ITDA vs. FXAIX
Compare and contrast key facts about Ishares Lifepath Target Date 2025 ETF (ITDA) and Fidelity 500 Index Fund (FXAIX).
ITDA is an actively managed fund by iShares. It was launched on Oct 17, 2023. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ITDA or FXAIX.
Key characteristics
| ITDA | FXAIX | |
|---|---|---|
| YTD Return | 9.56% | 27.28% |
| 1Y Return | 18.16% | 37.86% |
| Sharpe Ratio | 2.86 | 3.24 |
| Sortino Ratio | 4.30 | 4.29 |
| Omega Ratio | 1.55 | 1.61 |
| Calmar Ratio | 5.49 | 4.74 |
| Martin Ratio | 17.97 | 21.47 |
| Ulcer Index | 1.05% | 1.86% |
| Daily Std Dev | 6.59% | 12.29% |
| Max Drawdown | -3.44% | -33.79% |
| Current Drawdown | -0.70% | 0.00% |
Correlation
The correlation between ITDA and FXAIX is 0.79, 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
ITDA vs. FXAIX - Performance Comparison
In the year-to-date period, ITDA achieves a 9.56% return, which is significantly lower than FXAIX's 27.28% 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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ITDA vs. FXAIX - Expense Ratio Comparison
ITDA has a 0.09% 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%.
Risk-Adjusted Performance
ITDA vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ishares Lifepath Target Date 2025 ETF (ITDA) 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
ITDA vs. FXAIX - Dividend Comparison
ITDA's dividend yield for the trailing twelve months is around 2.99%, more than FXAIX's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITDA Ishares Lifepath Target Date 2025 ETF | 2.99% | 0.87% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FXAIX Fidelity 500 Index Fund | 1.21% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
ITDA vs. FXAIX - Drawdown Comparison
The maximum ITDA drawdown since its inception was -3.44%, smaller than the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for ITDA and FXAIX. For additional features, visit the drawdowns tool.
Volatility
ITDA vs. FXAIX - Volatility Comparison
The current volatility for Ishares Lifepath Target Date 2025 ETF (ITDA) is 1.69%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 3.88%. This indicates that ITDA 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.