XEC.TO vs. FXAIX
Compare and contrast key facts about iShares Core MSCI Emerging Markets IMI Index ETF (XEC.TO) and Fidelity 500 Index Fund (FXAIX).
XEC.TO is a passively managed fund by iShares that tracks the performance of the Morningstar EM GR CAD. It was launched on Apr 10, 2013. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XEC.TO or FXAIX.
Key characteristics
| XEC.TO | FXAIX | |
|---|---|---|
| YTD Return | 19.59% | 26.66% |
| 1Y Return | 22.42% | 38.25% |
| 3Y Return (Ann) | 2.70% | 10.01% |
| 5Y Return (Ann) | 5.03% | 15.93% |
| 10Y Return (Ann) | 5.67% | 13.29% |
| Sharpe Ratio | 1.71 | 3.10 |
| Sortino Ratio | 2.41 | 4.13 |
| Omega Ratio | 1.30 | 1.58 |
| Calmar Ratio | 1.00 | 4.54 |
| Martin Ratio | 9.59 | 20.58 |
| Ulcer Index | 2.28% | 1.87% |
| Daily Std Dev | 12.80% | 12.38% |
| Max Drawdown | -32.54% | -33.79% |
| Current Drawdown | -3.07% | 0.00% |
Correlation
The correlation between XEC.TO and FXAIX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
XEC.TO vs. FXAIX - Performance Comparison
In the year-to-date period, XEC.TO achieves a 19.59% return, which is significantly lower than FXAIX's 26.66% return. Over the past 10 years, XEC.TO has underperformed FXAIX with an annualized return of 5.67%, while FXAIX has yielded a comparatively higher 13.29% 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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XEC.TO vs. FXAIX - Expense Ratio Comparison
XEC.TO has a 0.28% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Risk-Adjusted Performance
XEC.TO vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Emerging Markets IMI Index ETF (XEC.TO) 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
XEC.TO vs. FXAIX - Dividend Comparison
XEC.TO's dividend yield for the trailing twelve months is around 2.12%, more than FXAIX's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XEC.TO iShares Core MSCI Emerging Markets IMI Index ETF | 2.12% | 2.16% | 2.28% | 2.78% | 1.64% | 2.87% | 2.66% | 2.13% | 1.80% | 2.19% | 1.92% | 1.27% |
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
XEC.TO vs. FXAIX - Drawdown Comparison
The maximum XEC.TO drawdown since its inception was -32.54%, roughly equal to the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for XEC.TO and FXAIX. For additional features, visit the drawdowns tool.
Volatility
XEC.TO vs. FXAIX - Volatility Comparison
iShares Core MSCI Emerging Markets IMI Index ETF (XEC.TO) and Fidelity 500 Index Fund (FXAIX) have volatilities of 4.06% and 3.92%, 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.