WIP vs. FSPGX
Compare and contrast key facts about SPDR FTSE International Government Inflation-Protected Bond ETF (WIP) and Fidelity Large Cap Growth Index Fund (FSPGX).
WIP is a passively managed fund by State Street that tracks the performance of the FTSE International Inflation-Linked Securities Select (USD). It was launched on Mar 13, 2008. FSPGX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WIP or FSPGX.
Key characteristics
| WIP | FSPGX | |
|---|---|---|
| YTD Return | -5.83% | 32.10% |
| 1Y Return | 2.46% | 42.35% |
| 3Y Return (Ann) | -5.38% | 10.48% |
| 5Y Return (Ann) | -1.65% | 20.08% |
| Sharpe Ratio | 0.30 | 2.68 |
| Sortino Ratio | 0.52 | 3.43 |
| Omega Ratio | 1.06 | 1.49 |
| Calmar Ratio | 0.15 | 3.44 |
| Martin Ratio | 0.62 | 13.53 |
| Ulcer Index | 4.85% | 3.34% |
| Daily Std Dev | 9.98% | 16.77% |
| Max Drawdown | -29.59% | -32.66% |
| Current Drawdown | -17.46% | -0.03% |
Correlation
The correlation between WIP and FSPGX is 0.26, 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
WIP vs. FSPGX - Performance Comparison
In the year-to-date period, WIP achieves a -5.83% return, which is significantly lower than FSPGX's 32.10% 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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WIP vs. FSPGX - Expense Ratio Comparison
WIP has a 0.50% expense ratio, which is higher than FSPGX's 0.04% expense ratio.
Risk-Adjusted Performance
WIP vs. FSPGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR FTSE International Government Inflation-Protected Bond ETF (WIP) and Fidelity Large Cap Growth Index Fund (FSPGX). 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
WIP vs. FSPGX - Dividend Comparison
WIP's dividend yield for the trailing twelve months is around 6.06%, more than FSPGX's 0.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WIP SPDR FTSE International Government Inflation-Protected Bond ETF | 6.06% | 6.54% | 11.15% | 4.63% | 1.59% | 2.49% | 4.05% | 1.92% | 1.26% | 1.14% | 2.56% | 2.39% |
FSPGX Fidelity Large Cap Growth Index Fund | 0.42% | 0.73% | 0.86% | 0.54% | 0.74% | 0.99% | 1.14% | 0.99% | 0.30% | 0.00% | 0.00% | 0.00% |
Drawdowns
WIP vs. FSPGX - Drawdown Comparison
The maximum WIP drawdown since its inception was -29.59%, smaller than the maximum FSPGX drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for WIP and FSPGX. For additional features, visit the drawdowns tool.
Volatility
WIP vs. FSPGX - Volatility Comparison
The current volatility for SPDR FTSE International Government Inflation-Protected Bond ETF (WIP) is 2.26%, while Fidelity Large Cap Growth Index Fund (FSPGX) has a volatility of 5.10%. This indicates that WIP experiences smaller price fluctuations and is considered to be less risky than FSPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.