PortfoliosLab logoPortfoliosLab logo
BVEFX vs. FXNAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BVEFX vs. FXNAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Becker Value Equity Fund (BVEFX) and Fidelity U.S. Bond Index Fund (FXNAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BVEFX vs. FXNAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BVEFX
Becker Value Equity Fund
0.05%13.13%16.05%9.53%-7.51%29.35%4.04%23.05%-13.68%15.19%
FXNAX
Fidelity U.S. Bond Index Fund
-0.26%7.14%1.35%5.82%-13.55%-2.10%7.63%8.50%0.04%3.50%

Returns By Period

In the year-to-date period, BVEFX achieves a 0.05% return, which is significantly higher than FXNAX's -0.26% return. Over the past 10 years, BVEFX has outperformed FXNAX with an annualized return of 10.65%, while FXNAX has yielded a comparatively lower 1.54% annualized return.


BVEFX

1D
1.94%
1M
-5.10%
YTD
0.05%
6M
0.75%
1Y
11.78%
3Y*
12.71%
5Y*
9.00%
10Y*
10.65%

FXNAX

1D
0.19%
1M
-1.60%
YTD
-0.26%
6M
0.47%
1Y
3.69%
3Y*
3.52%
5Y*
0.10%
10Y*
1.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


BVEFX vs. FXNAX - Expense Ratio Comparison

BVEFX has a 0.78% expense ratio, which is higher than FXNAX's 0.03% expense ratio.


Return for Risk

BVEFX vs. FXNAX — Risk / Return Rank

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

BVEFX
BVEFX Risk / Return Rank: 3535
Overall Rank
BVEFX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
BVEFX Sortino Ratio Rank: 3030
Sortino Ratio Rank
BVEFX Omega Ratio Rank: 3232
Omega Ratio Rank
BVEFX Calmar Ratio Rank: 3737
Calmar Ratio Rank
BVEFX Martin Ratio Rank: 4747
Martin Ratio Rank

FXNAX
FXNAX Risk / Return Rank: 4646
Overall Rank
FXNAX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
FXNAX Sortino Ratio Rank: 4242
Sortino Ratio Rank
FXNAX Omega Ratio Rank: 3030
Omega Ratio Rank
FXNAX Calmar Ratio Rank: 7070
Calmar Ratio Rank
FXNAX Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BVEFX vs. FXNAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Becker Value Equity Fund (BVEFX) and Fidelity U.S. Bond Index Fund (FXNAX). 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.


BVEFXFXNAXDifference

Sharpe ratio

Return per unit of total volatility

0.78

0.93

-0.14

Sortino ratio

Return per unit of downside risk

1.18

1.33

-0.16

Omega ratio

Gain probability vs. loss probability

1.17

1.16

+0.01

Calmar ratio

Return relative to maximum drawdown

1.11

1.66

-0.55

Martin ratio

Return relative to average drawdown

5.15

4.68

+0.47

BVEFX vs. FXNAX - Sharpe Ratio Comparison

The current BVEFX Sharpe Ratio is 0.78, which is comparable to the FXNAX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of BVEFX and FXNAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


BVEFXFXNAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

0.93

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.02

+0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.31

+0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.45

+0.08

Correlation

The correlation between BVEFX and FXNAX is -0.17. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

BVEFX vs. FXNAX - Dividend Comparison

BVEFX's dividend yield for the trailing twelve months is around 9.77%, more than FXNAX's 3.34% yield.


TTM20252024202320222021202020192018201720162015
BVEFX
Becker Value Equity Fund
9.77%9.78%6.31%11.75%8.46%12.00%2.41%2.21%9.17%5.06%15.31%8.18%
FXNAX
Fidelity U.S. Bond Index Fund
3.34%3.58%3.40%3.15%1.81%1.74%2.92%2.68%2.74%2.57%2.76%2.52%

Drawdowns

BVEFX vs. FXNAX - Drawdown Comparison

The maximum BVEFX drawdown since its inception was -50.63%, which is greater than FXNAX's maximum drawdown of -19.51%. Use the drawdown chart below to compare losses from any high point for BVEFX and FXNAX.


Loading graphics...

Drawdown Indicators


BVEFXFXNAXDifference

Max Drawdown

Largest peak-to-trough decline

-50.63%

-19.51%

-31.12%

Max Drawdown (1Y)

Largest decline over 1 year

-10.99%

-2.71%

-8.28%

Max Drawdown (5Y)

Largest decline over 5 years

-19.86%

-18.54%

-1.32%

Max Drawdown (10Y)

Largest decline over 10 years

-33.88%

-19.51%

-14.37%

Current Drawdown

Current decline from peak

-5.37%

-3.53%

-1.84%

Average Drawdown

Average peak-to-trough decline

-6.51%

-3.87%

-2.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

0.96%

+1.40%

Volatility

BVEFX vs. FXNAX - Volatility Comparison

Becker Value Equity Fund (BVEFX) has a higher volatility of 3.96% compared to Fidelity U.S. Bond Index Fund (FXNAX) at 1.55%. This indicates that BVEFX's price experiences larger fluctuations and is considered to be riskier than FXNAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


BVEFXFXNAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.96%

1.55%

+2.41%

Volatility (6M)

Calculated over the trailing 6-month period

7.58%

2.58%

+5.00%

Volatility (1Y)

Calculated over the trailing 1-year period

14.66%

4.35%

+10.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.91%

6.04%

+7.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.32%

4.99%

+11.33%