EGFIX vs. FXAIX
EGFIX (Edgewood Growth Fund) and FXAIX (Fidelity 500 Index Fund) are both mutual funds - EGFIX is a Large Cap Growth Equities fund managed by Edgewood, while FXAIX is a S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, EGFIX returned 12.37%/yr vs 15.00%/yr for FXAIX. Their correlation of 0.87 means they have usually moved in the same direction. EGFIX charges 1.00%/yr vs 0.02%/yr for FXAIX.
Performance
EGFIX vs. FXAIX - Performance Comparison
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Returns By Period
In the year-to-date period, EGFIX achieves a -6.49% return, which is significantly lower than FXAIX's 9.35% return. Over the past 10 years, EGFIX has underperformed FXAIX with an annualized return of 12.37%, while FXAIX has yielded a comparatively higher 15.00% annualized return.
EGFIX
- 1D
- -0.23%
- 1M
- -4.81%
- 6M
- -3.08%
- YTD
- -6.49%
- 1Y
- -4.35%
- 3Y*
- 8.14%
- 5Y*
- -0.45%
- 10Y*
- 12.37%
- ALL TIME*
- 10.82%
FXAIX
- 1D
- 1.66%
- 1M
- -0.56%
- 6M
- 7.79%
- YTD
- 9.35%
- 1Y
- 20.63%
- 3Y*
- 19.03%
- 5Y*
- 12.68%
- 10Y*
- 15.00%
- ALL TIME*
- 13.89%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
EGFIX Edgewood Growth Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
EGFIX vs. FXAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EGFIX Edgewood Growth Fund | -6.49% | 7.44% | 18.38% | 39.74% | -40.51% | 23.71% | 42.24% | 34.18% | 2.22% | 34.81% |
FXAIX Fidelity 500 Index Fund | 9.35% | 17.84% | 25.01% | 26.29% | -18.14% | 28.71% | 18.42% | 31.48% | -4.43% | 21.82% |
Correlation
The correlation between EGFIX and FXAIX is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.78 |
Correlation (3Y) Balances recent behavior with more history. | 0.83 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.88 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.86 |
Correlation (All Time) Calculated using the full available price history since May 4, 2011 | 0.87 |
The correlation between EGFIX and FXAIX has been stable across timeframes, ranging from 0.78 to 0.88 - a consistent structural relationship.
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Return for Risk
EGFIX vs. FXAIX — Risk / Return Rank
EGFIX
FXAIX
EGFIX vs. FXAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Edgewood Growth Fund (EGFIX) 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.
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.
| EGFIX | FXAIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.82 | ||
| Sortino ratioReturn per unit of downside risk | -2.42 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.26 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.39 | 2.06 | -2.46 |
| Martin ratioReturn relative to average drawdown | -0.97 | 8.86 | -9.83 |
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Drawdowns
EGFIX vs. FXAIX - Drawdown Comparison
The maximum EGFIX drawdown since its inception was -52.01%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for EGFIX and FXAIX.
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Drawdown Indicators
| EGFIX | FXAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.01% | -33.79% | -18.22% |
Max Drawdown (1Y)Largest decline over 1 year | -18.32% | -8.89% | -9.43% |
Max Drawdown (3Y)Largest decline over 3 years | -30.15% | -18.76% | -11.39% |
Max Drawdown (5Y)Largest decline over 5 years | -49.42% | -24.50% | -24.92% |
Max Drawdown (10Y)Largest decline over 10 years | -49.42% | -33.79% | -15.63% |
Current DrawdownCurrent decline from peak | -15.42% | -2.11% | -13.31% |
Average DrawdownAverage peak-to-trough decline | -11.00% | -3.77% | -7.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.53% | 2.07% | +5.46% |
Volatility
EGFIX vs. FXAIX - Volatility Comparison
Edgewood Growth Fund (EGFIX) has a higher volatility of 4.36% compared to Fidelity 500 Index Fund (FXAIX) at 3.44%. This indicates that EGFIX'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
| EGFIX | FXAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.36% | 3.44% | +0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 15.12% | 10.09% | +5.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.42% | 12.86% | +5.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.34% | 17.03% | +8.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.58% | 18.07% | +5.51% |
EGFIX vs. FXAIX - Expense Ratio Comparison
EGFIX has a 1.00% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Dividends
EGFIX vs. FXAIX - Dividend Comparison
EGFIX's dividend yield for the trailing twelve months is around 920.20%, more than FXAIX's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EGFIX Edgewood Growth Fund | 920.20% | 49.54% | 17.57% | 0.00% | 15.16% | 5.77% | 5.79% | 0.28% | 4.96% | 1.30% | 2.15% | 3.26% |
FXAIX Fidelity 500 Index Fund | 1.07% | 1.11% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% |
Frequently Asked Questions
EGFIX and FXAIX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EGFIX has higher volatility (4.36%) compared to FXAIX (3.44%). In terms of maximum drawdown, EGFIX dropped -52.01% vs FXAIX's -33.79%.
FXAIX currently has the higher Sharpe Ratio (1.43 vs -0.39), 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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