SOCL vs. FXAIX
Compare and contrast key facts about Global X Social Media ETF (SOCL) and Fidelity 500 Index Fund (FXAIX).
SOCL is a passively managed fund by Global X that tracks the performance of the Solactive Social Media Index. It was launched on Nov 14, 2011. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SOCL or FXAIX.
Performance
SOCL vs. FXAIX - Performance Comparison
Returns By Period
In the year-to-date period, SOCL achieves a 4.59% return, which is significantly lower than FXAIX's 25.57% return. Over the past 10 years, SOCL has underperformed FXAIX with an annualized return of 8.57%, while FXAIX has yielded a comparatively higher 13.04% annualized return.
SOCL
4.59%
0.36%
-3.07%
9.36%
5.38%
8.57%
FXAIX
25.57%
1.18%
12.23%
32.20%
15.59%
13.04%
Key characteristics
| SOCL | FXAIX | |
|---|---|---|
| Sharpe Ratio | 0.34 | 2.61 |
| Sortino Ratio | 0.65 | 3.49 |
| Omega Ratio | 1.08 | 1.49 |
| Calmar Ratio | 0.15 | 3.78 |
| Martin Ratio | 1.18 | 17.01 |
| Ulcer Index | 6.74% | 1.88% |
| Daily Std Dev | 23.56% | 12.24% |
| Max Drawdown | -68.70% | -33.79% |
| Current Drawdown | -45.43% | -1.35% |
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SOCL vs. FXAIX - Expense Ratio Comparison
SOCL has a 0.65% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Correlation
The correlation between SOCL and FXAIX is 0.65, 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.
Risk-Adjusted Performance
SOCL vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Social Media ETF (SOCL) 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
SOCL vs. FXAIX - Dividend Comparison
SOCL's dividend yield for the trailing twelve months is around 0.38%, less than FXAIX's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SOCL Global X Social Media ETF | 0.38% | 0.61% | 0.39% | 0.00% | 0.00% | 0.00% | 0.00% | 1.49% | 0.18% | 0.01% | 0.05% | 0.00% |
FXAIX Fidelity 500 Index Fund | 1.23% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
SOCL vs. FXAIX - Drawdown Comparison
The maximum SOCL drawdown since its inception was -68.70%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for SOCL and FXAIX. For additional features, visit the drawdowns tool.
Volatility
SOCL vs. FXAIX - Volatility Comparison
Global X Social Media ETF (SOCL) has a higher volatility of 7.32% compared to Fidelity 500 Index Fund (FXAIX) at 4.06%. This indicates that SOCL'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.