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PSK vs. FSPGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PSK and FSPGX is 0.43, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

PSK vs. FSPGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR ICE Preferred Securities ETF (PSK) and Fidelity Large Cap Growth Index Fund (FSPGX). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
18.86%
299.47%
PSK
FSPGX

Key characteristics

Sharpe Ratio

PSK:

0.06

FSPGX:

0.53

Sortino Ratio

PSK:

0.15

FSPGX:

0.90

Omega Ratio

PSK:

1.02

FSPGX:

1.13

Calmar Ratio

PSK:

0.05

FSPGX:

0.57

Martin Ratio

PSK:

0.14

FSPGX:

2.02

Ulcer Index

PSK:

3.88%

FSPGX:

6.60%

Daily Std Dev

PSK:

9.49%

FSPGX:

25.14%

Max Drawdown

PSK:

-30.10%

FSPGX:

-32.66%

Current Drawdown

PSK:

-9.31%

FSPGX:

-12.59%

Returns By Period

In the year-to-date period, PSK achieves a -1.52% return, which is significantly higher than FSPGX's -8.91% return.


PSK

YTD

-1.52%

1M

-1.99%

6M

-5.87%

1Y

1.69%

5Y*

0.55%

10Y*

2.57%

FSPGX

YTD

-8.91%

1M

-1.87%

6M

-4.40%

1Y

14.05%

5Y*

17.73%

10Y*

N/A

*Annualized

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PSK vs. FSPGX - Expense Ratio Comparison

PSK has a 0.45% expense ratio, which is higher than FSPGX's 0.04% expense ratio.


Expense ratio chart for PSK: current value is 0.45%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PSK: 0.45%
Expense ratio chart for FSPGX: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FSPGX: 0.04%

Risk-Adjusted Performance

PSK vs. FSPGX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PSK
The Risk-Adjusted Performance Rank of PSK is 2121
Overall Rank
The Sharpe Ratio Rank of PSK is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of PSK is 2020
Sortino Ratio Rank
The Omega Ratio Rank of PSK is 1919
Omega Ratio Rank
The Calmar Ratio Rank of PSK is 2323
Calmar Ratio Rank
The Martin Ratio Rank of PSK is 2222
Martin Ratio Rank

FSPGX
The Risk-Adjusted Performance Rank of FSPGX is 6161
Overall Rank
The Sharpe Ratio Rank of FSPGX is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPGX is 6060
Sortino Ratio Rank
The Omega Ratio Rank of FSPGX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of FSPGX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of FSPGX is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PSK vs. FSPGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR ICE Preferred Securities ETF (PSK) and Fidelity Large Cap Growth Index Fund (FSPGX). 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 chart of Sharpe ratio for PSK, currently valued at 0.06, compared to the broader market-1.000.001.002.003.004.00
PSK: 0.06
FSPGX: 0.53
The chart of Sortino ratio for PSK, currently valued at 0.15, compared to the broader market-2.000.002.004.006.008.00
PSK: 0.15
FSPGX: 0.90
The chart of Omega ratio for PSK, currently valued at 1.02, compared to the broader market0.501.001.502.002.50
PSK: 1.02
FSPGX: 1.13
The chart of Calmar ratio for PSK, currently valued at 0.05, compared to the broader market0.002.004.006.008.0010.0012.00
PSK: 0.05
FSPGX: 0.57
The chart of Martin ratio for PSK, currently valued at 0.14, compared to the broader market0.0020.0040.0060.00
PSK: 0.14
FSPGX: 2.02

The current PSK Sharpe Ratio is 0.06, which is lower than the FSPGX Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of PSK and FSPGX, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.06
0.53
PSK
FSPGX

Dividends

PSK vs. FSPGX - Dividend Comparison

PSK's dividend yield for the trailing twelve months is around 6.76%, more than FSPGX's 0.41% yield.


TTM20242023202220212020201920182017201620152014
PSK
SPDR ICE Preferred Securities ETF
6.76%6.55%6.44%6.55%5.03%5.08%5.44%6.47%6.91%5.92%5.35%5.65%
FSPGX
Fidelity Large Cap Growth Index Fund
0.41%0.37%0.73%0.86%0.54%0.74%0.99%1.14%0.99%0.30%0.00%0.00%

Drawdowns

PSK vs. FSPGX - Drawdown Comparison

The maximum PSK drawdown since its inception was -30.10%, smaller than the maximum FSPGX drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for PSK and FSPGX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.31%
-12.59%
PSK
FSPGX

Volatility

PSK vs. FSPGX - Volatility Comparison

The current volatility for SPDR ICE Preferred Securities ETF (PSK) is 4.01%, while Fidelity Large Cap Growth Index Fund (FSPGX) has a volatility of 16.80%. This indicates that PSK experiences smaller price fluctuations and is considered to be less risky than FSPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
4.01%
16.80%
PSK
FSPGX