PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
RESD vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RESD and FXAIX is 0.67, 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.


-0.50.00.51.00.7

Performance

RESD vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International ESG Fund (RESD) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
67.70%
220.36%
RESD
FXAIX

Key characteristics

Returns By Period


RESD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

FXAIX

YTD

26.49%

1M

-0.16%

6M

9.99%

1Y

26.93%

5Y*

14.89%

10Y*

12.91%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RESD vs. FXAIX - Expense Ratio Comparison

RESD has a 0.30% expense ratio, which is higher than FXAIX's 0.02% expense ratio.


RESD
WisdomTree International ESG Fund
Expense ratio chart for RESD: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
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%

Risk-Adjusted Performance

RESD vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International ESG Fund (RESD) 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 RESD, currently valued at 0.29, compared to the broader market0.002.004.000.292.17
The chart of Sortino ratio for RESD, currently valued at 0.39, compared to the broader market-2.000.002.004.006.008.0010.000.392.89
The chart of Omega ratio for RESD, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.161.41
The chart of Calmar ratio for RESD, currently valued at 0.11, compared to the broader market0.005.0010.0015.000.113.21
The chart of Martin ratio for RESD, currently valued at 1.05, compared to the broader market0.0020.0040.0060.0080.00100.001.0514.15
RESD
FXAIX


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.29
2.17
RESD
FXAIX

Dividends

RESD vs. FXAIX - Dividend Comparison

RESD has not paid dividends to shareholders, while FXAIX's dividend yield for the trailing twelve months is around 0.88%.


TTM20232022202120202019201820172016201520142013
RESD
WisdomTree International ESG Fund
0.00%2.73%0.26%2.33%1.87%2.52%1.82%1.00%0.25%0.00%0.00%0.00%
FXAIX
Fidelity 500 Index Fund
0.88%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%1.84%

Drawdowns

RESD vs. FXAIX - Drawdown Comparison


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.89%
-2.20%
RESD
FXAIX

Volatility

RESD vs. FXAIX - Volatility Comparison

The current volatility for WisdomTree International ESG Fund (RESD) is 0.00%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 3.74%. This indicates that RESD 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.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember0
3.74%
RESD
FXAIX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab