UTMD vs. FDFIX
Compare and contrast key facts about Utah Medical Products, Inc. (UTMD) and Fidelity Flex 500 Index Fund (FDFIX).
FDFIX is managed by Fidelity. It was launched on Mar 9, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UTMD or FDFIX.
Key characteristics
| UTMD | FDFIX | |
|---|---|---|
| YTD Return | -20.27% | 23.85% |
| 1Y Return | -20.07% | 35.54% |
| 3Y Return (Ann) | -7.97% | 11.06% |
| 5Y Return (Ann) | -5.58% | 16.28% |
| Sharpe Ratio | -0.85 | 2.83 |
| Sortino Ratio | -1.20 | 3.77 |
| Omega Ratio | 0.87 | 1.52 |
| Calmar Ratio | -0.45 | 3.07 |
| Martin Ratio | -1.17 | 17.69 |
| Ulcer Index | 17.14% | 2.01% |
| Daily Std Dev | 23.73% | 12.55% |
| Max Drawdown | -76.72% | -33.77% |
| Current Drawdown | -43.70% | -0.32% |
Correlation
The correlation between UTMD and FDFIX is 0.35, 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
UTMD vs. FDFIX - Performance Comparison
In the year-to-date period, UTMD achieves a -20.27% return, which is significantly lower than FDFIX's 23.85% 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
UTMD vs. FDFIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Utah Medical Products, Inc. (UTMD) and Fidelity Flex 500 Index Fund (FDFIX). 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
UTMD vs. FDFIX - Dividend Comparison
UTMD's dividend yield for the trailing twelve months is around 1.81%, more than FDFIX's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UTMD Utah Medical Products, Inc. | 1.81% | 1.41% | 1.16% | 2.84% | 1.31% | 1.01% | 1.28% | 1.28% | 1.41% | 1.72% | 1.64% | 1.69% |
FDFIX Fidelity Flex 500 Index Fund | 1.26% | 1.48% | 1.70% | 1.27% | 1.52% | 1.78% | 2.16% | 0.92% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
UTMD vs. FDFIX - Drawdown Comparison
The maximum UTMD drawdown since its inception was -76.72%, which is greater than FDFIX's maximum drawdown of -33.77%. Use the drawdown chart below to compare losses from any high point for UTMD and FDFIX. For additional features, visit the drawdowns tool.
Volatility
UTMD vs. FDFIX - Volatility Comparison
Utah Medical Products, Inc. (UTMD) has a higher volatility of 3.34% compared to Fidelity Flex 500 Index Fund (FDFIX) at 3.06%. This indicates that UTMD's price experiences larger fluctuations and is considered to be riskier than FDFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.