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FIVA vs. SPYV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIVA and SPYV is 0.71, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

FIVA vs. SPYV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity International Value Factor ETF (FIVA) and SPDR Portfolio S&P 500 Value ETF (SPYV). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%NovemberDecember2025FebruaryMarchApril
38.72%
82.15%
FIVA
SPYV

Key characteristics

Sharpe Ratio

FIVA:

0.70

SPYV:

0.17

Sortino Ratio

FIVA:

1.07

SPYV:

0.35

Omega Ratio

FIVA:

1.14

SPYV:

1.05

Calmar Ratio

FIVA:

0.82

SPYV:

0.15

Martin Ratio

FIVA:

2.63

SPYV:

0.57

Ulcer Index

FIVA:

4.62%

SPYV:

4.73%

Daily Std Dev

FIVA:

17.39%

SPYV:

15.79%

Max Drawdown

FIVA:

-39.76%

SPYV:

-58.45%

Current Drawdown

FIVA:

-1.66%

SPYV:

-10.79%

Returns By Period

In the year-to-date period, FIVA achieves a 13.81% return, which is significantly higher than SPYV's -4.24% return.


FIVA

YTD

13.81%

1M

0.33%

6M

8.74%

1Y

12.29%

5Y*

14.28%

10Y*

N/A

SPYV

YTD

-4.24%

1M

-5.04%

6M

-6.35%

1Y

2.97%

5Y*

14.31%

10Y*

9.33%

*Annualized

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FIVA vs. SPYV - Expense Ratio Comparison

FIVA has a 0.39% expense ratio, which is higher than SPYV's 0.04% expense ratio.


Expense ratio chart for FIVA: current value is 0.39%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FIVA: 0.39%
Expense ratio chart for SPYV: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPYV: 0.04%

Risk-Adjusted Performance

FIVA vs. SPYV — Risk-Adjusted Performance Rank

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

FIVA
The Risk-Adjusted Performance Rank of FIVA is 7070
Overall Rank
The Sharpe Ratio Rank of FIVA is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of FIVA is 6969
Sortino Ratio Rank
The Omega Ratio Rank of FIVA is 6868
Omega Ratio Rank
The Calmar Ratio Rank of FIVA is 7878
Calmar Ratio Rank
The Martin Ratio Rank of FIVA is 6868
Martin Ratio Rank

SPYV
The Risk-Adjusted Performance Rank of SPYV is 3131
Overall Rank
The Sharpe Ratio Rank of SPYV is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYV is 3030
Sortino Ratio Rank
The Omega Ratio Rank of SPYV is 3030
Omega Ratio Rank
The Calmar Ratio Rank of SPYV is 3232
Calmar Ratio Rank
The Martin Ratio Rank of SPYV is 3131
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FIVA vs. SPYV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Value Factor ETF (FIVA) and SPDR Portfolio S&P 500 Value ETF (SPYV). 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.


The chart of Sharpe ratio for FIVA, currently valued at 0.70, compared to the broader market-1.000.001.002.003.004.00
FIVA: 0.70
SPYV: 0.17
The chart of Sortino ratio for FIVA, currently valued at 1.07, compared to the broader market-2.000.002.004.006.008.00
FIVA: 1.07
SPYV: 0.35
The chart of Omega ratio for FIVA, currently valued at 1.14, compared to the broader market0.501.001.502.002.50
FIVA: 1.14
SPYV: 1.05
The chart of Calmar ratio for FIVA, currently valued at 0.82, compared to the broader market0.002.004.006.008.0010.0012.00
FIVA: 0.82
SPYV: 0.15
The chart of Martin ratio for FIVA, currently valued at 2.63, compared to the broader market0.0020.0040.0060.00
FIVA: 2.63
SPYV: 0.57

The current FIVA Sharpe Ratio is 0.70, which is higher than the SPYV Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of FIVA and SPYV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.70
0.17
FIVA
SPYV

Dividends

FIVA vs. SPYV - Dividend Comparison

FIVA's dividend yield for the trailing twelve months is around 3.20%, more than SPYV's 2.24% yield.


TTM20242023202220212020201920182017201620152014
FIVA
Fidelity International Value Factor ETF
3.20%3.52%3.63%3.62%3.76%2.46%3.61%3.28%0.00%0.00%0.00%0.00%
SPYV
SPDR Portfolio S&P 500 Value ETF
2.24%2.29%1.75%2.23%2.10%2.38%2.25%2.97%2.77%2.39%2.53%2.19%

Drawdowns

FIVA vs. SPYV - Drawdown Comparison

The maximum FIVA drawdown since its inception was -39.76%, smaller than the maximum SPYV drawdown of -58.45%. Use the drawdown chart below to compare losses from any high point for FIVA and SPYV. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.66%
-10.79%
FIVA
SPYV

Volatility

FIVA vs. SPYV - Volatility Comparison

The current volatility for Fidelity International Value Factor ETF (FIVA) is 11.21%, while SPDR Portfolio S&P 500 Value ETF (SPYV) has a volatility of 12.02%. This indicates that FIVA experiences smaller price fluctuations and is considered to be less risky than SPYV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.21%
12.02%
FIVA
SPYV