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FBAKX vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between FBAKX and ^GSPC is 0.96, 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.


-0.50.00.51.01.0

Performance

FBAKX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Balanced Fund Class K (FBAKX) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
4.68%
12.15%
FBAKX
^GSPC

Key characteristics

Sharpe Ratio

FBAKX:

1.49

^GSPC:

2.01

Sortino Ratio

FBAKX:

2.05

^GSPC:

2.67

Omega Ratio

FBAKX:

1.28

^GSPC:

1.37

Calmar Ratio

FBAKX:

1.09

^GSPC:

3.04

Martin Ratio

FBAKX:

7.65

^GSPC:

12.46

Ulcer Index

FBAKX:

1.83%

^GSPC:

2.07%

Daily Std Dev

FBAKX:

9.41%

^GSPC:

12.86%

Max Drawdown

FBAKX:

-40.15%

^GSPC:

-56.78%

Current Drawdown

FBAKX:

-1.80%

^GSPC:

-0.06%

Returns By Period

In the year-to-date period, FBAKX achieves a 2.57% return, which is significantly lower than ^GSPC's 3.48% return. Over the past 10 years, FBAKX has underperformed ^GSPC with an annualized return of 5.40%, while ^GSPC has yielded a comparatively higher 11.52% annualized return.


FBAKX

YTD

2.57%

1M

1.51%

6M

4.68%

1Y

13.73%

5Y*

5.45%

10Y*

5.40%

^GSPC

YTD

3.48%

1M

1.88%

6M

12.15%

1Y

25.12%

5Y*

13.11%

10Y*

11.52%

*Annualized

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Risk-Adjusted Performance

FBAKX vs. ^GSPC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FBAKX
The Risk-Adjusted Performance Rank of FBAKX is 6969
Overall Rank
The Sharpe Ratio Rank of FBAKX is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of FBAKX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of FBAKX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of FBAKX is 6565
Calmar Ratio Rank
The Martin Ratio Rank of FBAKX is 7373
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 9090
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 8585
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 8989
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 9090
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 9494
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FBAKX vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Balanced Fund Class K (FBAKX) and S&P 500 (^GSPC). 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.


Sharpe ratio
The chart of Sharpe ratio for FBAKX, currently valued at 1.49, compared to the broader market-1.000.001.002.003.004.001.492.01
The chart of Sortino ratio for FBAKX, currently valued at 2.05, compared to the broader market0.005.0010.002.052.67
The chart of Omega ratio for FBAKX, currently valued at 1.28, compared to the broader market1.002.003.004.001.281.37
The chart of Calmar ratio for FBAKX, currently valued at 1.09, compared to the broader market0.005.0010.0015.0020.001.093.04
The chart of Martin ratio for FBAKX, currently valued at 7.65, compared to the broader market0.0020.0040.0060.0080.00100.007.6512.46
FBAKX
^GSPC

The current FBAKX Sharpe Ratio is 1.49, which is comparable to the ^GSPC Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of FBAKX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.49
2.01
FBAKX
^GSPC

Drawdowns

FBAKX vs. ^GSPC - Drawdown Comparison

The maximum FBAKX drawdown since its inception was -40.15%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for FBAKX and ^GSPC. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-1.80%
-0.06%
FBAKX
^GSPC

Volatility

FBAKX vs. ^GSPC - Volatility Comparison

The current volatility for Fidelity Balanced Fund Class K (FBAKX) is 2.99%, while S&P 500 (^GSPC) has a volatility of 4.10%. This indicates that FBAKX experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
2.99%
4.10%
FBAKX
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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