SPXD.L vs. FBCVX
Compare and contrast key facts about Invesco S&P 500 UCITS ETF Dist (SPXD.L) and Fidelity Blue Chip Value Fund (FBCVX).
SPXD.L is a passively managed fund by Invesco that tracks the performance of the Russell 1000 TR USD. It was launched on Oct 26, 2015. FBCVX is managed by Fidelity. It was launched on Jun 17, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPXD.L or FBCVX.
Key characteristics
| SPXD.L | FBCVX | |
|---|---|---|
| YTD Return | 26.50% | 12.53% |
| 1Y Return | 38.67% | 20.90% |
| 3Y Return (Ann) | 10.20% | 7.66% |
| 5Y Return (Ann) | 15.91% | 8.80% |
| Sharpe Ratio | 3.03 | 2.00 |
| Sortino Ratio | 4.17 | 2.89 |
| Omega Ratio | 1.57 | 1.35 |
| Calmar Ratio | 4.45 | 4.20 |
| Martin Ratio | 19.27 | 10.34 |
| Ulcer Index | 1.80% | 2.12% |
| Daily Std Dev | 11.58% | 10.93% |
| Max Drawdown | -33.98% | -63.06% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between SPXD.L and FBCVX is 0.47, 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
SPXD.L vs. FBCVX - Performance Comparison
In the year-to-date period, SPXD.L achieves a 26.50% return, which is significantly higher than FBCVX's 12.53% 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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SPXD.L vs. FBCVX - Expense Ratio Comparison
SPXD.L has a 0.05% expense ratio, which is lower than FBCVX's 0.63% expense ratio.
Risk-Adjusted Performance
SPXD.L vs. FBCVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 UCITS ETF Dist (SPXD.L) and Fidelity Blue Chip Value Fund (FBCVX). 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
SPXD.L vs. FBCVX - Dividend Comparison
SPXD.L's dividend yield for the trailing twelve months is around 0.93%, less than FBCVX's 6.44% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPXD.L Invesco S&P 500 UCITS ETF Dist | 0.93% | 1.51% | 1.68% | 1.31% | 1.55% | 1.87% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FBCVX Fidelity Blue Chip Value Fund | 6.44% | 1.53% | 1.07% | 1.26% | 1.07% | 1.48% | 1.62% | 1.09% | 1.05% | 1.77% | 1.39% | 0.60% |
Drawdowns
SPXD.L vs. FBCVX - Drawdown Comparison
The maximum SPXD.L drawdown since its inception was -33.98%, smaller than the maximum FBCVX drawdown of -63.06%. Use the drawdown chart below to compare losses from any high point for SPXD.L and FBCVX. For additional features, visit the drawdowns tool.
Volatility
SPXD.L vs. FBCVX - Volatility Comparison
Invesco S&P 500 UCITS ETF Dist (SPXD.L) and Fidelity Blue Chip Value Fund (FBCVX) have volatilities of 3.74% and 3.72%, 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.