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Index Funds S&P 500 Equal Weight (INDEX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS45407J3005
CUSIP31635V539
IssuerFidelity
Inception DateMar 9, 2017
CategoryLarge Cap Blend Equities
Min. Investment$1,000
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

INDEX has an expense ratio of 0.25%, which is considered low compared to other funds.


Expense ratio chart for INDEX: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Share Price Chart


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Compare to other instruments

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


Popular comparisons: INDEX vs. VIGAX, INDEX vs. VMIAX, INDEX vs. BCS, INDEX vs. OAKIX, INDEX vs. IARCX, INDEX vs. VOO, INDEX vs. NYT, INDEX vs. OAKLX, INDEX vs. NXST, INDEX vs. NFLX

Performance

Performance Chart

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


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
13.33%
12.73%
INDEX (Index Funds S&P 500 Equal Weight)
Benchmark (^GSPC)

Returns By Period

Index Funds S&P 500 Equal Weight had a return of 26.64% year-to-date (YTD) and 38.76% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date26.64%25.45%
1 month2.95%2.91%
6 months14.67%14.05%
1 year38.76%35.64%
5 years (annualized)13.37%14.13%
10 years (annualized)N/A11.39%

Monthly Returns

The table below presents the monthly returns of INDEX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.66%5.32%3.19%-4.11%4.92%3.59%1.27%2.38%2.08%-0.95%26.64%
20237.48%-3.25%-0.86%0.30%-3.90%7.79%3.08%-2.97%-5.09%-4.08%8.46%4.53%10.58%
2022-4.39%-0.84%2.57%-6.49%0.95%-9.43%8.71%-3.49%-9.22%9.74%6.57%-4.79%-11.84%
2021-0.89%5.98%5.92%4.70%1.84%0.15%1.28%2.37%-3.82%5.34%-2.53%6.13%29.10%
2020-1.83%-8.98%-17.73%14.40%4.62%1.55%4.84%4.43%-2.55%-0.67%14.25%4.22%12.75%
20199.83%3.65%0.91%3.59%-6.93%7.48%0.87%-3.16%3.13%1.26%3.37%2.76%28.98%
20184.51%-4.35%-1.02%0.40%1.43%0.85%3.21%1.98%0.12%-7.20%2.72%-10.82%-8.97%
20172.13%3.18%0.04%0.62%0.58%1.20%1.58%-0.95%2.92%1.07%3.83%1.18%18.70%
2016-5.66%1.14%7.86%1.25%1.36%-0.08%4.18%0.16%0.04%-2.41%5.22%-0.88%12.12%
20150.88%-2.10%0.89%-5.14%-3.00%7.24%0.24%-4.19%-5.57%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of INDEX is 85, placing it in the top 15% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of INDEX is 8585
Combined Rank
The Sharpe Ratio Rank of INDEX is 8787Sharpe Ratio Rank
The Sortino Ratio Rank of INDEX is 8181Sortino Ratio Rank
The Omega Ratio Rank of INDEX is 8282Omega Ratio Rank
The Calmar Ratio Rank of INDEX is 8686Calmar Ratio Rank
The Martin Ratio Rank of INDEX is 8888Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Index Funds S&P 500 Equal Weight (INDEX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


INDEX
Sharpe ratio
The chart of Sharpe ratio for INDEX, currently valued at 3.09, compared to the broader market0.002.004.003.09
Sortino ratio
The chart of Sortino ratio for INDEX, currently valued at 4.16, compared to the broader market0.005.0010.004.16
Omega ratio
The chart of Omega ratio for INDEX, currently valued at 1.59, compared to the broader market1.002.003.004.001.59
Calmar ratio
The chart of Calmar ratio for INDEX, currently valued at 3.26, compared to the broader market0.005.0010.0015.0020.003.26
Martin ratio
The chart of Martin ratio for INDEX, currently valued at 20.73, compared to the broader market0.0020.0040.0060.0080.00100.0020.73
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market0.002.004.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.87, compared to the broader market0.005.0010.003.87
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market1.002.003.004.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.19, compared to the broader market0.005.0010.0015.0020.004.19
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.72, compared to the broader market0.0020.0040.0060.0080.00100.0018.72

Sharpe Ratio

The current Index Funds S&P 500 Equal Weight Sharpe ratio is 3.09. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Index Funds S&P 500 Equal Weight with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
3.09
2.90
INDEX (Index Funds S&P 500 Equal Weight)
Benchmark (^GSPC)

Dividends

Dividend History

Index Funds S&P 500 Equal Weight provided a 1.24% dividend yield over the last twelve months, with an annual payout of $0.71 per share.


1.00%1.20%1.40%1.60%1.80%$0.00$0.20$0.40$0.60$0.80201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM202320222021202020192018201720162015
Dividend$0.71$0.71$0.50$0.53$0.58$0.55$0.49$0.35$0.30$0.28

Dividend yield

1.24%1.56%1.21%1.09%1.53%1.61%1.82%1.15%1.15%1.19%

Monthly Dividends

The table displays the monthly dividend distributions for Index Funds S&P 500 Equal Weight. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.71$0.71
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.50$0.50
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.53$0.53
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.58$0.58
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.55$0.55
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.49$0.49
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.35$0.35
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.30$0.30
2015$0.28$0.28

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.28%
-0.29%
INDEX (Index Funds S&P 500 Equal Weight)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Index Funds S&P 500 Equal Weight. 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 Index Funds S&P 500 Equal Weight was 38.82%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.

The current Index Funds S&P 500 Equal Weight drawdown is 0.28%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.82%Feb 13, 202027Mar 23, 2020161Nov 9, 2020188
-21.52%Jan 5, 2022186Sep 30, 2022336Feb 2, 2024522
-20.84%Sep 24, 201864Dec 24, 2018129Jul 1, 2019193
-17.91%May 22, 2015183Feb 11, 2016104Jul 12, 2016287
-9.9%Jan 29, 20189Feb 8, 2018138Aug 27, 2018147

Volatility

Volatility Chart

The current Index Funds S&P 500 Equal Weight volatility is 3.85%, 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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.85%
3.86%
INDEX (Index Funds S&P 500 Equal Weight)
Benchmark (^GSPC)