IVVM vs. FNILX

In the year-to-date period, IVVM achieves a 2.83% return, which is significantly higher than FNILX's -0.14% return.

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IVVM has a 0.50% expense ratio, which is higher than FNILX's 0.00% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for iShares Large Cap Moderate Buffer ETF (IVVM) and Fidelity ZERO Large Cap Index Fund (FNILX). 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.

The current IVVM Sharpe Ratio is 0.90, which is higher than the FNILX Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of IVVM and FNILX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

IVVM's dividend yield for the trailing twelve months is around 0.60%, less than FNILX's 1.09% yield.

The maximum IVVM drawdown since its inception was -11.62%, smaller than the maximum FNILX drawdown of -33.75%. Use the drawdown chart below to compare losses from any high point for IVVM and FNILX. For additional features, visit the drawdowns tool.

The current volatility for iShares Large Cap Moderate Buffer ETF (IVVM) is 2.70%, while Fidelity ZERO Large Cap Index Fund (FNILX) has a volatility of 4.76%. This indicates that IVVM experiences smaller price fluctuations and is considered to be less risky than FNILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.