FOJCY vs. SPHD
Compare and contrast key facts about Fortum Oyj ADR (FOJCY) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD).
SPHD is a passively managed fund by Invesco that tracks the performance of the S&P Low Volatility High Dividend index. It was launched on Oct 18, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FOJCY or SPHD.
Correlation
The correlation between FOJCY and SPHD is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
FOJCY vs. SPHD - Performance Comparison
Key characteristics
FOJCY:
0.91
SPHD:
2.19
FOJCY:
1.40
SPHD:
3.04
FOJCY:
1.18
SPHD:
1.40
FOJCY:
0.55
SPHD:
2.42
FOJCY:
4.75
SPHD:
8.51
FOJCY:
6.75%
SPHD:
2.79%
FOJCY:
35.30%
SPHD:
10.85%
FOJCY:
-69.62%
SPHD:
-41.39%
FOJCY:
-43.19%
SPHD:
-4.48%
Returns By Period
In the year-to-date period, FOJCY achieves a 7.43% return, which is significantly higher than SPHD's 2.03% return. Over the past 10 years, FOJCY has underperformed SPHD with an annualized return of 5.54%, while SPHD has yielded a comparatively higher 8.29% annualized return.
FOJCY
7.43%
3.96%
-4.67%
33.96%
-1.37%
5.54%
SPHD
2.03%
2.82%
3.81%
21.32%
6.99%
8.29%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
FOJCY vs. SPHD — Risk-Adjusted Performance Rank
FOJCY
SPHD
FOJCY vs. SPHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fortum Oyj ADR (FOJCY) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD). 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.
Dividends
FOJCY vs. SPHD - Dividend Comparison
FOJCY's dividend yield for the trailing twelve months is around 8.73%, more than SPHD's 3.32% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FOJCY Fortum Oyj ADR | 8.73% | 9.38% | 6.69% | 7.48% | 4.33% | 10.02% | 5.00% | 6.18% | 6.01% | 15.90% | 9.89% | 6.83% |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 3.32% | 3.41% | 4.48% | 3.89% | 3.46% | 4.89% | 4.07% | 4.40% | 3.14% | 3.83% | 3.49% | 3.24% |
Drawdowns
FOJCY vs. SPHD - Drawdown Comparison
The maximum FOJCY drawdown since its inception was -69.62%, which is greater than SPHD's maximum drawdown of -41.39%. Use the drawdown chart below to compare losses from any high point for FOJCY and SPHD. For additional features, visit the drawdowns tool.
Volatility
FOJCY vs. SPHD - Volatility Comparison
Fortum Oyj ADR (FOJCY) has a higher volatility of 11.64% compared to Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) at 3.30%. This indicates that FOJCY's price experiences larger fluctuations and is considered to be riskier than SPHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.