SHG vs. FSPGX
Compare and contrast key facts about Shinhan Financial Group Co., Ltd. (SHG) and Fidelity Large Cap Growth Index Fund (FSPGX).
FSPGX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SHG or FSPGX.
Performance
SHG vs. FSPGX - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with SHG having a 29.81% return and FSPGX slightly lower at 29.02%.
SHG
29.81%
-8.02%
6.96%
43.10%
6.04%
2.78%
FSPGX
29.02%
1.63%
13.31%
36.21%
19.24%
N/A
Key characteristics
| SHG | FSPGX | |
|---|---|---|
| Sharpe Ratio | 1.24 | 2.15 |
| Sortino Ratio | 1.93 | 2.80 |
| Omega Ratio | 1.24 | 1.39 |
| Calmar Ratio | 1.41 | 2.75 |
| Martin Ratio | 5.41 | 10.78 |
| Ulcer Index | 8.03% | 3.35% |
| Daily Std Dev | 35.02% | 16.84% |
| Max Drawdown | -81.41% | -32.66% |
| Current Drawdown | -16.47% | -2.41% |
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Correlation
The correlation between SHG and FSPGX is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
SHG vs. FSPGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Shinhan Financial Group Co., Ltd. (SHG) 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.
Dividends
SHG vs. FSPGX - Dividend Comparison
SHG's dividend yield for the trailing twelve months is around 4.11%, more than FSPGX's 0.43% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHG Shinhan Financial Group Co., Ltd. | 4.11% | 3.87% | 5.54% | 5.23% | 4.47% | 3.96% | 3.91% | 2.91% | 3.35% | 3.10% | 2.14% | 1.37% |
FSPGX Fidelity Large Cap Growth Index Fund | 0.43% | 0.73% | 0.86% | 0.54% | 0.74% | 0.99% | 1.14% | 0.99% | 0.30% | 0.00% | 0.00% | 0.00% |
Drawdowns
SHG vs. FSPGX - Drawdown Comparison
The maximum SHG drawdown since its inception was -81.41%, which is greater than FSPGX's maximum drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for SHG and FSPGX. For additional features, visit the drawdowns tool.
Volatility
SHG vs. FSPGX - Volatility Comparison
Shinhan Financial Group Co., Ltd. (SHG) has a higher volatility of 9.62% compared to Fidelity Large Cap Growth Index Fund (FSPGX) at 5.48%. This indicates that SHG's price experiences larger fluctuations and is considered to be riskier than FSPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.