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

Key characteristics


FFLVVLUE
Daily Std Dev13.56%13.40%
Max Drawdown-5.99%-39.47%
Current Drawdown0.00%0.00%

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.

Performance

FFLV vs. VLUE - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
10.02%
10.68%
FFLV
VLUE

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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%

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.


FFLV
Sharpe ratio
No data
VLUE
Sharpe ratio
The chart of Sharpe ratio for VLUE, currently valued at 2.30, compared to the broader market-2.000.002.004.006.002.30
Sortino ratio
The chart of Sortino ratio for VLUE, currently valued at 3.20, compared to the broader market0.005.0010.003.20
Omega ratio
The chart of Omega ratio for VLUE, currently valued at 1.40, compared to the broader market1.001.502.002.503.001.40
Calmar ratio
The chart of Calmar ratio for VLUE, currently valued at 1.77, compared to the broader market0.005.0010.0015.001.77
Martin ratio
The chart of Martin ratio for VLUE, currently valued at 9.70, compared to the broader market0.0020.0040.0060.0080.00100.00120.009.70

FFLV vs. VLUE - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

FFLV vs. VLUE - Dividend Comparison

FFLV's dividend yield for the trailing twelve months is around 0.93%, less than VLUE's 2.45% yield.


TTM20232022202120202019201820172016201520142013
FFLV
Fidelity Fundamental Large Cap Value ETF
0.93%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
2.45%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%JuneJulyAugustSeptemberOctoberNovember00
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 4.30% and 4.15%, 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
4.30%
4.15%
FFLV
VLUE