SMIDX vs. FEZ
Compare and contrast key facts about SMI Dynamic Allocation Fund (SMIDX) and SPDR EURO STOXX 50 ETF (FEZ).
SMIDX is managed by SMI Funds. It was launched on Feb 27, 2013. FEZ is a passively managed fund by State Street that tracks the performance of the EURO STOXX 50 Index. It was launched on Oct 21, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SMIDX or FEZ.
Correlation
The correlation between SMIDX and FEZ is 0.61, 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
SMIDX vs. FEZ - Performance Comparison
Key characteristics
SMIDX:
1.20
FEZ:
0.93
SMIDX:
1.50
FEZ:
1.36
SMIDX:
1.25
FEZ:
1.16
SMIDX:
0.68
FEZ:
1.31
SMIDX:
5.03
FEZ:
2.91
SMIDX:
2.56%
FEZ:
5.16%
SMIDX:
10.77%
FEZ:
16.14%
SMIDX:
-27.40%
FEZ:
-64.21%
SMIDX:
-8.29%
FEZ:
-0.96%
Returns By Period
In the year-to-date period, SMIDX achieves a 5.58% return, which is significantly lower than FEZ's 13.81% return. Over the past 10 years, SMIDX has underperformed FEZ with an annualized return of 1.26%, while FEZ has yielded a comparatively higher 6.50% annualized return.
SMIDX
5.58%
2.55%
3.53%
12.96%
1.59%
1.26%
FEZ
13.81%
6.28%
6.54%
13.51%
9.59%
6.50%
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SMIDX vs. FEZ - Expense Ratio Comparison
SMIDX has a 1.19% expense ratio, which is higher than FEZ's 0.29% expense ratio.
Risk-Adjusted Performance
SMIDX vs. FEZ — Risk-Adjusted Performance Rank
SMIDX
FEZ
SMIDX vs. FEZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SMI Dynamic Allocation Fund (SMIDX) and SPDR EURO STOXX 50 ETF (FEZ). 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
SMIDX vs. FEZ - Dividend Comparison
SMIDX's dividend yield for the trailing twelve months is around 1.28%, less than FEZ's 2.58% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SMIDX SMI Dynamic Allocation Fund | 1.28% | 1.35% | 0.19% | 0.00% | 0.46% | 0.76% | 1.21% | 1.53% | 0.92% | 0.25% | 1.27% | 1.90% |
FEZ SPDR EURO STOXX 50 ETF | 2.58% | 2.94% | 2.75% | 3.05% | 2.61% | 2.12% | 2.61% | 3.45% | 2.44% | 3.35% | 3.03% | 3.78% |
Drawdowns
SMIDX vs. FEZ - Drawdown Comparison
The maximum SMIDX drawdown since its inception was -27.40%, smaller than the maximum FEZ drawdown of -64.21%. Use the drawdown chart below to compare losses from any high point for SMIDX and FEZ. For additional features, visit the drawdowns tool.
Volatility
SMIDX vs. FEZ - Volatility Comparison
The current volatility for SMI Dynamic Allocation Fund (SMIDX) is 2.33%, while SPDR EURO STOXX 50 ETF (FEZ) has a volatility of 4.54%. This indicates that SMIDX experiences smaller price fluctuations and is considered to be less risky than FEZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.