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FISVX vs. NUMG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FISVXNUMG
YTD Return2.62%3.52%
1Y Return21.11%18.55%
3Y Return (Ann)1.13%0.15%
Sharpe Ratio1.051.24
Daily Std Dev20.56%16.12%
Max Drawdown-44.66%-38.85%
Current Drawdown-4.78%-16.51%

Correlation

-0.50.00.51.00.7

The correlation between FISVX and NUMG is 0.72, 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

FISVX vs. NUMG - Performance Comparison

In the year-to-date period, FISVX achieves a 2.62% return, which is significantly lower than NUMG's 3.52% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


25.00%30.00%35.00%40.00%45.00%50.00%December2024FebruaryMarchAprilMay
46.49%
50.87%
FISVX
NUMG

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Fidelity Small Cap Value Index Fund

Nuveen ESG Mid-Cap Growth ETF

FISVX vs. NUMG - Expense Ratio Comparison

FISVX has a 0.05% expense ratio, which is lower than NUMG's 0.30% expense ratio.


NUMG
Nuveen ESG Mid-Cap Growth ETF
Expense ratio chart for NUMG: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for FISVX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

FISVX vs. NUMG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Small Cap Value Index Fund (FISVX) and Nuveen ESG Mid-Cap Growth ETF (NUMG). 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.


FISVX
Sharpe ratio
The chart of Sharpe ratio for FISVX, currently valued at 1.05, compared to the broader market-1.000.001.002.003.004.001.05
Sortino ratio
The chart of Sortino ratio for FISVX, currently valued at 1.69, compared to the broader market-2.000.002.004.006.008.0010.0012.001.69
Omega ratio
The chart of Omega ratio for FISVX, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.003.501.19
Calmar ratio
The chart of Calmar ratio for FISVX, currently valued at 0.85, compared to the broader market0.002.004.006.008.0010.0012.000.85
Martin ratio
The chart of Martin ratio for FISVX, currently valued at 3.43, compared to the broader market0.0020.0040.0060.0080.003.43
NUMG
Sharpe ratio
The chart of Sharpe ratio for NUMG, currently valued at 1.24, compared to the broader market-1.000.001.002.003.004.001.24
Sortino ratio
The chart of Sortino ratio for NUMG, currently valued at 1.80, compared to the broader market-2.000.002.004.006.008.0010.0012.001.80
Omega ratio
The chart of Omega ratio for NUMG, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.003.501.21
Calmar ratio
The chart of Calmar ratio for NUMG, currently valued at 0.56, compared to the broader market0.002.004.006.008.0010.0012.000.56
Martin ratio
The chart of Martin ratio for NUMG, currently valued at 3.42, compared to the broader market0.0020.0040.0060.0080.003.42

FISVX vs. NUMG - Sharpe Ratio Comparison

The current FISVX Sharpe Ratio is 1.05, which roughly equals the NUMG Sharpe Ratio of 1.24. The chart below compares the 12-month rolling Sharpe Ratio of FISVX and NUMG.


Rolling 12-month Sharpe Ratio0.000.501.00December2024FebruaryMarchAprilMay
1.05
1.24
FISVX
NUMG

Dividends

FISVX vs. NUMG - Dividend Comparison

FISVX's dividend yield for the trailing twelve months is around 2.01%, more than NUMG's 0.17% yield.


TTM2023202220212020201920182017
FISVX
Fidelity Small Cap Value Index Fund
2.01%2.06%3.69%9.55%1.33%0.62%0.00%0.00%
NUMG
Nuveen ESG Mid-Cap Growth ETF
0.17%0.18%0.18%12.70%3.82%0.27%5.14%0.56%

Drawdowns

FISVX vs. NUMG - Drawdown Comparison

The maximum FISVX drawdown since its inception was -44.66%, which is greater than NUMG's maximum drawdown of -38.85%. Use the drawdown chart below to compare losses from any high point for FISVX and NUMG. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%December2024FebruaryMarchAprilMay
-4.78%
-16.51%
FISVX
NUMG

Volatility

FISVX vs. NUMG - Volatility Comparison

Fidelity Small Cap Value Index Fund (FISVX) and Nuveen ESG Mid-Cap Growth ETF (NUMG) have volatilities of 4.19% and 4.32%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%December2024FebruaryMarchAprilMay
4.19%
4.32%
FISVX
NUMG