XPH vs. FXAIX
Compare and contrast key facts about SPDR S&P Pharmaceuticals ETF (XPH) and Fidelity 500 Index Fund (FXAIX).
XPH is a passively managed fund by State Street that tracks the performance of the S&P Pharmaceuticals Select Industry Index. It was launched on Jun 19, 2006. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XPH or FXAIX.
Performance
XPH vs. FXAIX - Performance Comparison
Returns By Period
In the year-to-date period, XPH achieves a 13.28% return, which is significantly lower than FXAIX's 26.70% return. Over the past 10 years, XPH has underperformed FXAIX with an annualized return of 0.05%, while FXAIX has yielded a comparatively higher 13.12% annualized return.
XPH
13.28%
0.74%
16.74%
28.75%
4.27%
0.05%
FXAIX
26.70%
3.09%
13.28%
32.84%
15.78%
13.12%
Key characteristics
| XPH | FXAIX | |
|---|---|---|
| Sharpe Ratio | 1.71 | 2.68 |
| Sortino Ratio | 2.46 | 3.58 |
| Omega Ratio | 1.29 | 1.50 |
| Calmar Ratio | 0.77 | 3.89 |
| Martin Ratio | 4.44 | 17.48 |
| Ulcer Index | 6.47% | 1.88% |
| Daily Std Dev | 16.83% | 12.24% |
| Max Drawdown | -48.03% | -33.79% |
| Current Drawdown | -19.04% | -0.46% |
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XPH vs. FXAIX - Expense Ratio Comparison
XPH has a 0.35% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Correlation
The correlation between XPH and FXAIX is 0.66, 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
XPH vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Pharmaceuticals ETF (XPH) 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
XPH vs. FXAIX - Dividend Comparison
XPH's dividend yield for the trailing twelve months is around 1.50%, more than FXAIX's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XPH SPDR S&P Pharmaceuticals ETF | 1.50% | 1.28% | 1.64% | 0.95% | 0.47% | 0.64% | 0.65% | 0.67% | 0.63% | 7.15% | 5.55% | 2.06% |
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
XPH vs. FXAIX - Drawdown Comparison
The maximum XPH drawdown since its inception was -48.03%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for XPH and FXAIX. For additional features, visit the drawdowns tool.
Volatility
XPH vs. FXAIX - Volatility Comparison
SPDR S&P Pharmaceuticals ETF (XPH) has a higher volatility of 5.51% compared to Fidelity 500 Index Fund (FXAIX) at 3.96%. This indicates that XPH'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.