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ILF vs. FFRHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

ILF vs. FFRHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Latin American 40 ETF (ILF) and Fidelity Floating Rate High Income Fund (FFRHX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%JuneJulyAugustSeptemberOctoberNovember
-11.09%
4.35%
ILF
FFRHX

Returns By Period

In the year-to-date period, ILF achieves a -15.68% return, which is significantly lower than FFRHX's 8.20% return. Over the past 10 years, ILF has underperformed FFRHX with an annualized return of 0.04%, while FFRHX has yielded a comparatively higher 4.62% annualized return.


ILF

YTD

-15.68%

1M

-5.24%

6M

-11.09%

1Y

-9.06%

5Y (annualized)

0.07%

10Y (annualized)

0.04%

FFRHX

YTD

8.20%

1M

1.00%

6M

4.35%

1Y

10.10%

5Y (annualized)

5.72%

10Y (annualized)

4.62%

Key characteristics


ILFFFRHX
Sharpe Ratio-0.513.92
Sortino Ratio-0.6112.64
Omega Ratio0.934.20
Calmar Ratio-0.3011.68
Martin Ratio-1.0462.23
Ulcer Index8.70%0.16%
Daily Std Dev17.54%2.55%
Max Drawdown-67.48%-22.19%
Current Drawdown-28.39%0.00%

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ILF vs. FFRHX - Expense Ratio Comparison

ILF has a 0.48% expense ratio, which is lower than FFRHX's 0.67% expense ratio.


FFRHX
Fidelity Floating Rate High Income Fund
Expense ratio chart for FFRHX: current value at 0.67% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.67%
Expense ratio chart for ILF: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%

Correlation

-0.50.00.51.00.2

The correlation between ILF and FFRHX is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

ILF vs. FFRHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Latin American 40 ETF (ILF) and Fidelity Floating Rate High Income Fund (FFRHX). 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 ILF, currently valued at -0.54, compared to the broader market0.002.004.00-0.543.92
The chart of Sortino ratio for ILF, currently valued at -0.65, compared to the broader market-2.000.002.004.006.008.0010.00-0.6512.64
The chart of Omega ratio for ILF, currently valued at 0.93, compared to the broader market0.501.001.502.002.503.000.934.20
The chart of Calmar ratio for ILF, currently valued at -0.32, compared to the broader market0.005.0010.0015.00-0.3211.68
The chart of Martin ratio for ILF, currently valued at -1.08, compared to the broader market0.0020.0040.0060.0080.00100.00-1.0862.23
ILF
FFRHX

The current ILF Sharpe Ratio is -0.51, which is lower than the FFRHX Sharpe Ratio of 3.92. The chart below compares the historical Sharpe Ratios of ILF and FFRHX, 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 Ratio-1.000.001.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
-0.54
3.92
ILF
FFRHX

Dividends

ILF vs. FFRHX - Dividend Comparison

ILF's dividend yield for the trailing twelve months is around 6.38%, less than FFRHX's 8.36% yield.


TTM20232022202120202019201820172016201520142013
ILF
iShares Latin American 40 ETF
6.38%4.61%12.72%8.47%1.88%3.09%3.12%1.81%1.59%3.25%2.32%3.32%
FFRHX
Fidelity Floating Rate High Income Fund
8.36%8.25%5.06%3.27%3.85%5.17%4.75%4.01%3.94%4.25%4.00%3.46%

Drawdowns

ILF vs. FFRHX - Drawdown Comparison

The maximum ILF drawdown since its inception was -67.48%, which is greater than FFRHX's maximum drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for ILF and FFRHX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-28.39%
0
ILF
FFRHX

Volatility

ILF vs. FFRHX - Volatility Comparison

iShares Latin American 40 ETF (ILF) has a higher volatility of 4.25% compared to Fidelity Floating Rate High Income Fund (FFRHX) at 0.62%. This indicates that ILF's price experiences larger fluctuations and is considered to be riskier than FFRHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
4.25%
0.62%
ILF
FFRHX