DHI vs. FNCMX
DHI (D.R. Horton, Inc.) is a stock, while FNCMX (Fidelity NASDAQ Composite Index Fund) is Large Cap Growth Equities fund tracking the Nasdaq Composite Index. Over the past 10 years, DHI returned 17.43%/yr vs 17.98%/yr for FNCMX. Their 0.49 correlation means their historical movements had little consistent relationship.
Performance
DHI vs. FNCMX - Performance Comparison
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Returns By Period
In the year-to-date period, DHI achieves a -0.09% return, which is significantly lower than FNCMX's 8.42% return. Both investments have delivered pretty close results over the past 10 years, with DHI having a 17.43% annualized return and FNCMX not far ahead at 17.98%.
DHI
- 1D
- -1.70%
- 1M
- -9.78%
- 6M
- -3.32%
- YTD
- -0.09%
- 1Y
- -3.71%
- 3Y*
- 4.85%
- 5Y*
- 9.55%
- 10Y*
- 17.43%
- ALL TIME*
- 13.95%
FNCMX
- 1D
- 2.78%
- 1M
- -2.76%
- 6M
- 7.39%
- YTD
- 8.42%
- 1Y
- 22.35%
- 3Y*
- 21.45%
- 5Y*
- 12.29%
- 10Y*
- 17.98%
- ALL TIME*
- 11.93%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $466.56M | $396.12M | $363.22M | |
| $0.00 | $0.00 | $0.00 |
DHI vs. FNCMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DHI D.R. Horton, Inc. | -0.09% | 4.24% | -7.24% | 72.07% | -16.83% | 58.73% | 32.23% | 54.29% | -31.26% | 89.06% |
FNCMX Fidelity NASDAQ Composite Index Fund | 8.42% | 21.11% | 29.48% | 45.13% | -32.40% | 22.21% | 44.57% | 36.63% | -3.07% | 28.35% |
Correlation
The correlation between DHI and FNCMX is 0.15, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.15 |
Correlation (3Y) Balances recent behavior with more history. | 0.28 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.42 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.41 |
Correlation (All Time) Calculated using the full available price history since Jan 8, 2003 | 0.49 |
Over the past year, the correlation between DHI and FNCMX has dropped to 0.15 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.
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Return for Risk
DHI vs. FNCMX — Risk / Return Rank
DHI
FNCMX
DHI vs. FNCMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for D.R. Horton, Inc. (DHI) and Fidelity NASDAQ Composite Index Fund (FNCMX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DHI | FNCMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.03 | ||
| Sortino ratioReturn per unit of downside risk | -1.21 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.19 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.05 | 1.51 | -1.46 |
| Martin ratioReturn relative to average drawdown | 0.08 | 5.07 | -4.99 |
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Drawdowns
DHI vs. FNCMX - Drawdown Comparison
The maximum DHI drawdown since its inception was -88.84%, which is greater than FNCMX's maximum drawdown of -55.08%. Use the drawdown chart below to compare losses from any high point for DHI and FNCMX.
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Drawdown Indicators
| DHI | FNCMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.84% | -55.08% | -33.76% |
Max Drawdown (1Y)Largest decline over 1 year | -27.56% | -13.01% | -14.55% |
Max Drawdown (3Y)Largest decline over 3 years | -41.28% | -24.20% | -17.08% |
Max Drawdown (5Y)Largest decline over 5 years | -44.45% | -35.64% | -8.81% |
Max Drawdown (10Y)Largest decline over 10 years | -53.62% | -35.64% | -17.98% |
Current DrawdownCurrent decline from peak | -25.93% | -7.19% | -18.74% |
Average DrawdownAverage peak-to-trough decline | -27.88% | -7.84% | -20.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.76% | 3.87% | +12.89% |
Volatility
DHI vs. FNCMX - Volatility Comparison
D.R. Horton, Inc. (DHI) has a higher volatility of 9.24% compared to Fidelity NASDAQ Composite Index Fund (FNCMX) at 5.64%. This indicates that DHI's price experiences larger fluctuations and is considered to be riskier than FNCMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DHI | FNCMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.24% | 5.64% | +3.60% |
Volatility (6M)Calculated over the trailing 6-month period | 24.98% | 14.70% | +10.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.45% | 18.42% | +17.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.58% | 22.79% | +12.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.94% | 22.15% | +13.79% |
Dividends
DHI vs. FNCMX - Dividend Comparison
DHI's dividend yield for the trailing twelve months is around 1.22%, more than FNCMX's 0.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DHI D.R. Horton, Inc. | 1.22% | 1.15% | 0.93% | 0.69% | 1.04% | 0.76% | 1.05% | 1.18% | 1.51% | 0.83% | 1.24% | 0.84% |
FNCMX Fidelity NASDAQ Composite Index Fund | 0.47% | 0.51% | 0.61% | 0.67% | 0.88% | 0.47% | 0.67% | 4.41% | 1.93% | 0.03% | 1.01% | 1.50% |
Frequently Asked Questions
DHI and FNCMX have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DHI has higher volatility (9.24%) compared to FNCMX (5.64%). In terms of maximum drawdown, DHI dropped -88.84% vs FNCMX's -55.08%.
FNCMX currently has the higher Sharpe Ratio (1.07 vs 0.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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