TGOPY vs. FXAIX
Compare and contrast key facts about 3i Group PLC ADR (TGOPY) and Fidelity 500 Index Fund (FXAIX).
FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TGOPY or FXAIX.
Key characteristics
| TGOPY | FXAIX | |
|---|---|---|
| YTD Return | 39.70% | 26.96% |
| 1Y Return | 69.05% | 35.01% |
| 3Y Return (Ann) | 39.90% | 10.23% |
| 5Y Return (Ann) | 33.14% | 15.78% |
| Sharpe Ratio | 2.94 | 3.06 |
| Sortino Ratio | 3.60 | 4.07 |
| Omega Ratio | 1.49 | 1.58 |
| Calmar Ratio | 7.82 | 4.45 |
| Martin Ratio | 22.20 | 20.17 |
| Ulcer Index | 3.37% | 1.86% |
| Daily Std Dev | 25.43% | 12.27% |
| Max Drawdown | -53.66% | -33.79% |
| Current Drawdown | -7.43% | -0.25% |
Correlation
The correlation between TGOPY and FXAIX is 0.36, 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
TGOPY vs. FXAIX - Performance Comparison
In the year-to-date period, TGOPY achieves a 39.70% return, which is significantly higher than FXAIX's 26.96% 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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Risk-Adjusted Performance
TGOPY vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for 3i Group PLC ADR (TGOPY) 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
TGOPY vs. FXAIX - Dividend Comparison
TGOPY's dividend yield for the trailing twelve months is around 1.79%, more than FXAIX's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TGOPY 3i Group PLC ADR | 1.79% | 2.24% | 14.49% | 2.82% | 2.89% | 3.32% | 4.86% | 2.81% | 4.55% | 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
TGOPY vs. FXAIX - Drawdown Comparison
The maximum TGOPY drawdown since its inception was -53.66%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for TGOPY and FXAIX. For additional features, visit the drawdowns tool.
Volatility
TGOPY vs. FXAIX - Volatility Comparison
3i Group PLC ADR (TGOPY) has a higher volatility of 9.84% compared to Fidelity 500 Index Fund (FXAIX) at 3.74%. This indicates that TGOPY's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.