FISVX vs. NUMG
Compare and contrast key facts about Fidelity Small Cap Value Index Fund (FISVX) and Nuveen ESG Mid-Cap Growth ETF (NUMG).
FISVX is managed by Fidelity. It was launched on Jul 11, 2019. NUMG is a passively managed fund by Nuveen that tracks the performance of the MSCI TIAA ESG USA Mid Cap Growth. It was launched on Dec 13, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FISVX or NUMG.
Key characteristics
| FISVX | NUMG | |
|---|---|---|
| YTD Return | 15.69% | 13.68% |
| 1Y Return | 37.19% | 32.51% |
| 3Y Return (Ann) | 2.40% | -2.51% |
| 5Y Return (Ann) | 9.51% | 11.11% |
| Sharpe Ratio | 1.63 | 1.97 |
| Sortino Ratio | 2.44 | 2.68 |
| Omega Ratio | 1.29 | 1.34 |
| Calmar Ratio | 1.56 | 1.06 |
| Martin Ratio | 8.92 | 8.03 |
| Ulcer Index | 4.02% | 4.16% |
| Daily Std Dev | 22.02% | 16.99% |
| Max Drawdown | -44.66% | -38.85% |
| Current Drawdown | -1.11% | -8.31% |
Correlation
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 15.69% return, which is significantly higher than NUMG's 13.68% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FISVX vs. NUMG - Expense Ratio Comparison
FISVX has a 0.05% expense ratio, which is lower than NUMG's 0.30% expense ratio.
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.
Dividends
FISVX vs. NUMG - Dividend Comparison
FISVX's dividend yield for the trailing twelve months is around 1.59%, more than NUMG's 0.16% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
FISVX Fidelity Small Cap Value Index Fund | 1.59% | 2.06% | 1.94% | 1.58% | 1.33% | 0.55% | 0.00% | 0.00% |
NUMG Nuveen ESG Mid-Cap Growth ETF | 0.16% | 0.18% | 0.18% | 12.71% | 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.
Volatility
FISVX vs. NUMG - Volatility Comparison
Fidelity Small Cap Value Index Fund (FISVX) has a higher volatility of 7.85% compared to Nuveen ESG Mid-Cap Growth ETF (NUMG) at 4.78%. This indicates that FISVX's price experiences larger fluctuations and is considered to be riskier than NUMG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.