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FIVG vs. INDS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FIVGINDS
YTD Return9.25%-4.15%
1Y Return23.84%5.83%
3Y Return (Ann)5.15%3.08%
5Y Return (Ann)11.21%9.19%
Sharpe Ratio1.450.42
Daily Std Dev18.24%19.12%
Max Drawdown-33.90%-40.44%
Current Drawdown-4.29%-24.39%

Correlation

0.58
-1.001.00

The correlation between FIVG and INDS is 0.58, 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

FIVG vs. INDS - Performance Comparison

In the year-to-date period, FIVG achieves a 9.25% return, which is significantly higher than INDS's -4.15% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


20.00%30.00%40.00%50.00%60.00%70.00%OctoberNovemberDecember2024FebruaryMarch
68.66%
59.87%
FIVG
INDS

Compare stocks, funds, or ETFs


Defiance Next Gen Connectivity ETF

Pacer Benchmark Industrial Real Estate SCTR ETF

FIVG vs. INDS - Expense Ratio Comparison

FIVG has a 0.30% expense ratio, which is lower than INDS's 0.60% expense ratio.

INDS
Pacer Benchmark Industrial Real Estate SCTR ETF
0.50%1.00%1.50%2.00%0.60%
0.50%1.00%1.50%2.00%0.30%

Risk-Adjusted Performance

FIVG vs. INDS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Next Gen Connectivity ETF (FIVG) and Pacer Benchmark Industrial Real Estate SCTR ETF (INDS). 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
FIVG
Defiance Next Gen Connectivity ETF
1.45
INDS
Pacer Benchmark Industrial Real Estate SCTR ETF
0.42

FIVG vs. INDS - Sharpe Ratio Comparison

The current FIVG Sharpe Ratio is 1.45, which is higher than the INDS Sharpe Ratio of 0.42. The chart below compares the 12-month rolling Sharpe Ratio of FIVG and INDS.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50OctoberNovemberDecember2024FebruaryMarch
1.45
0.42
FIVG
INDS

Dividends

FIVG vs. INDS - Dividend Comparison

FIVG's dividend yield for the trailing twelve months is around 1.27%, less than INDS's 3.93% yield.


TTM202320222021202020192018
FIVG
Defiance Next Gen Connectivity ETF
1.27%1.40%1.63%1.17%0.99%0.75%0.00%
INDS
Pacer Benchmark Industrial Real Estate SCTR ETF
3.93%3.11%2.16%1.24%1.68%2.26%1.81%

Drawdowns

FIVG vs. INDS - Drawdown Comparison

The maximum FIVG drawdown since its inception was -33.90%, smaller than the maximum INDS drawdown of -40.44%. The drawdown chart below compares losses from any high point along the way for FIVG and INDS


-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-4.29%
-24.39%
FIVG
INDS

Volatility

FIVG vs. INDS - Volatility Comparison

Defiance Next Gen Connectivity ETF (FIVG) has a higher volatility of 6.24% compared to Pacer Benchmark Industrial Real Estate SCTR ETF (INDS) at 4.46%. This indicates that FIVG's price experiences larger fluctuations and is considered to be riskier than INDS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%OctoberNovemberDecember2024FebruaryMarch
6.24%
4.46%
FIVG
INDS