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WIP vs. FSPGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.3

Performance

WIP vs. FSPGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR FTSE International Government Inflation-Protected Bond ETF (WIP) and Fidelity Large Cap Growth Index Fund (FSPGX). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
-2.28%
342.54%
WIP
FSPGX

Key characteristics

Sharpe Ratio

WIP:

-0.80

FSPGX:

1.97

Sortino Ratio

WIP:

-1.08

FSPGX:

2.57

Omega Ratio

WIP:

0.87

FSPGX:

1.36

Calmar Ratio

WIP:

-0.37

FSPGX:

2.60

Martin Ratio

WIP:

-1.39

FSPGX:

10.16

Ulcer Index

WIP:

5.40%

FSPGX:

3.36%

Daily Std Dev

WIP:

9.31%

FSPGX:

17.31%

Max Drawdown

WIP:

-29.59%

FSPGX:

-32.66%

Current Drawdown

WIP:

-20.44%

FSPGX:

-3.73%

Returns By Period

In the year-to-date period, WIP achieves a -9.23% return, which is significantly lower than FSPGX's 33.69% return.


WIP

YTD

-9.23%

1M

-2.65%

6M

-4.12%

1Y

-8.90%

5Y*

-2.63%

10Y*

-0.68%

FSPGX

YTD

33.69%

1M

3.63%

6M

10.04%

1Y

33.53%

5Y*

19.18%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


WIP vs. FSPGX - Expense Ratio Comparison

WIP has a 0.50% expense ratio, which is higher than FSPGX's 0.04% expense ratio.


WIP
SPDR FTSE International Government Inflation-Protected Bond ETF
Expense ratio chart for WIP: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for FSPGX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

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.


Sharpe ratio
The chart of Sharpe ratio for WIP, currently valued at -0.80, compared to the broader market0.002.004.00-0.801.97
The chart of Sortino ratio for WIP, currently valued at -1.08, compared to the broader market-2.000.002.004.006.008.0010.00-1.082.57
The chart of Omega ratio for WIP, currently valued at 0.87, compared to the broader market0.501.001.502.002.503.000.871.36
The chart of Calmar ratio for WIP, currently valued at -0.37, compared to the broader market0.005.0010.0015.00-0.372.60
The chart of Martin ratio for WIP, currently valued at -1.39, compared to the broader market0.0020.0040.0060.0080.00100.00-1.3910.16
WIP
FSPGX

The current WIP Sharpe Ratio is -0.80, which is lower than the FSPGX Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of WIP and FSPGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.80
1.97
WIP
FSPGX

Dividends

WIP vs. FSPGX - Dividend Comparison

WIP's dividend yield for the trailing twelve months is around 5.45%, more than FSPGX's 0.04% yield.


TTM20232022202120202019201820172016201520142013
WIP
SPDR FTSE International Government Inflation-Protected Bond ETF
5.45%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
0.04%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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-20.44%
-3.73%
WIP
FSPGX

Volatility

WIP vs. FSPGX - Volatility Comparison

The current volatility for SPDR FTSE International Government Inflation-Protected Bond ETF (WIP) is 2.55%, while Fidelity Large Cap Growth Index Fund (FSPGX) has a volatility of 5.03%. 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.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
2.55%
5.03%
WIP
FSPGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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