PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FIVG vs. INDS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIVG and INDS is 0.55, 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.


-0.50.00.51.00.5

Performance

FIVG vs. INDS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Next Gen Connectivity ETF (FIVG) and Pacer Benchmark Industrial Real Estate SCTR ETF (INDS). The values are adjusted to include any dividend payments, if applicable.

40.00%50.00%60.00%70.00%80.00%90.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
96.89%
44.28%
FIVG
INDS

Key characteristics

Returns By Period


FIVG

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

INDS

YTD

-13.63%

1M

-7.53%

6M

-5.17%

1Y

-12.14%

5Y*

3.77%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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
Expense ratio chart for INDS: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for FIVG: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.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 ratio
The chart of Sharpe ratio for FIVG, currently valued at 1.66, compared to the broader market0.002.004.001.66-0.64
The chart of Sortino ratio for FIVG, currently valued at 2.26, compared to the broader market-2.000.002.004.006.008.0010.002.26-0.78
The chart of Omega ratio for FIVG, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.320.91
The chart of Calmar ratio for FIVG, currently valued at 1.93, compared to the broader market0.005.0010.0015.001.93-0.34
The chart of Martin ratio for FIVG, currently valued at 7.18, compared to the broader market0.0020.0040.0060.0080.00100.007.18-1.31
FIVG
INDS


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.66
-0.64
FIVG
INDS

Dividends

FIVG vs. INDS - Dividend Comparison

FIVG has not paid dividends to shareholders, while INDS's dividend yield for the trailing twelve months is around 2.52%.


TTM202320222021202020192018
FIVG
Defiance Next Gen Connectivity ETF
0.88%1.40%0.00%1.17%0.99%0.75%0.00%
INDS
Pacer Benchmark Industrial Real Estate SCTR ETF
2.52%3.11%2.14%1.24%1.68%2.26%1.81%

Drawdowns

FIVG vs. INDS - Drawdown Comparison


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-31.86%
FIVG
INDS

Volatility

FIVG vs. INDS - Volatility Comparison

The current volatility for Defiance Next Gen Connectivity ETF (FIVG) is 0.00%, while Pacer Benchmark Industrial Real Estate SCTR ETF (INDS) has a volatility of 5.98%. This indicates that FIVG experiences smaller price fluctuations and is considered to be less risky than INDS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember0
5.98%
FIVG
INDS
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab