IYLD vs. FXAIX
Compare and contrast key facts about iShares Morningstar Multi-Asset Income ETF (IYLD) and Fidelity 500 Index Fund (FXAIX).
IYLD is a passively managed fund by iShares that tracks the performance of the Morningstar Multi-Asset High Income Index. It was launched on Apr 5, 2012. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IYLD or FXAIX.
Key characteristics
| IYLD | FXAIX | |
|---|---|---|
| YTD Return | 4.09% | 26.96% |
| 1Y Return | 10.49% | 35.01% |
| 3Y Return (Ann) | -0.56% | 10.23% |
| 5Y Return (Ann) | 0.65% | 15.78% |
| 10Y Return (Ann) | 2.40% | 13.30% |
| Sharpe Ratio | 2.06 | 3.06 |
| Sortino Ratio | 3.07 | 4.07 |
| Omega Ratio | 1.40 | 1.58 |
| Calmar Ratio | 1.00 | 4.45 |
| Martin Ratio | 11.09 | 20.17 |
| Ulcer Index | 1.10% | 1.86% |
| Daily Std Dev | 5.93% | 12.27% |
| Max Drawdown | -30.23% | -33.79% |
| Current Drawdown | -2.90% | -0.25% |
Correlation
The correlation between IYLD and FXAIX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
IYLD vs. FXAIX - Performance Comparison
In the year-to-date period, IYLD achieves a 4.09% return, which is significantly lower than FXAIX's 26.96% return. Over the past 10 years, IYLD has underperformed FXAIX with an annualized return of 2.40%, while FXAIX has yielded a comparatively higher 13.30% annualized 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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IYLD vs. FXAIX - Expense Ratio Comparison
IYLD has a 0.60% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Risk-Adjusted Performance
IYLD vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar Multi-Asset Income ETF (IYLD) 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
IYLD vs. FXAIX - Dividend Comparison
IYLD's dividend yield for the trailing twelve months is around 5.17%, more than FXAIX's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYLD iShares Morningstar Multi-Asset Income ETF | 5.17% | 5.76% | 5.44% | 3.47% | 4.94% | 5.25% | 5.78% | 4.22% | 5.32% | 4.93% | 5.56% | 6.16% |
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
IYLD vs. FXAIX - Drawdown Comparison
The maximum IYLD drawdown since its inception was -30.23%, smaller than the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for IYLD and FXAIX. For additional features, visit the drawdowns tool.
Volatility
IYLD vs. FXAIX - Volatility Comparison
The current volatility for iShares Morningstar Multi-Asset Income ETF (IYLD) is 1.28%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 3.74%. This indicates that IYLD 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.