SUSA vs. FXAIX
Compare and contrast key facts about iShares MSCI USA ESG Select ETF (SUSA) and Fidelity 500 Index Fund (FXAIX).
SUSA is a passively managed fund by iShares that tracks the performance of the MSCI USA ESG Select Index. It was launched on Jan 24, 2005. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SUSA or FXAIX.
Performance
SUSA vs. FXAIX - Performance Comparison
Returns By Period
In the year-to-date period, SUSA achieves a 24.75% return, which is significantly lower than FXAIX's 26.26% return. Both investments have delivered pretty close results over the past 10 years, with SUSA having a 12.77% annualized return and FXAIX not far ahead at 13.07%.
SUSA
24.75%
2.89%
14.17%
32.47%
15.61%
12.77%
FXAIX
26.26%
1.79%
13.68%
32.38%
15.71%
13.07%
Key characteristics
| SUSA | FXAIX | |
|---|---|---|
| Sharpe Ratio | 2.69 | 2.69 |
| Sortino Ratio | 3.63 | 3.59 |
| Omega Ratio | 1.48 | 1.50 |
| Calmar Ratio | 3.79 | 3.90 |
| Martin Ratio | 17.15 | 17.53 |
| Ulcer Index | 1.93% | 1.88% |
| Daily Std Dev | 12.31% | 12.24% |
| Max Drawdown | -53.93% | -33.79% |
| Current Drawdown | -0.55% | -0.81% |
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SUSA vs. FXAIX - Expense Ratio Comparison
SUSA has a 0.25% 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%.
Correlation
The correlation between SUSA and FXAIX is 0.96, 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.
Risk-Adjusted Performance
SUSA vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Select ETF (SUSA) 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
SUSA vs. FXAIX - Dividend Comparison
SUSA's dividend yield for the trailing twelve months is around 1.12%, less than FXAIX's 1.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SUSA iShares MSCI USA ESG Select ETF | 1.12% | 1.32% | 1.52% | 0.98% | 1.17% | 1.52% | 1.72% | 1.40% | 1.56% | 1.42% | 1.21% | 1.30% |
FXAIX Fidelity 500 Index Fund | 1.22% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
SUSA vs. FXAIX - Drawdown Comparison
The maximum SUSA drawdown since its inception was -53.93%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for SUSA and FXAIX. For additional features, visit the drawdowns tool.
Volatility
SUSA vs. FXAIX - Volatility Comparison
iShares MSCI USA ESG Select ETF (SUSA) and Fidelity 500 Index Fund (FXAIX) have volatilities of 3.83% and 3.95%, 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.