FAIRX vs. JPM

In the year-to-date period, FAIRX achieves a 3.61% return, which is significantly lower than JPM's 10.97% return. Over the past 10 years, FAIRX has underperformed JPM with an annualized return of -0.60%, while JPM has yielded a comparatively higher 18.10% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Fairholme Fund (FAIRX) and JPMorgan Chase & Co. (JPM). 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 FAIRX Sharpe Ratio is -0.61, which is lower than the JPM Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of FAIRX and JPM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FAIRX's dividend yield for the trailing twelve months is around 0.69%, less than JPM's 1.92% yield.

The maximum FAIRX drawdown since its inception was -63.71%, smaller than the maximum JPM drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for FAIRX and JPM. For additional features, visit the drawdowns tool.

Fairholme Fund (FAIRX) has a higher volatility of 6.64% compared to JPMorgan Chase & Co. (JPM) at 6.09%. This indicates that FAIRX's price experiences larger fluctuations and is considered to be riskier than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.