FITGX vs. SVOL
Compare and contrast key facts about Fidelity Advisor International Growth Fund Class M (FITGX) and Simplify Volatility Premium ETF (SVOL).
FITGX is managed by Fidelity. It was launched on Nov 1, 2007. SVOL is an actively managed fund by Simplify Asset Management Inc.. It was launched on May 12, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FITGX or SVOL.
Key characteristics
| FITGX | SVOL | |
|---|---|---|
| YTD Return | 6.32% | 4.65% |
| 1Y Return | 23.37% | 10.09% |
| 3Y Return (Ann) | -0.72% | 7.24% |
| Sharpe Ratio | 1.81 | 0.97 |
| Sortino Ratio | 2.56 | 1.31 |
| Omega Ratio | 1.31 | 1.24 |
| Calmar Ratio | 1.12 | 1.05 |
| Martin Ratio | 9.00 | 7.12 |
| Ulcer Index | 2.75% | 1.61% |
| Daily Std Dev | 13.65% | 11.86% |
| Max Drawdown | -55.82% | -15.68% |
| Current Drawdown | -5.70% | -4.65% |
Correlation
The correlation between FITGX and SVOL 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
FITGX vs. SVOL - Performance Comparison
In the year-to-date period, FITGX achieves a 6.32% return, which is significantly higher than SVOL's 4.65% 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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FITGX vs. SVOL - Expense Ratio Comparison
FITGX has a 1.55% expense ratio, which is higher than SVOL's 0.50% expense ratio.
Risk-Adjusted Performance
FITGX vs. SVOL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor International Growth Fund Class M (FITGX) and Simplify Volatility Premium ETF (SVOL). 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
FITGX vs. SVOL - Dividend Comparison
FITGX has not paid dividends to shareholders, while SVOL's dividend yield for the trailing twelve months is around 17.08%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FITGX Fidelity Advisor International Growth Fund Class M | 0.00% | 0.00% | 1.47% | 1.52% | 0.00% | 0.42% | 0.27% | 0.15% | 0.66% | 0.25% | 0.11% | 0.40% |
SVOL Simplify Volatility Premium ETF | 17.08% | 16.36% | 18.21% | 4.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FITGX vs. SVOL - Drawdown Comparison
The maximum FITGX drawdown since its inception was -55.82%, which is greater than SVOL's maximum drawdown of -15.68%. Use the drawdown chart below to compare losses from any high point for FITGX and SVOL. For additional features, visit the drawdowns tool.
Volatility
FITGX vs. SVOL - Volatility Comparison
Fidelity Advisor International Growth Fund Class M (FITGX) and Simplify Volatility Premium ETF (SVOL) have volatilities of 3.41% and 3.39%, 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.