FARYX vs. FXAIX
Compare and contrast key facts about Fulcrum Diversified Absolute Return Fund (FARYX) and Fidelity 500 Index Fund (FXAIX).
FARYX is managed by Fulcrum. It was launched on Jul 30, 2015. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FARYX or FXAIX.
Correlation
The correlation between FARYX and FXAIX is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
FARYX vs. FXAIX - Performance Comparison
Key characteristics
FARYX:
0.93
FXAIX:
1.87
FARYX:
1.32
FXAIX:
2.52
FARYX:
1.17
FXAIX:
1.34
FARYX:
1.32
FXAIX:
2.83
FARYX:
3.64
FXAIX:
11.72
FARYX:
1.70%
FXAIX:
2.04%
FARYX:
6.69%
FXAIX:
12.76%
FARYX:
-13.56%
FXAIX:
-33.79%
FARYX:
-1.89%
FXAIX:
-0.42%
Returns By Period
In the year-to-date period, FARYX achieves a 1.71% return, which is significantly lower than FXAIX's 4.19% return.
FARYX
1.71%
0.32%
1.79%
6.78%
3.84%
N/A
FXAIX
4.19%
1.25%
10.54%
24.46%
14.70%
13.09%
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FARYX vs. FXAIX - Expense Ratio Comparison
FARYX has a 1.04% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Risk-Adjusted Performance
FARYX vs. FXAIX — Risk-Adjusted Performance Rank
FARYX
FXAIX
FARYX vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fulcrum Diversified Absolute Return Fund (FARYX) 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
FARYX vs. FXAIX - Dividend Comparison
FARYX's dividend yield for the trailing twelve months is around 3.11%, more than FXAIX's 1.20% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FARYX Fulcrum Diversified Absolute Return Fund | 3.11% | 3.16% | 0.89% | 0.00% | 8.96% | 4.40% | 0.63% | 8.88% | 1.30% | 0.40% | 0.00% | 0.00% |
FXAIX Fidelity 500 Index Fund | 1.20% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% |
Drawdowns
FARYX vs. FXAIX - Drawdown Comparison
The maximum FARYX drawdown since its inception was -13.56%, smaller than the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FARYX and FXAIX. For additional features, visit the drawdowns tool.
Volatility
FARYX vs. FXAIX - Volatility Comparison
The current volatility for Fulcrum Diversified Absolute Return Fund (FARYX) is 1.96%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 3.00%. This indicates that FARYX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.