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

Correlation

The correlation between BOH and FXAIX is 0.55, 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

BOH vs. FXAIX - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%December2025FebruaryMarchAprilMay
128.86%
437.15%
BOH
FXAIX

Key characteristics

Sharpe Ratio

BOH:

0.70

FXAIX:

0.55

Sortino Ratio

BOH:

1.25

FXAIX:

0.90

Omega Ratio

BOH:

1.15

FXAIX:

1.13

Calmar Ratio

BOH:

0.62

FXAIX:

0.57

Martin Ratio

BOH:

2.38

FXAIX:

2.24

Ulcer Index

BOH:

9.03%

FXAIX:

4.82%

Daily Std Dev

BOH:

30.82%

FXAIX:

19.47%

Max Drawdown

BOH:

-62.62%

FXAIX:

-33.79%

Current Drawdown

BOH:

-15.32%

FXAIX:

-7.61%

Returns By Period

In the year-to-date period, BOH achieves a -3.04% return, which is significantly higher than FXAIX's -3.33% return. Over the past 10 years, BOH has underperformed FXAIX with an annualized return of 4.68%, while FXAIX has yielded a comparatively higher 12.22% annualized return.


BOH

YTD

-3.04%

1M

13.96%

6M

-10.19%

1Y

21.58%

5Y*

6.00%

10Y*

4.68%

FXAIX

YTD

-3.33%

1M

13.75%

6M

-4.58%

1Y

10.62%

5Y*

15.88%

10Y*

12.22%

*Annualized

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Risk-Adjusted Performance

BOH vs. FXAIX — Risk-Adjusted Performance Rank

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

BOH
The Risk-Adjusted Performance Rank of BOH is 7474
Overall Rank
The Sharpe Ratio Rank of BOH is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of BOH is 7272
Sortino Ratio Rank
The Omega Ratio Rank of BOH is 6868
Omega Ratio Rank
The Calmar Ratio Rank of BOH is 7676
Calmar Ratio Rank
The Martin Ratio Rank of BOH is 7676
Martin Ratio Rank

FXAIX
The Risk-Adjusted Performance Rank of FXAIX is 6161
Overall Rank
The Sharpe Ratio Rank of FXAIX is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of FXAIX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of FXAIX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of FXAIX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of FXAIX is 6161
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.

BOH vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bank of Hawaii Corporation (BOH) 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.


The current BOH Sharpe Ratio is 0.70, which is comparable to the FXAIX Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of BOH 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.70
0.55
BOH
FXAIX

Dividends

BOH vs. FXAIX - Dividend Comparison

BOH's dividend yield for the trailing twelve months is around 5.12%, more than FXAIX's 1.31% yield.


TTM20242023202220212020201920182017201620152014
BOH
Bank of Hawaii Corporation
5.12%4.91%3.86%3.61%3.27%3.50%2.72%3.48%2.38%2.13%2.86%3.03%
FXAIX
Fidelity 500 Index Fund
1.31%1.25%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%2.63%

Drawdowns

BOH vs. FXAIX - Drawdown Comparison

The maximum BOH drawdown since its inception was -62.62%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for BOH and FXAIX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-15.32%
-7.61%
BOH
FXAIX

Volatility

BOH vs. FXAIX - Volatility Comparison

The current volatility for Bank of Hawaii Corporation (BOH) is 9.10%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 11.20%. This indicates that BOH experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
9.10%
11.20%
BOH
FXAIX