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 | 1.06% | 10.55% |
| 1Y Return | 2.85% | 28.81% |
| 3Y Return (Ann) | 1.11% | 9.63% |
| 5Y Return (Ann) | 2.80% | 14.68% |
| 10Y Return (Ann) | 1.70% | 12.98% |
| Sharpe Ratio | 1.01 | 2.52 |
| Daily Std Dev | 2.86% | 11.57% |
| Max Drawdown | -6.76% | -33.79% |
| Current Drawdown | -0.52% | 0.00% |
Correlation
The correlation between STPZ and FXAIX is 0.05, 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 1.06% return, which is significantly lower than FXAIX's 10.55% return. Over the past 10 years, STPZ has underperformed FXAIX with an annualized return of 1.70%, while FXAIX has yielded a comparatively higher 12.98% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 1.72%, more than FXAIX's 1.32% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STPZ PIMCO 1-5 Year US TIPS Index ETF | 1.72% | 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 | 1.32% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% | 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 0.50%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 3.36%. 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.