FBKFX vs. SPYG

In the year-to-date period, FBKFX achieves a -2.04% return, which is significantly higher than SPYG's -4.24% return.

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FBKFX has a 0.32% expense ratio, which is higher than SPYG's 0.04% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Fidelity Balanced K6 Fund (FBKFX) and SPDR Portfolio S&P 500 Growth ETF (SPYG). 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 FBKFX Sharpe Ratio is 0.45, which is comparable to the SPYG Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of FBKFX and SPYG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FBKFX's dividend yield for the trailing twelve months is around 2.00%, more than SPYG's 0.64% yield.

The maximum FBKFX drawdown since its inception was -26.58%, smaller than the maximum SPYG drawdown of -67.79%. Use the drawdown chart below to compare losses from any high point for FBKFX and SPYG. For additional features, visit the drawdowns tool.

The current volatility for Fidelity Balanced K6 Fund (FBKFX) is 4.43%, while SPDR Portfolio S&P 500 Growth ETF (SPYG) has a volatility of 8.16%. This indicates that FBKFX experiences smaller price fluctuations and is considered to be less risky than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.