SDVY vs. FXAIX
Compare and contrast key facts about First Trust SMID Cap Rising Dividend Achievers ETF (SDVY) and Fidelity 500 Index Fund (FXAIX).
SDVY is a passively managed fund by First Trust that tracks the performance of the NASDAQ US Small Mid Cap Rising Dividend Achievers™ Index. It was launched on Nov 1, 2017. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SDVY or FXAIX.
Key characteristics
| SDVY | FXAIX | |
|---|---|---|
| YTD Return | 20.72% | 27.28% |
| 1Y Return | 43.73% | 37.86% |
| 3Y Return (Ann) | 10.64% | 10.36% |
| 5Y Return (Ann) | 15.05% | 16.05% |
| Sharpe Ratio | 2.32 | 3.24 |
| Sortino Ratio | 3.33 | 4.29 |
| Omega Ratio | 1.41 | 1.61 |
| Calmar Ratio | 4.69 | 4.74 |
| Martin Ratio | 13.28 | 21.47 |
| Ulcer Index | 3.44% | 1.86% |
| Daily Std Dev | 19.67% | 12.29% |
| Max Drawdown | -44.70% | -33.79% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between SDVY and FXAIX is 0.69, 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
SDVY vs. FXAIX - Performance Comparison
In the year-to-date period, SDVY achieves a 20.72% return, which is significantly lower than FXAIX's 27.28% 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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SDVY vs. FXAIX - Expense Ratio Comparison
SDVY has a 0.60% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Risk-Adjusted Performance
SDVY vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust SMID Cap Rising Dividend Achievers ETF (SDVY) 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.
Dividends
SDVY vs. FXAIX - Dividend Comparison
SDVY's dividend yield for the trailing twelve months is around 1.47%, more than FXAIX's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDVY First Trust SMID Cap Rising Dividend Achievers ETF | 1.47% | 1.90% | 2.28% | 1.09% | 1.48% | 1.70% | 1.57% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% |
FXAIX Fidelity 500 Index Fund | 1.21% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
SDVY vs. FXAIX - Drawdown Comparison
The maximum SDVY drawdown since its inception was -44.70%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for SDVY and FXAIX. For additional features, visit the drawdowns tool.
Volatility
SDVY vs. FXAIX - Volatility Comparison
First Trust SMID Cap Rising Dividend Achievers ETF (SDVY) has a higher volatility of 7.78% compared to Fidelity 500 Index Fund (FXAIX) at 3.88%. This indicates that SDVY's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.