VUIAX vs. FUTY
Compare and contrast key facts about Vanguard Utilities Index Fund Admiral Shares (VUIAX) and Fidelity MSCI Utilities Index ETF (FUTY).
VUIAX is managed by Vanguard. It was launched on Apr 28, 2004. FUTY is a passively managed fund by Fidelity that tracks the performance of the MSCI USA IMI Utilities Index. It was launched on Oct 21, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VUIAX or FUTY.
Performance
VUIAX vs. FUTY - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with VUIAX having a 27.83% return and FUTY slightly higher at 28.09%. Both investments have delivered pretty close results over the past 10 years, with VUIAX having a 9.07% annualized return and FUTY not far ahead at 9.13%.
VUIAX
27.83%
-3.34%
10.82%
32.15%
7.59%
9.07%
FUTY
28.09%
-2.78%
11.07%
31.93%
7.72%
9.13%
Key characteristics
| VUIAX | FUTY | |
|---|---|---|
| Sharpe Ratio | 2.11 | 2.10 |
| Sortino Ratio | 2.90 | 2.88 |
| Omega Ratio | 1.36 | 1.36 |
| Calmar Ratio | 1.68 | 1.66 |
| Martin Ratio | 10.34 | 10.21 |
| Ulcer Index | 3.17% | 3.17% |
| Daily Std Dev | 15.50% | 15.43% |
| Max Drawdown | -46.28% | -36.44% |
| Current Drawdown | -3.34% | -3.22% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VUIAX vs. FUTY - Expense Ratio Comparison
VUIAX has a 0.10% expense ratio, which is higher than FUTY's 0.08% 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 VUIAX and FUTY is 0.99, 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
VUIAX vs. FUTY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Utilities Index Fund Admiral Shares (VUIAX) and Fidelity MSCI Utilities Index ETF (FUTY). 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
VUIAX vs. FUTY - Dividend Comparison
VUIAX's dividend yield for the trailing twelve months is around 2.90%, more than FUTY's 2.73% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VUIAX Vanguard Utilities Index Fund Admiral Shares | 2.90% | 3.49% | 2.98% | 2.70% | 3.17% | 2.82% | 3.23% | 3.18% | 3.19% | 3.64% | 3.02% | 3.76% |
FUTY Fidelity MSCI Utilities Index ETF | 2.73% | 3.31% | 2.72% | 2.70% | 3.07% | 2.82% | 3.11% | 3.03% | 3.35% | 4.33% | 3.04% | 0.86% |
Drawdowns
VUIAX vs. FUTY - Drawdown Comparison
The maximum VUIAX drawdown since its inception was -46.28%, which is greater than FUTY's maximum drawdown of -36.44%. Use the drawdown chart below to compare losses from any high point for VUIAX and FUTY. For additional features, visit the drawdowns tool.
Volatility
VUIAX vs. FUTY - Volatility Comparison
Vanguard Utilities Index Fund Admiral Shares (VUIAX) and Fidelity MSCI Utilities Index ETF (FUTY) have volatilities of 5.12% and 5.11%, 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.