STPZ vs. FXAIX
Compare and contrast key facts about PIMCO 1-5 Year US TIPS Index ETF (STPZ) and Fidelity 500 Index Fund (FXAIX).
STPZ is a passively managed fund by PIMCO that tracks the performance of the ICE BofA US Inflation-Linked Treasury (1-5 Y). It was launched on Aug 20, 2009. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: STPZ or FXAIX.
Key characteristics
| STPZ | FXAIX | |
|---|---|---|
| YTD Return | 4.37% | 27.16% |
| 1Y Return | 6.53% | 39.89% |
| 3Y Return (Ann) | 1.34% | 10.29% |
| 5Y Return (Ann) | 3.15% | 16.01% |
| 10Y Return (Ann) | 2.12% | 13.33% |
| Sharpe Ratio | 2.53 | 3.13 |
| Sortino Ratio | 4.14 | 4.16 |
| Omega Ratio | 1.53 | 1.59 |
| Calmar Ratio | 1.72 | 4.59 |
| Martin Ratio | 17.52 | 20.80 |
| Ulcer Index | 0.35% | 1.86% |
| Daily Std Dev | 2.45% | 12.39% |
| Max Drawdown | -6.76% | -33.79% |
| Current Drawdown | -0.72% | 0.00% |
Correlation
The correlation between STPZ and FXAIX is 0.06, 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.
Performance
STPZ vs. FXAIX - Performance Comparison
In the year-to-date period, STPZ achieves a 4.37% return, which is significantly lower than FXAIX's 27.16% return. Over the past 10 years, STPZ has underperformed FXAIX with an annualized return of 2.12%, while FXAIX has yielded a comparatively higher 13.33% annualized 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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STPZ vs. FXAIX - Expense Ratio Comparison
STPZ has a 0.20% expense ratio, which is higher than FXAIX's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
STPZ vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO 1-5 Year US TIPS Index ETF (STPZ) 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
STPZ vs. FXAIX - Dividend Comparison
STPZ's dividend yield for the trailing twelve months is around 1.83%, more than FXAIX's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STPZ PIMCO 1-5 Year US TIPS Index ETF | 1.83% | 1.63% | 5.88% | 3.65% | 1.86% | 1.76% | 2.39% | 1.51% | 0.65% | 0.49% | 0.86% | 0.09% |
FXAIX Fidelity 500 Index Fund | 1.21% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
STPZ vs. FXAIX - Drawdown Comparison
The maximum STPZ drawdown since its inception was -6.76%, smaller than the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for STPZ and FXAIX. For additional features, visit the drawdowns tool.
Volatility
STPZ vs. FXAIX - Volatility Comparison
The current volatility for PIMCO 1-5 Year US TIPS Index ETF (STPZ) is 0.54%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 3.91%. This indicates that STPZ experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.