FSTUX vs. XDIV.TO
Compare and contrast key facts about Invesco Dividend Income Fund (FSTUX) and iShares Core MSCI Canadian Quality Dividend Index ETF (XDIV.TO).
FSTUX is managed by Invesco. It was launched on Jun 2, 1986. XDIV.TO is a passively managed fund by iShares that tracks the performance of the MSCI Canada High Dividend Yield 10% Security Capped Index. It was launched on Jun 12, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSTUX or XDIV.TO.
Performance
FSTUX vs. XDIV.TO - Performance Comparison
Returns By Period
In the year-to-date period, FSTUX achieves a 17.33% return, which is significantly lower than XDIV.TO's 26.25% return.
FSTUX
17.33%
3.93%
11.83%
20.00%
6.40%
5.19%
XDIV.TO
26.25%
3.90%
16.96%
30.84%
11.71%
N/A
Key characteristics
| FSTUX | XDIV.TO | |
|---|---|---|
| Sharpe Ratio | 2.07 | 3.38 |
| Sortino Ratio | 2.86 | 4.78 |
| Omega Ratio | 1.37 | 1.64 |
| Calmar Ratio | 2.55 | 5.47 |
| Martin Ratio | 12.23 | 18.82 |
| Ulcer Index | 1.63% | 1.60% |
| Daily Std Dev | 9.66% | 8.90% |
| Max Drawdown | -64.54% | -41.29% |
| Current Drawdown | 0.00% | -0.87% |
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FSTUX vs. XDIV.TO - Expense Ratio Comparison
FSTUX has a 0.94% expense ratio, which is higher than XDIV.TO's 0.11% expense ratio.
Correlation
The correlation between FSTUX and XDIV.TO is 0.70, 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.
Risk-Adjusted Performance
FSTUX vs. XDIV.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Dividend Income Fund (FSTUX) and iShares Core MSCI Canadian Quality Dividend Index ETF (XDIV.TO). 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
FSTUX vs. XDIV.TO - Dividend Comparison
FSTUX's dividend yield for the trailing twelve months is around 1.47%, less than XDIV.TO's 4.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSTUX Invesco Dividend Income Fund | 1.47% | 2.05% | 1.78% | 1.81% | 2.17% | 2.53% | 2.73% | 1.80% | 1.74% | 2.00% | 2.03% | 2.67% |
XDIV.TO iShares Core MSCI Canadian Quality Dividend Index ETF | 4.27% | 4.42% | 4.15% | 3.76% | 4.82% | 4.22% | 5.10% | 1.91% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FSTUX vs. XDIV.TO - Drawdown Comparison
The maximum FSTUX drawdown since its inception was -64.54%, which is greater than XDIV.TO's maximum drawdown of -41.29%. Use the drawdown chart below to compare losses from any high point for FSTUX and XDIV.TO. For additional features, visit the drawdowns tool.
Volatility
FSTUX vs. XDIV.TO - Volatility Comparison
Invesco Dividend Income Fund (FSTUX) and iShares Core MSCI Canadian Quality Dividend Index ETF (XDIV.TO) have volatilities of 3.07% and 3.20%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.