SUSB vs. FXAIX
Compare and contrast key facts about iShares ESG 1-5 Year USD Corporate Bond ETF (SUSB) and Fidelity 500 Index Fund (FXAIX).
SUSB is a passively managed fund by iShares that tracks the performance of the Bloomberg Barclays MSCI US Corporate 1-5 Year ESG Focus Index. It was launched on Jul 12, 2017. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SUSB or FXAIX.
Key characteristics
| SUSB | FXAIX | |
|---|---|---|
| YTD Return | 4.61% | 27.16% |
| 1Y Return | 8.36% | 39.89% |
| 3Y Return (Ann) | 1.30% | 10.29% |
| 5Y Return (Ann) | 1.85% | 16.01% |
| Sharpe Ratio | 2.97 | 3.13 |
| Sortino Ratio | 4.76 | 4.16 |
| Omega Ratio | 1.61 | 1.59 |
| Calmar Ratio | 1.73 | 4.59 |
| Martin Ratio | 19.56 | 20.80 |
| Ulcer Index | 0.41% | 1.86% |
| Daily Std Dev | 2.71% | 12.39% |
| Max Drawdown | -13.25% | -33.79% |
| Current Drawdown | -0.86% | 0.00% |
Correlation
The correlation between SUSB and FXAIX is 0.14, 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
SUSB vs. FXAIX - Performance Comparison
In the year-to-date period, SUSB achieves a 4.61% return, which is significantly lower than FXAIX's 27.16% 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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SUSB vs. FXAIX - Expense Ratio Comparison
SUSB has a 0.12% 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
SUSB vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG 1-5 Year USD Corporate Bond ETF (SUSB) 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
SUSB vs. FXAIX - Dividend Comparison
SUSB's dividend yield for the trailing twelve months is around 3.63%, more than FXAIX's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SUSB iShares ESG 1-5 Year USD Corporate Bond ETF | 3.63% | 2.80% | 1.73% | 1.30% | 1.91% | 2.82% | 3.05% | 1.22% | 0.00% | 0.00% | 0.00% | 0.00% |
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
SUSB vs. FXAIX - Drawdown Comparison
The maximum SUSB drawdown since its inception was -13.25%, smaller than the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for SUSB and FXAIX. For additional features, visit the drawdowns tool.
Volatility
SUSB vs. FXAIX - Volatility Comparison
The current volatility for iShares ESG 1-5 Year USD Corporate Bond ETF (SUSB) is 0.66%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 3.91%. This indicates that SUSB 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.