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YLD vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.5

Performance

YLD vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Active High Yield ETF (YLD) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%250.00%JulyAugustSeptemberOctoberNovemberDecember
62.41%
235.62%
YLD
FXAIX

Key characteristics

Sharpe Ratio

YLD:

1.69

FXAIX:

2.20

Sortino Ratio

YLD:

2.50

FXAIX:

2.93

Omega Ratio

YLD:

1.30

FXAIX:

1.41

Calmar Ratio

YLD:

4.81

FXAIX:

3.26

Martin Ratio

YLD:

16.98

FXAIX:

14.39

Ulcer Index

YLD:

0.54%

FXAIX:

1.91%

Daily Std Dev

YLD:

5.37%

FXAIX:

12.50%

Max Drawdown

YLD:

-28.34%

FXAIX:

-33.79%

Current Drawdown

YLD:

-1.38%

FXAIX:

-2.91%

Returns By Period

In the year-to-date period, YLD achieves a 9.13% return, which is significantly lower than FXAIX's 25.57% return.


YLD

YTD

9.13%

1M

-0.31%

6M

4.66%

1Y

8.89%

5Y*

4.63%

10Y*

N/A

FXAIX

YTD

25.57%

1M

0.00%

6M

8.86%

1Y

26.21%

5Y*

14.72%

10Y*

12.86%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


YLD vs. FXAIX - Expense Ratio Comparison

YLD has a 0.39% expense ratio, which is higher than FXAIX's 0.02% expense ratio.


YLD
Principal Active High Yield ETF
Expense ratio chart for YLD: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
Expense ratio chart for FXAIX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

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.


Sharpe ratio
The chart of Sharpe ratio for YLD, currently valued at 1.69, compared to the broader market0.002.004.001.692.20
The chart of Sortino ratio for YLD, currently valued at 2.50, compared to the broader market-2.000.002.004.006.008.0010.002.502.93
The chart of Omega ratio for YLD, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.001.301.41
The chart of Calmar ratio for YLD, currently valued at 4.81, compared to the broader market0.005.0010.0015.004.813.26
The chart of Martin ratio for YLD, currently valued at 16.98, compared to the broader market0.0020.0040.0060.0080.00100.0016.9814.39
YLD
FXAIX

The current YLD Sharpe Ratio is 1.69, which is comparable to the FXAIX Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of YLD and FXAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.69
2.20
YLD
FXAIX

Dividends

YLD vs. FXAIX - Dividend Comparison

YLD's dividend yield for the trailing twelve months is around 7.02%, more than FXAIX's 0.88% yield.


TTM20232022202120202019201820172016201520142013
YLD
Principal Active High Yield ETF
7.02%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
0.88%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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.38%
-2.91%
YLD
FXAIX

Volatility

YLD vs. FXAIX - Volatility Comparison

The current volatility for Principal Active High Yield ETF (YLD) is 1.65%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 3.70%. 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.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.65%
3.70%
YLD
FXAIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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