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FXAIX

Last updated Mar 2, 2024

Asset Allocation


FXAIX 100%EquityEquity
PositionCategory/SectorWeight
FXAIX
Fidelity 500 Index Fund
Large Cap Blend Equities

100%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in FXAIX, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly


200.00%250.00%300.00%350.00%400.00%OctoberNovemberDecember2024FebruaryMarch
388.03%
278.52%
FXAIX
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 10, 2011, corresponding to the inception date of FXAIX

Returns

As of Mar 2, 2024, the FXAIX returned 7.97% Year-To-Date and 12.77% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
FXAIX7.97%4.87%14.63%29.01%14.90%12.78%
FXAIX
Fidelity 500 Index Fund
7.97%4.87%14.63%29.01%14.90%12.78%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.68%5.34%
2023-1.58%-4.77%-2.09%9.13%4.54%

Sharpe Ratio

The current FXAIX Sharpe ratio is 2.59. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.59

The Sharpe ratio of FXAIX lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
2.59
2.44
FXAIX
Benchmark (^GSPC)
Portfolio components

Dividend yield

FXAIX granted a 1.34% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
FXAIX1.34%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%2.63%1.84%
FXAIX
Fidelity 500 Index Fund
1.34%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%2.63%1.84%

Expense Ratio

The FXAIX has an expense ratio of 0.01% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.02%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for positions. 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
FXAIX
2.59
FXAIX
Fidelity 500 Index Fund
2.59

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
FXAIX
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the FXAIX. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the FXAIX was 33.79%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.79%Feb 20, 202023Mar 23, 202097Aug 10, 2020120
-24.5%Jan 4, 2022195Oct 12, 2022294Dec 13, 2023489
-19.38%Sep 21, 201865Dec 24, 201875Apr 12, 2019140
-18.38%Jul 8, 201161Oct 3, 201185Feb 3, 2012146
-12.97%Jul 21, 2015143Feb 11, 201645Apr 18, 2016188

Volatility Chart

The current FXAIX volatility is 3.47%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
3.47%
3.47%
FXAIX
Benchmark (^GSPC)
Portfolio components
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