QDVSX vs. SPY

In the year-to-date period, QDVSX achieves a 3.38% return, which is significantly higher than SPY's 0.98% return.

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QDVSX has a 0.00% expense ratio, which is lower than SPY's 0.09% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for Fisher Investments Institutional Group ESG Stock Fund for Retirement Plans (QDVSX) and SPDR S&P 500 ETF (SPY). 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 QDVSX Sharpe Ratio is 0.27, which is lower than the SPY Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of QDVSX and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

QDVSX's dividend yield for the trailing twelve months is around 4.76%, more than SPY's 1.21% yield.

The maximum QDVSX drawdown since its inception was -33.57%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for QDVSX and SPY.

The current volatility for Fisher Investments Institutional Group ESG Stock Fund for Retirement Plans (QDVSX) is 4.52%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.85%. This indicates that QDVSX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.