FICS vs. SPLV
Compare and contrast key facts about First Trust International Developed Capital Strength ETF (FICS) and Invesco S&P 500® Low Volatility ETF (SPLV).
FICS and SPLV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FICS is a passively managed fund by First Trust that tracks the performance of the The International Developed Capital Strength Index. It was launched on Dec 15, 2020. SPLV is a passively managed fund by Invesco that tracks the performance of the S&P 500 Low Volatility Index. It was launched on May 5, 2011. Both FICS and SPLV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FICS or SPLV.
Correlation
The correlation between FICS and SPLV is 0.62, 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
FICS vs. SPLV - Performance Comparison
Key characteristics
FICS:
0.89
SPLV:
1.03
FICS:
1.40
SPLV:
1.49
FICS:
1.19
SPLV:
1.21
FICS:
1.33
SPLV:
1.54
FICS:
3.40
SPLV:
4.82
FICS:
4.36%
SPLV:
2.92%
FICS:
15.40%
SPLV:
13.07%
FICS:
-29.16%
SPLV:
-36.26%
FICS:
-1.29%
SPLV:
-2.98%
Returns By Period
In the year-to-date period, FICS achieves a 14.25% return, which is significantly higher than SPLV's 4.33% return.
FICS
14.25%
8.33%
9.81%
13.53%
N/A
N/A
SPLV
4.33%
2.23%
0.12%
13.32%
10.25%
9.23%
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FICS vs. SPLV - Expense Ratio Comparison
FICS has a 0.70% expense ratio, which is higher than SPLV's 0.25% expense ratio.
Risk-Adjusted Performance
FICS vs. SPLV — Risk-Adjusted Performance Rank
FICS
SPLV
FICS vs. SPLV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust International Developed Capital Strength ETF (FICS) and Invesco S&P 500® Low Volatility ETF (SPLV). 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
FICS vs. SPLV - Dividend Comparison
FICS's dividend yield for the trailing twelve months is around 2.01%, more than SPLV's 1.74% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FICS First Trust International Developed Capital Strength ETF | 2.01% | 2.01% | 1.02% | 1.89% | 1.27% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPLV Invesco S&P 500® Low Volatility ETF | 1.74% | 1.88% | 2.45% | 2.11% | 1.51% | 2.12% | 2.08% | 2.18% | 2.03% | 2.03% | 2.28% | 2.20% |
Drawdowns
FICS vs. SPLV - Drawdown Comparison
The maximum FICS drawdown since its inception was -29.16%, smaller than the maximum SPLV drawdown of -36.26%. Use the drawdown chart below to compare losses from any high point for FICS and SPLV. For additional features, visit the drawdowns tool.
Volatility
FICS vs. SPLV - Volatility Comparison
First Trust International Developed Capital Strength ETF (FICS) and Invesco S&P 500® Low Volatility ETF (SPLV) have volatilities of 4.32% and 4.19%, 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.