FITLX vs. VOOG
Compare and contrast key facts about Fidelity US Sustainability Index Fund (FITLX) and Vanguard S&P 500 Growth ETF (VOOG).
FITLX is managed by Fidelity. It was launched on May 9, 2017. VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FITLX or VOOG.
Performance
FITLX vs. VOOG - Performance Comparison
Returns By Period
In the year-to-date period, FITLX achieves a 26.16% return, which is significantly lower than VOOG's 33.18% return.
FITLX
26.16%
2.41%
12.65%
32.37%
16.14%
N/A
VOOG
33.18%
1.66%
14.97%
37.87%
17.54%
14.88%
Key characteristics
| FITLX | VOOG | |
|---|---|---|
| Sharpe Ratio | 2.43 | 2.24 |
| Sortino Ratio | 3.24 | 2.91 |
| Omega Ratio | 1.45 | 1.41 |
| Calmar Ratio | 3.45 | 2.86 |
| Martin Ratio | 14.57 | 11.87 |
| Ulcer Index | 2.25% | 3.22% |
| Daily Std Dev | 13.51% | 17.05% |
| Max Drawdown | -34.35% | -32.73% |
| Current Drawdown | -1.11% | -1.55% |
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FITLX vs. VOOG - Expense Ratio Comparison
FITLX has a 0.11% expense ratio, which is higher than VOOG's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between FITLX and VOOG 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
FITLX vs. VOOG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity US Sustainability Index Fund (FITLX) and Vanguard S&P 500 Growth ETF (VOOG). 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
FITLX vs. VOOG - Dividend Comparison
FITLX's dividend yield for the trailing twelve months is around 0.89%, more than VOOG's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FITLX Fidelity US Sustainability Index Fund | 0.89% | 1.12% | 1.49% | 0.81% | 1.01% | 1.27% | 1.37% | 0.71% | 0.00% | 0.00% | 0.00% | 0.00% |
VOOG Vanguard S&P 500 Growth ETF | 0.60% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
Drawdowns
FITLX vs. VOOG - Drawdown Comparison
The maximum FITLX drawdown since its inception was -34.35%, roughly equal to the maximum VOOG drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for FITLX and VOOG. For additional features, visit the drawdowns tool.
Volatility
FITLX vs. VOOG - Volatility Comparison
The current volatility for Fidelity US Sustainability Index Fund (FITLX) is 4.40%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 5.41%. This indicates that FITLX experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.