ZDIVX vs. FSPGX
Compare and contrast key facts about Zacks Dividend Fund (ZDIVX) and Fidelity Large Cap Growth Index Fund (FSPGX).
ZDIVX is managed by Zacks. It was launched on Jan 31, 2014. FSPGX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ZDIVX or FSPGX.
Key characteristics
| ZDIVX | FSPGX | |
|---|---|---|
| YTD Return | 21.35% | 32.14% |
| 1Y Return | 28.21% | 45.24% |
| 3Y Return (Ann) | 4.49% | 10.41% |
| 5Y Return (Ann) | 6.93% | 20.15% |
| Sharpe Ratio | 2.49 | 2.60 |
| Sortino Ratio | 3.30 | 3.34 |
| Omega Ratio | 1.47 | 1.47 |
| Calmar Ratio | 2.02 | 3.34 |
| Martin Ratio | 14.84 | 13.14 |
| Ulcer Index | 1.83% | 3.34% |
| Daily Std Dev | 10.95% | 16.87% |
| Max Drawdown | -35.27% | -32.66% |
| Current Drawdown | -0.11% | 0.00% |
Correlation
The correlation between ZDIVX and FSPGX 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.
Performance
ZDIVX vs. FSPGX - Performance Comparison
In the year-to-date period, ZDIVX achieves a 21.35% return, which is significantly lower than FSPGX's 32.14% 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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ZDIVX vs. FSPGX - Expense Ratio Comparison
ZDIVX has a 1.30% expense ratio, which is higher than FSPGX's 0.04% expense ratio.
Risk-Adjusted Performance
ZDIVX vs. FSPGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Zacks Dividend Fund (ZDIVX) 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
ZDIVX vs. FSPGX - Dividend Comparison
ZDIVX's dividend yield for the trailing twelve months is around 1.46%, more than FSPGX's 0.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
ZDIVX Zacks Dividend Fund | 1.46% | 2.08% | 1.70% | 1.21% | 2.19% | 1.65% | 1.86% | 1.31% | 1.60% | 1.84% | 0.91% |
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% |
Drawdowns
ZDIVX vs. FSPGX - Drawdown Comparison
The maximum ZDIVX drawdown since its inception was -35.27%, which is greater than FSPGX's maximum drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for ZDIVX and FSPGX. For additional features, visit the drawdowns tool.
Volatility
ZDIVX vs. FSPGX - Volatility Comparison
The current volatility for Zacks Dividend Fund (ZDIVX) is 3.66%, while Fidelity Large Cap Growth Index Fund (FSPGX) has a volatility of 5.09%. This indicates that ZDIVX experiences smaller price fluctuations and is considered to be less risky than FSPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.