XSLV vs. FSPGX
Compare and contrast key facts about Invesco S&P SmallCap Low Volatility ETF (XSLV) and Fidelity Large Cap Growth Index Fund (FSPGX).
XSLV is a passively managed fund by Invesco that tracks the performance of the S&P SmallCap 600 Low Volatility Index. It was launched on Feb 15, 2013. FSPGX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XSLV or FSPGX.
Key characteristics
| XSLV | FSPGX | |
|---|---|---|
| YTD Return | 17.18% | 32.10% |
| 1Y Return | 32.32% | 42.35% |
| 3Y Return (Ann) | 1.98% | 10.48% |
| 5Y Return (Ann) | 2.79% | 20.08% |
| Sharpe Ratio | 1.98 | 2.68 |
| Sortino Ratio | 2.98 | 3.43 |
| Omega Ratio | 1.36 | 1.49 |
| Calmar Ratio | 1.53 | 3.44 |
| Martin Ratio | 11.96 | 13.53 |
| Ulcer Index | 2.76% | 3.34% |
| Daily Std Dev | 16.70% | 16.77% |
| Max Drawdown | -44.34% | -32.66% |
| Current Drawdown | 0.00% | -0.03% |
Correlation
The correlation between XSLV and FSPGX is 0.55, 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
XSLV vs. FSPGX - Performance Comparison
In the year-to-date period, XSLV achieves a 17.18% return, which is significantly lower than FSPGX's 32.10% 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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XSLV vs. FSPGX - Expense Ratio Comparison
XSLV has a 0.25% expense ratio, which is higher than FSPGX's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
XSLV vs. FSPGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Low Volatility ETF (XSLV) 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.
Dividends
XSLV vs. FSPGX - Dividend Comparison
XSLV's dividend yield for the trailing twelve months is around 1.88%, more than FSPGX's 0.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XSLV Invesco S&P SmallCap Low Volatility ETF | 1.88% | 2.35% | 2.79% | 1.05% | 2.48% | 2.43% | 2.75% | 1.87% | 1.96% | 2.20% | 2.38% | 1.58% |
FSPGX Fidelity Large Cap Growth Index Fund | 0.42% | 0.73% | 0.86% | 0.54% | 0.74% | 0.99% | 1.14% | 0.99% | 0.30% | 0.00% | 0.00% | 0.00% |
Drawdowns
XSLV vs. FSPGX - Drawdown Comparison
The maximum XSLV drawdown since its inception was -44.34%, which is greater than FSPGX's maximum drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for XSLV and FSPGX. For additional features, visit the drawdowns tool.
Volatility
XSLV vs. FSPGX - Volatility Comparison
Invesco S&P SmallCap Low Volatility ETF (XSLV) has a higher volatility of 7.02% compared to Fidelity Large Cap Growth Index Fund (FSPGX) at 5.10%. This indicates that XSLV's price experiences larger fluctuations and is considered to be riskier than FSPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.