FTSD vs. FXAIX
Compare and contrast key facts about Franklin Liberty Short Duration U.S. Government ETF (FTSD) and Fidelity 500 Index Fund (FXAIX).
FTSD is an actively managed fund by Franklin Templeton. It was launched on Nov 4, 2013. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTSD or FXAIX.
Performance
FTSD vs. FXAIX - Performance Comparison
Returns By Period
In the year-to-date period, FTSD achieves a 4.55% return, which is significantly lower than FXAIX's 24.55% return. Over the past 10 years, FTSD has underperformed FXAIX with an annualized return of 1.57%, while FXAIX has yielded a comparatively higher 13.02% annualized return.
FTSD
4.55%
-0.04%
3.02%
5.91%
1.66%
1.57%
FXAIX
24.55%
0.58%
11.42%
32.03%
15.31%
13.02%
Key characteristics
| FTSD | FXAIX | |
|---|---|---|
| Sharpe Ratio | 4.60 | 2.63 |
| Sortino Ratio | 7.66 | 3.52 |
| Omega Ratio | 2.15 | 1.49 |
| Calmar Ratio | 7.06 | 3.81 |
| Martin Ratio | 39.63 | 17.22 |
| Ulcer Index | 0.15% | 1.87% |
| Daily Std Dev | 1.32% | 12.24% |
| Max Drawdown | -5.32% | -33.79% |
| Current Drawdown | -0.23% | -2.14% |
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FTSD vs. FXAIX - Expense Ratio Comparison
FTSD has a 0.25% expense ratio, which is higher than FXAIX's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between FTSD and FXAIX is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Risk-Adjusted Performance
FTSD vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Liberty Short Duration U.S. Government ETF (FTSD) and Fidelity 500 Index Fund (FXAIX). 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
FTSD vs. FXAIX - Dividend Comparison
FTSD's dividend yield for the trailing twelve months is around 4.79%, more than FXAIX's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTSD Franklin Liberty Short Duration U.S. Government ETF | 4.79% | 4.14% | 1.73% | 1.01% | 1.54% | 2.90% | 2.63% | 2.24% | 1.92% | 1.52% | 1.91% | 0.27% |
FXAIX Fidelity 500 Index Fund | 1.24% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
FTSD vs. FXAIX - Drawdown Comparison
The maximum FTSD drawdown since its inception was -5.32%, smaller than the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FTSD and FXAIX. For additional features, visit the drawdowns tool.
Volatility
FTSD vs. FXAIX - Volatility Comparison
The current volatility for Franklin Liberty Short Duration U.S. Government ETF (FTSD) is 0.29%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 4.05%. This indicates that FTSD experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.