YLD vs. FXAIX
Compare and contrast key facts about Principal Active High Yield ETF (YLD) and Fidelity 500 Index Fund (FXAIX).
YLD is an actively managed fund by Principal. It was launched on Jul 9, 2015. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: YLD or FXAIX.
Key characteristics
| YLD | FXAIX | |
|---|---|---|
| YTD Return | 9.58% | 27.16% |
| 1Y Return | 15.22% | 39.89% |
| 3Y Return (Ann) | 4.13% | 10.29% |
| 5Y Return (Ann) | 5.15% | 16.01% |
| Sharpe Ratio | 2.65 | 3.13 |
| Sortino Ratio | 4.11 | 4.16 |
| Omega Ratio | 1.49 | 1.59 |
| Calmar Ratio | 6.82 | 4.59 |
| Martin Ratio | 29.63 | 20.80 |
| Ulcer Index | 0.50% | 1.86% |
| Daily Std Dev | 5.57% | 12.39% |
| Max Drawdown | -28.34% | -33.79% |
| Current Drawdown | -0.05% | 0.00% |
Correlation
The correlation between YLD and FXAIX is 0.47, 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
YLD vs. FXAIX - Performance Comparison
In the year-to-date period, YLD achieves a 9.58% return, which is significantly lower than FXAIX's 27.16% 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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YLD vs. FXAIX - Expense Ratio Comparison
YLD has a 0.39% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Risk-Adjusted Performance
YLD vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal Active High Yield ETF (YLD) 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
YLD vs. FXAIX - Dividend Comparison
YLD's dividend yield for the trailing twelve months is around 6.86%, more than FXAIX's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
YLD Principal Active High Yield ETF | 6.86% | 6.46% | 6.50% | 4.22% | 4.40% | 4.81% | 5.82% | 5.86% | 4.83% | 2.56% | 0.00% | 0.00% |
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
YLD vs. FXAIX - Drawdown Comparison
The maximum YLD drawdown since its inception was -28.34%, smaller than the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for YLD and FXAIX. For additional features, visit the drawdowns tool.
Volatility
YLD vs. FXAIX - Volatility Comparison
The current volatility for Principal Active High Yield ETF (YLD) is 2.06%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 3.91%. This indicates that YLD experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.