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IYLD vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

IYLD vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Morningstar Multi-Asset Income ETF (IYLD) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.13%
12.89%
IYLD
FXAIX

Returns By Period

In the year-to-date period, IYLD achieves a 4.07% return, which is significantly lower than FXAIX's 26.26% return. Over the past 10 years, IYLD has underperformed FXAIX with an annualized return of 2.35%, while FXAIX has yielded a comparatively higher 13.07% annualized return.


IYLD

YTD

4.07%

1M

-0.93%

6M

3.44%

1Y

10.11%

5Y (annualized)

0.64%

10Y (annualized)

2.35%

FXAIX

YTD

26.26%

1M

1.79%

6M

13.68%

1Y

32.38%

5Y (annualized)

15.71%

10Y (annualized)

13.07%

Key characteristics


IYLDFXAIX
Sharpe Ratio1.772.69
Sortino Ratio2.573.59
Omega Ratio1.341.50
Calmar Ratio0.863.90
Martin Ratio8.7517.53
Ulcer Index1.16%1.88%
Daily Std Dev5.71%12.24%
Max Drawdown-30.23%-33.79%
Current Drawdown-2.92%-0.81%

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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.


IYLD
iShares Morningstar Multi-Asset Income ETF
Expense ratio chart for IYLD: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for FXAIX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Correlation

-0.50.00.51.00.6

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.

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.


Sharpe ratio
The chart of Sharpe ratio for IYLD, currently valued at 1.77, compared to the broader market0.002.004.001.772.69
The chart of Sortino ratio for IYLD, currently valued at 2.57, compared to the broader market-2.000.002.004.006.008.0010.002.573.59
The chart of Omega ratio for IYLD, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.341.50
The chart of Calmar ratio for IYLD, currently valued at 0.85, compared to the broader market0.005.0010.0015.000.863.90
The chart of Martin ratio for IYLD, currently valued at 8.75, compared to the broader market0.0020.0040.0060.0080.00100.008.7517.53
IYLD
FXAIX

The current IYLD Sharpe Ratio is 1.77, which is lower than the FXAIX Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of IYLD and FXAIX, 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.77
2.69
IYLD
FXAIX

Dividends

IYLD vs. FXAIX - Dividend Comparison

IYLD's dividend yield for the trailing twelve months is around 5.17%, more than FXAIX's 1.22% yield.


TTM20232022202120202019201820172016201520142013
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
1.22%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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.92%
-0.81%
IYLD
FXAIX

Volatility

IYLD vs. FXAIX - Volatility Comparison

The current volatility for iShares Morningstar Multi-Asset Income ETF (IYLD) is 1.20%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 3.95%. 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.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
1.20%
3.95%
IYLD
FXAIX