FSV.L vs. SPLG
Compare and contrast key facts about Fidelity Special Values (FSV.L) and SPDR Portfolio S&P 500 ETF (SPLG).
SPLG is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Nov 15, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSV.L or SPLG.
Key characteristics
| FSV.L | SPLG | |
|---|---|---|
| YTD Return | 15.19% | 19.20% |
| 1Y Return | 18.74% | 28.41% |
| 3Y Return (Ann) | 4.95% | 10.03% |
| 5Y Return (Ann) | 7.10% | 15.27% |
| 10Y Return (Ann) | 8.65% | 12.93% |
| Sharpe Ratio | 1.41 | 2.12 |
| Daily Std Dev | 14.70% | 12.59% |
| Max Drawdown | -51.87% | -54.50% |
| Current Drawdown | -4.79% | -0.39% |
Correlation
The correlation between FSV.L and SPLG is 0.41, 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
FSV.L vs. SPLG - Performance Comparison
In the year-to-date period, FSV.L achieves a 15.19% return, which is significantly lower than SPLG's 19.20% return. Over the past 10 years, FSV.L has underperformed SPLG with an annualized return of 8.65%, while SPLG has yielded a comparatively higher 12.93% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FSV.L vs. SPLG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Special Values (FSV.L) and SPDR Portfolio S&P 500 ETF (SPLG). 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
FSV.L vs. SPLG - Dividend Comparison
FSV.L's dividend yield for the trailing twelve months is around 2.99%, more than SPLG's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSV.L Fidelity Special Values | 2.99% | 3.15% | 2.78% | 2.21% | 2.38% | 2.61% | 2.19% | 1.80% | 1.62% | 1.17% | 0.02% | 1.76% |
SPLG SPDR Portfolio S&P 500 ETF | 1.28% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% | 1.79% | 1.71% |
Drawdowns
FSV.L vs. SPLG - Drawdown Comparison
The maximum FSV.L drawdown since its inception was -51.87%, roughly equal to the maximum SPLG drawdown of -54.50%. Use the drawdown chart below to compare losses from any high point for FSV.L and SPLG. For additional features, visit the drawdowns tool.
Volatility
FSV.L vs. SPLG - Volatility Comparison
Fidelity Special Values (FSV.L) has a higher volatility of 4.14% compared to SPDR Portfolio S&P 500 ETF (SPLG) at 3.91%. This indicates that FSV.L's price experiences larger fluctuations and is considered to be riskier than SPLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.