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CLMB vs. FXAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CLMB vs. FXAIX - Performance Comparison

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

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CLMB vs. FXAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CLMB
Climb Global Solutions
-22.87%-18.40%133.60%76.59%-8.29%88.47%22.14%70.90%-37.08%-7.01%
FXAIX
Fidelity 500 Index Fund
-7.05%17.84%25.01%26.29%-18.14%28.71%18.42%31.48%-4.43%21.82%

Returns By Period

In the year-to-date period, CLMB achieves a -22.87% return, which is significantly lower than FXAIX's -7.05% return. Over the past 10 years, CLMB has outperformed FXAIX with an annualized return of 20.05%, while FXAIX has yielded a comparatively lower 13.75% annualized return.


CLMB

1D
2.22%
1M
-16.27%
YTD
-22.87%
6M
-41.11%
1Y
-28.09%
3Y*
15.25%
5Y*
27.47%
10Y*
20.05%

FXAIX

1D
-0.39%
1M
-7.68%
YTD
-7.05%
6M
-4.59%
1Y
14.42%
3Y*
17.17%
5Y*
11.40%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CLMB vs. FXAIX — Risk / Return Rank

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

CLMB
CLMB Risk / Return Rank: 1717
Overall Rank
CLMB Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
CLMB Sortino Ratio Rank: 1717
Sortino Ratio Rank
CLMB Omega Ratio Rank: 1818
Omega Ratio Rank
CLMB Calmar Ratio Rank: 2222
Calmar Ratio Rank
CLMB Martin Ratio Rank: 1212
Martin Ratio Rank

FXAIX
FXAIX Risk / Return Rank: 4646
Overall Rank
FXAIX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FXAIX Sortino Ratio Rank: 4545
Sortino Ratio Rank
FXAIX Omega Ratio Rank: 5050
Omega Ratio Rank
FXAIX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FXAIX Martin Ratio Rank: 5353
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.

CLMB vs. FXAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Climb Global Solutions (CLMB) 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.


CLMBFXAIXDifference

Sharpe ratio

Return per unit of total volatility

-0.60

0.84

-1.44

Sortino ratio

Return per unit of downside risk

-0.67

1.30

-1.96

Omega ratio

Gain probability vs. loss probability

0.92

1.20

-0.28

Calmar ratio

Return relative to maximum drawdown

-0.59

1.05

-1.64

Martin ratio

Return relative to average drawdown

-1.43

5.13

-6.56

CLMB vs. FXAIX - Sharpe Ratio Comparison

The current CLMB Sharpe Ratio is -0.60, which is lower than the FXAIX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of CLMB 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.


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Sharpe Ratios by Period


CLMBFXAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.60

0.84

-1.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.68

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.77

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.75

-0.54

Correlation

The correlation between CLMB and FXAIX is 0.17, 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.


Dividends

CLMB vs. FXAIX - Dividend Comparison

CLMB's dividend yield for the trailing twelve months is around 0.64%, less than FXAIX's 1.20% yield.


TTM20252024202320222021202020192018201720162015
CLMB
Climb Global Solutions
0.64%0.66%0.67%1.24%2.16%1.94%3.56%4.20%6.80%4.07%3.64%3.71%
FXAIX
Fidelity 500 Index Fund
1.20%1.11%1.25%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%

Drawdowns

CLMB vs. FXAIX - Drawdown Comparison

The maximum CLMB drawdown since its inception was -89.12%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for CLMB and FXAIX.


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Drawdown Indicators


CLMBFXAIXDifference

Max Drawdown

Largest peak-to-trough decline

-89.12%

-33.79%

-55.33%

Max Drawdown (1Y)

Largest decline over 1 year

-45.94%

-12.13%

-33.81%

Max Drawdown (5Y)

Largest decline over 5 years

-45.94%

-24.50%

-21.44%

Max Drawdown (10Y)

Largest decline over 10 years

-49.51%

-33.79%

-15.72%

Current Drawdown

Current decline from peak

-44.63%

-8.89%

-35.74%

Average Drawdown

Average peak-to-trough decline

-32.18%

-3.83%

-28.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.88%

2.50%

+16.38%

Volatility

CLMB vs. FXAIX - Volatility Comparison

Climb Global Solutions (CLMB) has a higher volatility of 10.51% compared to Fidelity 500 Index Fund (FXAIX) at 4.24%. This indicates that CLMB'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.


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Volatility by Period


CLMBFXAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.51%

4.24%

+6.27%

Volatility (6M)

Calculated over the trailing 6-month period

33.57%

9.08%

+24.49%

Volatility (1Y)

Calculated over the trailing 1-year period

46.68%

18.13%

+28.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.19%

16.88%

+27.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.86%

18.03%

+21.83%