FAMEX vs. FXAIX
Compare and contrast key facts about FAM Dividend Focus Fund (FAMEX) and Fidelity 500 Index Fund (FXAIX).
FAMEX is managed by FAM. It was launched on Apr 1, 1996. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FAMEX or FXAIX.
Performance
FAMEX vs. FXAIX - Performance Comparison
Returns By Period
In the year-to-date period, FAMEX achieves a 16.08% return, which is significantly lower than FXAIX's 26.70% return. Over the past 10 years, FAMEX has underperformed FXAIX with an annualized return of 9.55%, while FXAIX has yielded a comparatively higher 13.12% annualized return.
FAMEX
16.08%
3.17%
6.11%
21.47%
10.79%
9.55%
FXAIX
26.70%
3.09%
13.28%
32.84%
15.78%
13.12%
Key characteristics
| FAMEX | FXAIX | |
|---|---|---|
| Sharpe Ratio | 1.72 | 2.68 |
| Sortino Ratio | 2.45 | 3.58 |
| Omega Ratio | 1.29 | 1.50 |
| Calmar Ratio | 3.26 | 3.89 |
| Martin Ratio | 9.85 | 17.48 |
| Ulcer Index | 2.18% | 1.88% |
| Daily Std Dev | 12.45% | 12.24% |
| Max Drawdown | -58.01% | -33.79% |
| Current Drawdown | -0.23% | -0.46% |
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FAMEX vs. FXAIX - Expense Ratio Comparison
FAMEX has a 1.23% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Correlation
The correlation between FAMEX and FXAIX is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
FAMEX vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FAM Dividend Focus Fund (FAMEX) 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.
Dividends
FAMEX vs. FXAIX - Dividend Comparison
FAMEX's dividend yield for the trailing twelve months is around 0.22%, less than FXAIX's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAMEX FAM Dividend Focus Fund | 0.22% | 0.37% | 0.20% | 0.03% | 0.28% | 0.55% | 0.83% | 0.70% | 1.02% | 1.20% | 1.31% | 0.98% |
FXAIX Fidelity 500 Index Fund | 1.21% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
FAMEX vs. FXAIX - Drawdown Comparison
The maximum FAMEX drawdown since its inception was -58.01%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FAMEX and FXAIX. For additional features, visit the drawdowns tool.
Volatility
FAMEX vs. FXAIX - Volatility Comparison
FAM Dividend Focus Fund (FAMEX) and Fidelity 500 Index Fund (FXAIX) have volatilities of 3.87% and 3.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.