IYJ vs. FXAIX
Compare and contrast key facts about iShares U.S. Industrials ETF (IYJ) and Fidelity 500 Index Fund (FXAIX).
IYJ is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Industrials Index. It was launched on Jul 14, 2000. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IYJ or FXAIX.
Performance
IYJ vs. FXAIX - Performance Comparison
Returns By Period
In the year-to-date period, IYJ achieves a 22.31% return, which is significantly lower than FXAIX's 25.57% return. Over the past 10 years, IYJ has underperformed FXAIX with an annualized return of 11.32%, while FXAIX has yielded a comparatively higher 13.04% annualized return.
IYJ
22.31%
1.46%
12.71%
33.26%
12.08%
11.32%
FXAIX
25.57%
1.18%
12.23%
32.20%
15.59%
13.04%
Key characteristics
| IYJ | FXAIX | |
|---|---|---|
| Sharpe Ratio | 2.52 | 2.61 |
| Sortino Ratio | 3.55 | 3.49 |
| Omega Ratio | 1.44 | 1.49 |
| Calmar Ratio | 5.29 | 3.78 |
| Martin Ratio | 14.37 | 17.01 |
| Ulcer Index | 2.32% | 1.88% |
| Daily Std Dev | 13.20% | 12.24% |
| Max Drawdown | -61.97% | -33.79% |
| Current Drawdown | -2.72% | -1.35% |
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IYJ vs. FXAIX - Expense Ratio Comparison
IYJ has a 0.42% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Correlation
The correlation between IYJ and FXAIX is 0.90, 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.
Risk-Adjusted Performance
IYJ vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Industrials ETF (IYJ) 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
IYJ vs. FXAIX - Dividend Comparison
IYJ's dividend yield for the trailing twelve months is around 0.84%, less than FXAIX's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYJ iShares U.S. Industrials ETF | 0.84% | 1.05% | 1.05% | 0.76% | 1.01% | 1.32% | 1.43% | 1.29% | 1.38% | 1.53% | 1.46% | 1.14% |
FXAIX Fidelity 500 Index Fund | 1.23% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
IYJ vs. FXAIX - Drawdown Comparison
The maximum IYJ drawdown since its inception was -61.97%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for IYJ and FXAIX. For additional features, visit the drawdowns tool.
Volatility
IYJ vs. FXAIX - Volatility Comparison
iShares U.S. Industrials ETF (IYJ) has a higher volatility of 5.15% compared to Fidelity 500 Index Fund (FXAIX) at 4.06%. This indicates that IYJ's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.