FISPX vs. FUQIX
Compare and contrast key facts about Federated Hermes Max Cap Index Fund (FISPX) and Fidelity SAI U.S. Quality Index Fund (FUQIX).
FISPX is managed by Federated. It was launched on Jul 11, 1990. FUQIX is managed by Fidelity. It was launched on Oct 8, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FISPX or FUQIX.
Performance
FISPX vs. FUQIX - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with FISPX having a 26.20% return and FUQIX slightly lower at 26.00%.
FISPX
26.20%
3.02%
13.23%
8.63%
-2.22%
-5.44%
FUQIX
26.00%
1.79%
11.24%
31.85%
16.77%
N/A
Key characteristics
| FISPX | FUQIX | |
|---|---|---|
| Sharpe Ratio | 0.40 | 2.31 |
| Sortino Ratio | 0.56 | 3.10 |
| Omega Ratio | 1.14 | 1.42 |
| Calmar Ratio | 0.13 | 3.42 |
| Martin Ratio | 1.11 | 13.67 |
| Ulcer Index | 7.76% | 2.33% |
| Daily Std Dev | 21.58% | 13.81% |
| Max Drawdown | -72.44% | -31.19% |
| Current Drawdown | -59.36% | -1.25% |
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FISPX vs. FUQIX - Expense Ratio Comparison
FISPX has a 0.37% expense ratio, which is higher than FUQIX's 0.10% expense ratio.
Correlation
The correlation between FISPX and FUQIX is 0.94, 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
FISPX vs. FUQIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Max Cap Index Fund (FISPX) and Fidelity SAI U.S. Quality Index Fund (FUQIX). 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
FISPX vs. FUQIX - Dividend Comparison
FISPX's dividend yield for the trailing twelve months is around 0.98%, less than FUQIX's 1.04% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FISPX Federated Hermes Max Cap Index Fund | 0.98% | 1.39% | 1.43% | 0.99% | 1.53% | 1.41% | 2.32% | 1.77% | 1.98% | 1.96% | 1.66% | 1.60% |
FUQIX Fidelity SAI U.S. Quality Index Fund | 1.04% | 1.17% | 1.42% | 1.08% | 1.71% | 2.15% | 1.53% | 1.46% | 1.28% | 0.29% | 0.00% | 0.00% |
Drawdowns
FISPX vs. FUQIX - Drawdown Comparison
The maximum FISPX drawdown since its inception was -72.44%, which is greater than FUQIX's maximum drawdown of -31.19%. Use the drawdown chart below to compare losses from any high point for FISPX and FUQIX. For additional features, visit the drawdowns tool.
Volatility
FISPX vs. FUQIX - Volatility Comparison
Federated Hermes Max Cap Index Fund (FISPX) and Fidelity SAI U.S. Quality Index Fund (FUQIX) have volatilities of 3.88% and 3.98%, 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.