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FFLV vs. VLUE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

FFLV vs. VLUE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Fundamental Large Cap Value ETF (FFLV) and iShares Edge MSCI USA Value Factor ETF (VLUE). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
8.74%
8.31%
FFLV
VLUE

Returns By Period


FFLV

YTD

N/A

1M

2.21%

6M

8.74%

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

VLUE

YTD

12.29%

1M

1.63%

6M

8.31%

1Y

23.17%

5Y (annualized)

8.02%

10Y (annualized)

8.13%

Key characteristics


FFLVVLUE
Daily Std Dev13.41%13.18%
Max Drawdown-5.99%-39.47%
Current Drawdown-1.51%-1.91%

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FFLV vs. VLUE - Expense Ratio Comparison

FFLV has a 0.38% expense ratio, which is higher than VLUE's 0.15% expense ratio.


FFLV
Fidelity Fundamental Large Cap Value ETF
Expense ratio chart for FFLV: current value at 0.38% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.38%
Expense ratio chart for VLUE: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Correlation

-0.50.00.51.00.9

The correlation between FFLV and VLUE is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

FFLV vs. VLUE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Fundamental Large Cap Value ETF (FFLV) and iShares Edge MSCI USA Value Factor ETF (VLUE). 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.


Sharpe ratio
No data
FFLV
VLUE

Chart placeholderNot enough data

Dividends

FFLV vs. VLUE - Dividend Comparison

FFLV's dividend yield for the trailing twelve months is around 0.95%, less than VLUE's 2.50% yield.


TTM20232022202120202019201820172016201520142013
FFLV
Fidelity Fundamental Large Cap Value ETF
0.95%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VLUE
iShares Edge MSCI USA Value Factor ETF
2.50%2.66%3.19%2.22%2.42%2.60%2.70%2.14%2.07%2.39%1.64%1.33%

Drawdowns

FFLV vs. VLUE - Drawdown Comparison

The maximum FFLV drawdown since its inception was -5.99%, smaller than the maximum VLUE drawdown of -39.47%. Use the drawdown chart below to compare losses from any high point for FFLV and VLUE. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.51%
-1.91%
FFLV
VLUE

Volatility

FFLV vs. VLUE - Volatility Comparison

Fidelity Fundamental Large Cap Value ETF (FFLV) and iShares Edge MSCI USA Value Factor ETF (VLUE) have volatilities of 4.01% and 4.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
4.01%
4.08%
FFLV
VLUE