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ZECP vs. FSPGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ZECP and FSPGX is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

ZECP vs. FSPGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Zacks Earnings Consistent Portfolio ETF (ZECP) and Fidelity Large Cap Growth Index Fund (FSPGX). The values are adjusted to include any dividend payments, if applicable.

15.00%20.00%25.00%30.00%35.00%40.00%45.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
25.86%
45.40%
ZECP
FSPGX

Key characteristics

Sharpe Ratio

ZECP:

2.03

FSPGX:

2.11

Sortino Ratio

ZECP:

2.74

FSPGX:

2.72

Omega Ratio

ZECP:

1.37

FSPGX:

1.38

Calmar Ratio

ZECP:

3.62

FSPGX:

2.77

Martin Ratio

ZECP:

12.73

FSPGX:

10.77

Ulcer Index

ZECP:

1.59%

FSPGX:

3.38%

Daily Std Dev

ZECP:

10.01%

FSPGX:

17.25%

Max Drawdown

ZECP:

-21.85%

FSPGX:

-32.66%

Current Drawdown

ZECP:

-4.06%

FSPGX:

-3.03%

Returns By Period

In the year-to-date period, ZECP achieves a 18.45% return, which is significantly lower than FSPGX's 34.68% return.


ZECP

YTD

18.45%

1M

-2.03%

6M

6.98%

1Y

19.23%

5Y*

N/A

10Y*

N/A

FSPGX

YTD

34.68%

1M

3.41%

6M

11.82%

1Y

34.88%

5Y*

19.32%

10Y*

N/A

Compare stocks, funds, or ETFs

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


ZECP vs. FSPGX - Expense Ratio Comparison

ZECP has a 0.55% expense ratio, which is higher than FSPGX's 0.04% expense ratio.


ZECP
Zacks Earnings Consistent Portfolio ETF
Expense ratio chart for ZECP: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for FSPGX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

ZECP vs. FSPGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Zacks Earnings Consistent Portfolio ETF (ZECP) 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.


Sharpe ratio
The chart of Sharpe ratio for ZECP, currently valued at 2.03, compared to the broader market0.002.004.002.032.11
The chart of Sortino ratio for ZECP, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.742.72
The chart of Omega ratio for ZECP, currently valued at 1.37, compared to the broader market0.501.001.502.002.503.001.371.38
The chart of Calmar ratio for ZECP, currently valued at 3.62, compared to the broader market0.005.0010.0015.003.622.77
The chart of Martin ratio for ZECP, currently valued at 12.73, compared to the broader market0.0020.0040.0060.0080.00100.0012.7310.77
ZECP
FSPGX

The current ZECP Sharpe Ratio is 2.03, which is comparable to the FSPGX Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of ZECP and FSPGX, 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
2.03
2.11
ZECP
FSPGX

Dividends

ZECP vs. FSPGX - Dividend Comparison

ZECP has not paid dividends to shareholders, while FSPGX's dividend yield for the trailing twelve months is around 0.04%.


TTM20232022202120202019201820172016
ZECP
Zacks Earnings Consistent Portfolio ETF
0.00%0.73%0.91%0.11%0.00%0.00%0.00%0.00%0.00%
FSPGX
Fidelity Large Cap Growth Index Fund
0.04%0.73%0.86%0.54%0.74%0.99%1.14%0.99%0.30%

Drawdowns

ZECP vs. FSPGX - Drawdown Comparison

The maximum ZECP drawdown since its inception was -21.85%, smaller than the maximum FSPGX drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for ZECP and FSPGX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.06%
-3.03%
ZECP
FSPGX

Volatility

ZECP vs. FSPGX - Volatility Comparison

The current volatility for Zacks Earnings Consistent Portfolio ETF (ZECP) is 3.26%, while Fidelity Large Cap Growth Index Fund (FSPGX) has a volatility of 4.95%. This indicates that ZECP 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.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
3.26%
4.95%
ZECP
FSPGX
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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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