FMAG vs. IVV

In the year-to-date period, FMAG achieves a 0.40% return, which is significantly higher than IVV's -3.40% return.

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FMAG has a 0.59% expense ratio, which is higher than IVV's 0.03% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Fidelity Magellan ETF (FMAG) and iShares Core S&P 500 ETF (IVV). 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 current FMAG Sharpe Ratio is 0.51, which is comparable to the IVV Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of FMAG and IVV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FMAG's dividend yield for the trailing twelve months is around 0.13%, less than IVV's 1.37% yield.

The maximum FMAG drawdown since its inception was -32.93%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for FMAG and IVV. For additional features, visit the drawdowns tool.