WTKWY vs. FXAIX
Compare and contrast key facts about Wolters Kluwer NV (WTKWY) 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: WTKWY or FXAIX.
Key characteristics
| WTKWY | FXAIX | |
|---|---|---|
| YTD Return | 23.47% | 27.16% |
| 1Y Return | 32.59% | 39.89% |
| 3Y Return (Ann) | 18.02% | 10.29% |
| 5Y Return (Ann) | 21.59% | 16.01% |
| 10Y Return (Ann) | 22.55% | 13.33% |
| Sharpe Ratio | 2.14 | 3.13 |
| Sortino Ratio | 3.06 | 4.16 |
| Omega Ratio | 1.38 | 1.59 |
| Calmar Ratio | 5.40 | 4.59 |
| Martin Ratio | 13.72 | 20.80 |
| Ulcer Index | 2.60% | 1.86% |
| Daily Std Dev | 16.69% | 12.39% |
| Max Drawdown | -55.98% | -33.79% |
| Current Drawdown | -1.78% | 0.00% |
Correlation
The correlation between WTKWY and FXAIX is 0.33, 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
WTKWY vs. FXAIX - Performance Comparison
In the year-to-date period, WTKWY achieves a 23.47% return, which is significantly lower than FXAIX's 27.16% return. Over the past 10 years, WTKWY has outperformed FXAIX with an annualized return of 22.55%, while FXAIX has yielded a comparatively lower 13.33% annualized 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
WTKWY vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Wolters Kluwer NV (WTKWY) 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
WTKWY vs. FXAIX - Dividend Comparison
WTKWY's dividend yield for the trailing twelve months is around 1.36%, more than FXAIX's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WTKWY Wolters Kluwer NV | 1.36% | 0.55% | 1.71% | 1.44% | 1.68% | 1.58% | 2.02% | 2.82% | 2.31% | 2.99% | 3.14% | 3.14% |
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
WTKWY vs. FXAIX - Drawdown Comparison
The maximum WTKWY drawdown since its inception was -55.98%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for WTKWY and FXAIX. For additional features, visit the drawdowns tool.
Volatility
WTKWY vs. FXAIX - Volatility Comparison
Wolters Kluwer NV (WTKWY) has a higher volatility of 5.93% compared to Fidelity 500 Index Fund (FXAIX) at 3.91%. This indicates that WTKWY'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.