XHS vs. FXAIX
Compare and contrast key facts about SPDR S&P Health Care Services ETF (XHS) and Fidelity 500 Index Fund (FXAIX).
XHS is a passively managed fund by State Street that tracks the performance of the S&P Health Care Services Select Industry Index. It was launched on Sep 28, 2011. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XHS or FXAIX.
Performance
XHS vs. FXAIX - Performance Comparison
Returns By Period
In the year-to-date period, XHS achieves a 3.85% return, which is significantly lower than FXAIX's 25.06% return. Over the past 10 years, XHS has underperformed FXAIX with an annualized return of 6.14%, while FXAIX has yielded a comparatively higher 13.01% annualized return.
XHS
3.85%
-4.20%
0.45%
9.83%
5.90%
6.14%
FXAIX
25.06%
0.60%
11.76%
32.39%
15.52%
13.01%
Key characteristics
| XHS | FXAIX | |
|---|---|---|
| Sharpe Ratio | 0.62 | 2.66 |
| Sortino Ratio | 1.01 | 3.55 |
| Omega Ratio | 1.12 | 1.49 |
| Calmar Ratio | 0.40 | 3.86 |
| Martin Ratio | 2.75 | 17.38 |
| Ulcer Index | 3.92% | 1.87% |
| Daily Std Dev | 17.33% | 12.27% |
| Max Drawdown | -39.32% | -33.79% |
| Current Drawdown | -19.68% | -1.74% |
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XHS vs. FXAIX - Expense Ratio Comparison
XHS has a 0.35% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Correlation
The correlation between XHS and FXAIX is 0.67, 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.
Risk-Adjusted Performance
XHS vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Health Care Services ETF (XHS) 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
XHS vs. FXAIX - Dividend Comparison
XHS's dividend yield for the trailing twelve months is around 0.33%, less than FXAIX's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XHS SPDR S&P Health Care Services ETF | 0.33% | 0.23% | 0.19% | 0.20% | 0.23% | 2.37% | 0.34% | 0.22% | 0.29% | 0.92% | 1.17% | 0.46% |
FXAIX Fidelity 500 Index Fund | 1.23% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
XHS vs. FXAIX - Drawdown Comparison
The maximum XHS drawdown since its inception was -39.32%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for XHS and FXAIX. For additional features, visit the drawdowns tool.
Volatility
XHS vs. FXAIX - Volatility Comparison
SPDR S&P Health Care Services ETF (XHS) has a higher volatility of 6.90% compared to Fidelity 500 Index Fund (FXAIX) at 4.05%. This indicates that XHS'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.