FTSIX vs. FDVV
Compare and contrast key facts about Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) and Fidelity High Dividend ETF (FDVV).
FTSIX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 26, 2018. FDVV is a passively managed fund by Fidelity that tracks the performance of the Fidelity Core Dividend Index. It was launched on Sep 12, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTSIX or FDVV.
Key characteristics
| FTSIX | FDVV | |
|---|---|---|
| YTD Return | 19.78% | 25.82% |
| 1Y Return | 37.68% | 40.01% |
| 3Y Return (Ann) | 3.10% | 13.27% |
| 5Y Return (Ann) | 10.81% | 14.69% |
| Sharpe Ratio | 2.43 | 3.74 |
| Sortino Ratio | 3.43 | 5.11 |
| Omega Ratio | 1.43 | 1.70 |
| Calmar Ratio | 1.73 | 5.65 |
| Martin Ratio | 15.83 | 32.76 |
| Ulcer Index | 2.30% | 1.19% |
| Daily Std Dev | 14.98% | 10.43% |
| Max Drawdown | -42.12% | -40.25% |
| Current Drawdown | -0.84% | 0.00% |
Correlation
The correlation between FTSIX and FDVV is 0.88, 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.
Performance
FTSIX vs. FDVV - Performance Comparison
In the year-to-date period, FTSIX achieves a 19.78% return, which is significantly lower than FDVV's 25.82% 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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FTSIX vs. FDVV - Expense Ratio Comparison
FTSIX has a 2.69% expense ratio, which is higher than FDVV's 0.29% expense ratio.
Risk-Adjusted Performance
FTSIX vs. FDVV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) and Fidelity High Dividend ETF (FDVV). 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
FTSIX vs. FDVV - Dividend Comparison
FTSIX's dividend yield for the trailing twelve months is around 0.71%, less than FDVV's 2.71% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
FTSIX Fuller & Thaler Behavioral Small-Mid Core Equity Fund | 0.71% | 0.86% | 0.95% | 0.36% | 0.35% | 0.61% | 0.00% | 0.00% | 0.00% |
FDVV Fidelity High Dividend ETF | 2.71% | 3.77% | 3.44% | 2.70% | 3.19% | 3.93% | 4.05% | 3.63% | 1.04% |
Drawdowns
FTSIX vs. FDVV - Drawdown Comparison
The maximum FTSIX drawdown since its inception was -42.12%, roughly equal to the maximum FDVV drawdown of -40.25%. Use the drawdown chart below to compare losses from any high point for FTSIX and FDVV. For additional features, visit the drawdowns tool.
Volatility
FTSIX vs. FDVV - Volatility Comparison
Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) has a higher volatility of 5.26% compared to Fidelity High Dividend ETF (FDVV) at 2.79%. This indicates that FTSIX's price experiences larger fluctuations and is considered to be riskier than FDVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.