdown Comparison
The maximum FFIDX drawdown since its inception was -55.18%, smaller than the maximum VDE drawdown of -74.16%. Use the drawdown chart below to compare losses from any high point for FFIDX and VDE. For additional features, visit the drawdowns tool.
Volatility
FFIDX vs. VDE - Volatility Comparison
The current volatility for Fidelity Fund (FFIDX) is 4.25%, while Vanguard Energy ETF (VDE) has a volatility of 6.10%. This indicates that FFIDX experiences smaller price fluctuations and is considered to be less risky than VDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.