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FIVA vs. GEV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FIVA vs. GEV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity International Value Factor ETF (FIVA) and GE Vernova Inc. (GEV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FIVA achieves a 15.07% return, which is significantly lower than GEV's 44.12% return.


FIVA

1D
0.90%
1M
3.31%
YTD
15.07%
6M
17.30%
1Y
36.22%
3Y*
22.77%
5Y*
12.95%
10Y*

GEV

1D
3.74%
1M
-11.47%
YTD
44.12%
6M
40.23%
1Y
93.31%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FIVA vs. GEV - Yearly Performance Comparison


2026 (YTD)20252024
FIVA
Fidelity International Value Factor ETF
15.07%45.83%-1.81%
GEV
GE Vernova Inc.
44.12%99.02%186.24%

Correlation

The correlation between FIVA and GEV is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2024

0.34

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Return for Risk

FIVA vs. GEV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FIVA
FIVA Risk / Return Rank: 7777
Overall Rank
FIVA Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FIVA Sortino Ratio Rank: 8282
Sortino Ratio Rank
FIVA Omega Ratio Rank: 7878
Omega Ratio Rank
FIVA Calmar Ratio Rank: 7171
Calmar Ratio Rank
FIVA Martin Ratio Rank: 7474
Martin Ratio Rank

GEV
GEV Risk / Return Rank: 8888
Overall Rank
GEV Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
GEV Sortino Ratio Rank: 8787
Sortino Ratio Rank
GEV Omega Ratio Rank: 8484
Omega Ratio Rank
GEV Calmar Ratio Rank: 8989
Calmar Ratio Rank
GEV Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FIVA vs. GEV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Value Factor ETF (FIVA) and GE Vernova Inc. (GEV). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FIVAGEVDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.50

Omega ratioGain probability vs. loss probability

1.40

1.33

+0.07

Calmar ratioReturn relative to maximum drawdown

3.11

3.82

-0.71

Martin ratioReturn relative to average drawdown

12.13

11.27

+0.86

FIVA vs. GEV - Sharpe Ratio Comparison

The current FIVA Sharpe Ratio is 2.29, which is comparable to the GEV Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of FIVA and GEV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FIVA vs. GEV - Drawdown Comparison

The maximum FIVA drawdown since its inception was -39.76%, roughly equal to the maximum GEV drawdown of -38.29%. Use the drawdown chart below to compare losses from any high point for FIVA and GEV.


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Drawdown Indicators


FIVAGEVDifference

Max Drawdown

Largest peak-to-trough decline

-39.76%

-38.29%

-1.47%

Max Drawdown (1Y)

Largest decline over 1 year

-11.71%

-24.57%

+12.86%

Max Drawdown (3Y)

Largest decline over 3 years

-14.77%

Max Drawdown (5Y)

Largest decline over 5 years

-28.70%

Current Drawdown

Current decline from peak

0.00%

-18.17%

+18.17%

Average Drawdown

Average peak-to-trough decline

-7.75%

-6.99%

-0.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

8.31%

-5.31%

Volatility

FIVA vs. GEV - Volatility Comparison

The current volatility for Fidelity International Value Factor ETF (FIVA) is 5.93%, while GE Vernova Inc. (GEV) has a volatility of 13.17%. This indicates that FIVA experiences smaller price fluctuations and is considered to be less risky than GEV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIVAGEVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.93%

13.17%

-7.24%

Volatility (6M)

Calculated over the trailing 6-month period

13.25%

34.45%

-21.20%

Volatility (1Y)

Calculated over the trailing 1-year period

15.92%

49.09%

-33.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.46%

53.62%

-37.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.95%

53.62%

-35.67%

Dividends

FIVA vs. GEV - Dividend Comparison

FIVA's dividend yield for the trailing twelve months is around 2.48%, more than GEV's 0.16% yield.


PositionTTM20252024202320222021202020192018
FIVA
Fidelity International Value Factor ETF
2.48%2.68%3.52%3.63%3.62%3.76%2.46%3.61%3.28%
GEV
GE Vernova Inc.
0.16%0.11%0.08%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FIVA and GEV have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GEV has higher volatility (13.17%) compared to FIVA (5.93%). In terms of maximum drawdown, FIVA dropped -39.76% vs GEV's -38.29%.

FIVA currently has the higher Sharpe Ratio (2.29 vs 1.91), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FIVA and GEV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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