RTYS.L vs. FCIGX
Compare and contrast key facts about Invesco Russell 2000 UCITS ETF (RTYS.L) and Fidelity Advisor Small Cap Growth Fund Class I (FCIGX).
RTYS.L is a passively managed fund by Invesco that tracks the performance of the Russell 2000 TR USD. It was launched on Mar 31, 2009. FCIGX is managed by Fidelity. It was launched on Nov 3, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RTYS.L or FCIGX.
Key characteristics
| RTYS.L | FCIGX | |
|---|---|---|
| YTD Return | 18.08% | 29.06% |
| 1Y Return | 42.91% | 52.24% |
| 3Y Return (Ann) | 1.07% | 0.34% |
| 5Y Return (Ann) | 9.70% | 6.86% |
| 10Y Return (Ann) | 8.48% | 7.99% |
| Sharpe Ratio | 1.71 | 2.64 |
| Sortino Ratio | 2.54 | 3.50 |
| Omega Ratio | 1.31 | 1.44 |
| Calmar Ratio | 1.36 | 1.29 |
| Martin Ratio | 9.42 | 16.16 |
| Ulcer Index | 3.83% | 3.24% |
| Daily Std Dev | 21.59% | 19.88% |
| Max Drawdown | -42.15% | -59.05% |
| Current Drawdown | -0.96% | -9.52% |
Correlation
The correlation between RTYS.L and FCIGX is 0.52, 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
RTYS.L vs. FCIGX - Performance Comparison
In the year-to-date period, RTYS.L achieves a 18.08% return, which is significantly lower than FCIGX's 29.06% return. Over the past 10 years, RTYS.L has outperformed FCIGX with an annualized return of 8.48%, while FCIGX has yielded a comparatively lower 7.99% 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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RTYS.L vs. FCIGX - Expense Ratio Comparison
RTYS.L has a 0.45% expense ratio, which is lower than FCIGX's 1.04% expense ratio.
Risk-Adjusted Performance
RTYS.L vs. FCIGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Russell 2000 UCITS ETF (RTYS.L) and Fidelity Advisor Small Cap Growth Fund Class I (FCIGX). 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
RTYS.L vs. FCIGX - Dividend Comparison
RTYS.L has not paid dividends to shareholders, while FCIGX's dividend yield for the trailing twelve months is around 0.80%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RTYS.L Invesco Russell 2000 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FCIGX Fidelity Advisor Small Cap Growth Fund Class I | 0.80% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 4.32% | 8.35% | 16.94% |
Drawdowns
RTYS.L vs. FCIGX - Drawdown Comparison
The maximum RTYS.L drawdown since its inception was -42.15%, smaller than the maximum FCIGX drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for RTYS.L and FCIGX. For additional features, visit the drawdowns tool.
Volatility
RTYS.L vs. FCIGX - Volatility Comparison
Invesco Russell 2000 UCITS ETF (RTYS.L) has a higher volatility of 7.01% compared to Fidelity Advisor Small Cap Growth Fund Class I (FCIGX) at 6.01%. This indicates that RTYS.L's price experiences larger fluctuations and is considered to be riskier than FCIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.