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SPDV vs. FDVV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SPDV and FDVV is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.7

Performance

SPDV vs. FDVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AAM S&P 500 High Dividend Value ETF (SPDV) and Fidelity High Dividend ETF (FDVV). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
59.05%
122.49%
SPDV
FDVV

Key characteristics

Sharpe Ratio

SPDV:

0.35

FDVV:

0.71

Sortino Ratio

SPDV:

0.60

FDVV:

1.07

Omega Ratio

SPDV:

1.08

FDVV:

1.16

Calmar Ratio

SPDV:

0.33

FDVV:

0.72

Martin Ratio

SPDV:

1.22

FDVV:

3.19

Ulcer Index

SPDV:

5.00%

FDVV:

3.58%

Daily Std Dev

SPDV:

17.55%

FDVV:

16.04%

Max Drawdown

SPDV:

-43.81%

FDVV:

-40.25%

Current Drawdown

SPDV:

-11.54%

FDVV:

-7.45%

Returns By Period

In the year-to-date period, SPDV achieves a -4.93% return, which is significantly lower than FDVV's -3.12% return.


SPDV

YTD

-4.93%

1M

-5.90%

6M

-5.98%

1Y

6.73%

5Y*

13.77%

10Y*

N/A

FDVV

YTD

-3.12%

1M

-3.27%

6M

-3.75%

1Y

12.04%

5Y*

17.78%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SPDV vs. FDVV - Expense Ratio Comparison

Both SPDV and FDVV have an expense ratio of 0.29%.


Expense ratio chart for SPDV: current value is 0.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPDV: 0.29%
Expense ratio chart for FDVV: current value is 0.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FDVV: 0.29%

Risk-Adjusted Performance

SPDV vs. FDVV — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SPDV
The Risk-Adjusted Performance Rank of SPDV is 4444
Overall Rank
The Sharpe Ratio Rank of SPDV is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of SPDV is 4444
Sortino Ratio Rank
The Omega Ratio Rank of SPDV is 4343
Omega Ratio Rank
The Calmar Ratio Rank of SPDV is 4747
Calmar Ratio Rank
The Martin Ratio Rank of SPDV is 4545
Martin Ratio Rank

FDVV
The Risk-Adjusted Performance Rank of FDVV is 7070
Overall Rank
The Sharpe Ratio Rank of FDVV is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of FDVV is 6767
Sortino Ratio Rank
The Omega Ratio Rank of FDVV is 7070
Omega Ratio Rank
The Calmar Ratio Rank of FDVV is 7272
Calmar Ratio Rank
The Martin Ratio Rank of FDVV is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SPDV vs. FDVV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AAM S&P 500 High Dividend Value ETF (SPDV) and Fidelity High Dividend ETF (FDVV). 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.


The chart of Sharpe ratio for SPDV, currently valued at 0.35, compared to the broader market-1.000.001.002.003.004.00
SPDV: 0.35
FDVV: 0.71
The chart of Sortino ratio for SPDV, currently valued at 0.60, compared to the broader market-2.000.002.004.006.008.00
SPDV: 0.60
FDVV: 1.07
The chart of Omega ratio for SPDV, currently valued at 1.08, compared to the broader market0.501.001.502.002.50
SPDV: 1.08
FDVV: 1.16
The chart of Calmar ratio for SPDV, currently valued at 0.33, compared to the broader market0.002.004.006.008.0010.0012.00
SPDV: 0.33
FDVV: 0.72
The chart of Martin ratio for SPDV, currently valued at 1.22, compared to the broader market0.0020.0040.0060.00
SPDV: 1.22
FDVV: 3.19

The current SPDV Sharpe Ratio is 0.35, which is lower than the FDVV Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of SPDV and FDVV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.35
0.71
SPDV
FDVV

Dividends

SPDV vs. FDVV - Dividend Comparison

SPDV's dividend yield for the trailing twelve months is around 3.97%, more than FDVV's 3.16% yield.


TTM202420232022202120202019201820172016
SPDV
AAM S&P 500 High Dividend Value ETF
3.97%3.54%3.95%3.73%3.08%3.90%3.53%3.63%0.28%0.00%
FDVV
Fidelity High Dividend ETF
3.16%2.94%3.77%3.44%2.70%3.19%3.93%4.05%3.63%1.04%

Drawdowns

SPDV vs. FDVV - Drawdown Comparison

The maximum SPDV drawdown since its inception was -43.81%, which is greater than FDVV's maximum drawdown of -40.25%. Use the drawdown chart below to compare losses from any high point for SPDV and FDVV. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.54%
-7.45%
SPDV
FDVV

Volatility

SPDV vs. FDVV - Volatility Comparison

AAM S&P 500 High Dividend Value ETF (SPDV) and Fidelity High Dividend ETF (FDVV) have volatilities of 12.34% and 12.06%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.34%
12.06%
SPDV
FDVV