Correlation
The correlation between ILESX and SPY is 0.95, 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.
ILESX vs. SPY
Compare and contrast key facts about Fisher Investments Institutional Group U.S. Large Cap Equity Environmental and Social Values Fund (ILESX) and SPDR S&P 500 ETF (SPY).
ILESX is managed by Fisher Investments. It was launched on Jul 16, 2020. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ILESX or SPY.
Performance
ILESX vs. SPY - Performance Comparison
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Key characteristics
ILESX:
0.30
SPY:
0.70
ILESX:
0.45
SPY:
1.02
ILESX:
1.06
SPY:
1.15
ILESX:
0.19
SPY:
0.68
ILESX:
0.59
SPY:
2.57
ILESX:
7.80%
SPY:
4.93%
ILESX:
22.03%
SPY:
20.42%
ILESX:
-36.43%
SPY:
-55.19%
ILESX:
-9.67%
SPY:
-3.55%
Returns By Period
In the year-to-date period, ILESX achieves a -2.75% return, which is significantly lower than SPY's 0.87% return.
ILESX
-2.75%
5.88%
-8.14%
5.92%
13.12%
N/A
N/A
SPY
0.87%
5.54%
-1.56%
13.18%
14.25%
15.81%
12.73%
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ILESX vs. SPY - Expense Ratio Comparison
ILESX has a 0.47% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
ILESX vs. SPY — Risk-Adjusted Performance Rank
ILESX
SPY
ILESX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fisher Investments Institutional Group U.S. Large Cap Equity Environmental and Social Values Fund (ILESX) and SPDR S&P 500 ETF (SPY). 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.
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Dividends
ILESX vs. SPY - Dividend Comparison
ILESX's dividend yield for the trailing twelve months is around 3.48%, more than SPY's 1.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ILESX Fisher Investments Institutional Group U.S. Large Cap Equity Environmental and Social Values Fund | 3.48% | 3.38% | 5.01% | 3.10% | 2.10% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.22% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
ILESX vs. SPY - Drawdown Comparison
The maximum ILESX drawdown since its inception was -36.43%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ILESX and SPY.
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Volatility
ILESX vs. SPY - Volatility Comparison
Fisher Investments Institutional Group U.S. Large Cap Equity Environmental and Social Values Fund (ILESX) has a higher volatility of 5.75% compared to SPDR S&P 500 ETF (SPY) at 4.86%. This indicates that ILESX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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