XSLV vs. FTBFX
Compare and contrast key facts about Invesco S&P SmallCap Low Volatility ETF (XSLV) and Fidelity Total Bond Fund (FTBFX).
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. FTBFX is managed by Fidelity. It was launched on Oct 15, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XSLV or FTBFX.
Performance
XSLV vs. FTBFX - Performance Comparison
Returns By Period
In the year-to-date period, XSLV achieves a 13.94% return, which is significantly higher than FTBFX's 3.24% return. Over the past 10 years, XSLV has outperformed FTBFX with an annualized return of 6.74%, while FTBFX has yielded a comparatively lower 2.01% annualized return.
XSLV
13.94%
3.96%
13.48%
25.44%
2.30%
6.74%
FTBFX
3.24%
-0.58%
3.41%
8.04%
0.54%
2.01%
Key characteristics
| XSLV | FTBFX | |
|---|---|---|
| Sharpe Ratio | 1.51 | 1.42 |
| Sortino Ratio | 2.29 | 2.12 |
| Omega Ratio | 1.28 | 1.26 |
| Calmar Ratio | 1.25 | 0.65 |
| Martin Ratio | 8.81 | 5.26 |
| Ulcer Index | 2.78% | 1.48% |
| Daily Std Dev | 16.23% | 5.52% |
| Max Drawdown | -44.34% | -18.19% |
| Current Drawdown | -2.76% | -5.47% |
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XSLV vs. FTBFX - Expense Ratio Comparison
XSLV has a 0.25% expense ratio, which is lower than FTBFX's 0.45% expense ratio.
Correlation
The correlation between XSLV and FTBFX is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Risk-Adjusted Performance
XSLV vs. FTBFX - 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 Total Bond Fund (FTBFX). 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. FTBFX - Dividend Comparison
XSLV's dividend yield for the trailing twelve months is around 1.93%, less than FTBFX's 4.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XSLV Invesco S&P SmallCap Low Volatility ETF | 1.93% | 2.35% | 2.79% | 1.05% | 2.48% | 2.43% | 2.75% | 1.87% | 1.96% | 2.20% | 2.38% | 1.58% |
FTBFX Fidelity Total Bond Fund | 4.62% | 4.15% | 3.34% | 2.19% | 2.53% | 2.95% | 3.19% | 2.74% | 2.95% | 3.71% | 2.99% | 3.91% |
Drawdowns
XSLV vs. FTBFX - Drawdown Comparison
The maximum XSLV drawdown since its inception was -44.34%, which is greater than FTBFX's maximum drawdown of -18.19%. Use the drawdown chart below to compare losses from any high point for XSLV and FTBFX. For additional features, visit the drawdowns tool.
Volatility
XSLV vs. FTBFX - Volatility Comparison
Invesco S&P SmallCap Low Volatility ETF (XSLV) has a higher volatility of 6.96% compared to Fidelity Total Bond Fund (FTBFX) at 1.38%. This indicates that XSLV's price experiences larger fluctuations and is considered to be riskier than FTBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.