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FUTY vs. VIG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FUTY and VIG is 0.50, 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.


-0.50.00.51.00.5

Performance

FUTY vs. VIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity MSCI Utilities Index ETF (FUTY) and Vanguard Dividend Appreciation ETF (VIG). The values are adjusted to include any dividend payments, if applicable.

140.00%160.00%180.00%200.00%220.00%240.00%260.00%JulyAugustSeptemberOctoberNovemberDecember
177.93%
240.06%
FUTY
VIG

Key characteristics

Sharpe Ratio

FUTY:

1.65

VIG:

1.88

Sortino Ratio

FUTY:

2.27

VIG:

2.64

Omega Ratio

FUTY:

1.29

VIG:

1.34

Calmar Ratio

FUTY:

1.30

VIG:

3.78

Martin Ratio

FUTY:

7.57

VIG:

11.75

Ulcer Index

FUTY:

3.34%

VIG:

1.63%

Daily Std Dev

FUTY:

15.30%

VIG:

10.20%

Max Drawdown

FUTY:

-36.44%

VIG:

-46.81%

Current Drawdown

FUTY:

-7.93%

VIG:

-3.60%

Returns By Period

In the year-to-date period, FUTY achieves a 23.27% return, which is significantly higher than VIG's 17.35% return. Over the past 10 years, FUTY has underperformed VIG with an annualized return of 8.28%, while VIG has yielded a comparatively higher 11.31% annualized return.


FUTY

YTD

23.27%

1M

-5.08%

6M

11.55%

1Y

24.95%

5Y*

6.13%

10Y*

8.28%

VIG

YTD

17.35%

1M

-1.84%

6M

7.77%

1Y

17.96%

5Y*

11.67%

10Y*

11.31%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FUTY vs. VIG - Expense Ratio Comparison

FUTY has a 0.08% expense ratio, which is higher than VIG's 0.06% 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%.


FUTY
Fidelity MSCI Utilities Index ETF
Expense ratio chart for FUTY: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for VIG: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

FUTY vs. VIG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Utilities Index ETF (FUTY) and Vanguard Dividend Appreciation ETF (VIG). 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.


Sharpe ratio
The chart of Sharpe ratio for FUTY, currently valued at 1.65, compared to the broader market0.002.004.001.651.88
The chart of Sortino ratio for FUTY, currently valued at 2.27, compared to the broader market-2.000.002.004.006.008.0010.002.272.64
The chart of Omega ratio for FUTY, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.001.291.34
The chart of Calmar ratio for FUTY, currently valued at 1.30, compared to the broader market0.005.0010.0015.001.303.78
The chart of Martin ratio for FUTY, currently valued at 7.57, compared to the broader market0.0020.0040.0060.0080.00100.007.5711.75
FUTY
VIG

The current FUTY Sharpe Ratio is 1.65, which is comparable to the VIG Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of FUTY and VIG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.65
1.88
FUTY
VIG

Dividends

FUTY vs. VIG - Dividend Comparison

FUTY's dividend yield for the trailing twelve months is around 2.95%, more than VIG's 1.27% yield.


TTM20232022202120202019201820172016201520142013
FUTY
Fidelity MSCI Utilities Index ETF
2.95%3.31%2.72%2.70%3.07%2.82%3.11%3.03%3.35%4.33%3.04%0.86%
VIG
Vanguard Dividend Appreciation ETF
1.27%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%1.84%

Drawdowns

FUTY vs. VIG - Drawdown Comparison

The maximum FUTY drawdown since its inception was -36.44%, smaller than the maximum VIG drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for FUTY and VIG. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.93%
-3.60%
FUTY
VIG

Volatility

FUTY vs. VIG - Volatility Comparison

Fidelity MSCI Utilities Index ETF (FUTY) has a higher volatility of 4.83% compared to Vanguard Dividend Appreciation ETF (VIG) at 3.55%. This indicates that FUTY's price experiences larger fluctuations and is considered to be riskier than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
4.83%
3.55%
FUTY
VIG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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