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

Correlation

The correlation between AVNW and FXAIX is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

AVNW vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aviat Networks, Inc. (AVNW) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
-20.44%
9.75%
AVNW
FXAIX

Key characteristics

Sharpe Ratio

AVNW:

-0.58

FXAIX:

1.90

Sortino Ratio

AVNW:

-0.51

FXAIX:

2.56

Omega Ratio

AVNW:

0.91

FXAIX:

1.35

Calmar Ratio

AVNW:

-0.41

FXAIX:

2.87

Martin Ratio

AVNW:

-1.01

FXAIX:

11.90

Ulcer Index

AVNW:

36.29%

FXAIX:

2.04%

Daily Std Dev

AVNW:

63.61%

FXAIX:

12.79%

Max Drawdown

AVNW:

-97.67%

FXAIX:

-33.79%

Current Drawdown

AVNW:

-83.53%

FXAIX:

0.00%

Returns By Period

In the year-to-date period, AVNW achieves a 20.60% return, which is significantly higher than FXAIX's 4.38% return. Over the past 10 years, AVNW has underperformed FXAIX with an annualized return of 11.16%, while FXAIX has yielded a comparatively higher 13.11% annualized return.


AVNW

YTD

20.60%

1M

14.35%

6M

-21.41%

1Y

-37.64%

5Y*

26.76%

10Y*

11.16%

FXAIX

YTD

4.38%

1M

2.32%

6M

10.23%

1Y

24.10%

5Y*

14.52%

10Y*

13.11%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

AVNW vs. FXAIX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AVNW
The Risk-Adjusted Performance Rank of AVNW is 1919
Overall Rank
The Sharpe Ratio Rank of AVNW is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of AVNW is 1919
Sortino Ratio Rank
The Omega Ratio Rank of AVNW is 1616
Omega Ratio Rank
The Calmar Ratio Rank of AVNW is 2121
Calmar Ratio Rank
The Martin Ratio Rank of AVNW is 2121
Martin Ratio Rank

FXAIX
The Risk-Adjusted Performance Rank of FXAIX is 8686
Overall Rank
The Sharpe Ratio Rank of FXAIX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of FXAIX is 8383
Sortino Ratio Rank
The Omega Ratio Rank of FXAIX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of FXAIX is 8989
Calmar Ratio Rank
The Martin Ratio Rank of FXAIX is 9090
Martin 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.

AVNW vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aviat Networks, Inc. (AVNW) 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 AVNW, currently valued at -0.58, compared to the broader market-2.000.002.004.00-0.581.90
The chart of Sortino ratio for AVNW, currently valued at -0.51, compared to the broader market-6.00-4.00-2.000.002.004.006.00-0.512.56
The chart of Omega ratio for AVNW, currently valued at 0.91, compared to the broader market0.501.001.502.000.911.35
The chart of Calmar ratio for AVNW, currently valued at -0.55, compared to the broader market0.002.004.006.00-0.552.87
The chart of Martin ratio for AVNW, currently valued at -1.01, compared to the broader market0.0010.0020.0030.00-1.0111.90
AVNW
FXAIX

The current AVNW Sharpe Ratio is -0.58, which is lower than the FXAIX Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of AVNW 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 Ratio-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.58
1.90
AVNW
FXAIX

Dividends

AVNW vs. FXAIX - Dividend Comparison

AVNW has not paid dividends to shareholders, while FXAIX's dividend yield for the trailing twelve months is around 1.19%.


TTM20242023202220212020201920182017201620152014
AVNW
Aviat Networks, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FXAIX
Fidelity 500 Index Fund
1.19%1.25%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%

Drawdowns

AVNW vs. FXAIX - Drawdown Comparison

The maximum AVNW drawdown since its inception was -97.67%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for AVNW and FXAIX. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-47.97%
0
AVNW
FXAIX

Volatility

AVNW vs. FXAIX - Volatility Comparison

Aviat Networks, Inc. (AVNW) has a higher volatility of 28.50% compared to Fidelity 500 Index Fund (FXAIX) at 3.19%. This indicates that AVNW's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
28.50%
3.19%
AVNW
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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