FFIDX vs. FXAIX
Compare and contrast key facts about Fidelity Fund (FFIDX) and Fidelity 500 Index Fund (FXAIX).
FFIDX is managed by Fidelity. It was launched on Apr 30, 1930. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FFIDX or FXAIX.
Key characteristics
| FFIDX | FXAIX | |
|---|---|---|
| YTD Return | 29.14% | 26.20% |
| 1Y Return | 35.56% | 33.96% |
| 3Y Return (Ann) | 8.74% | 10.01% |
| 5Y Return (Ann) | 17.13% | 15.63% |
| 10Y Return (Ann) | 14.02% | 13.22% |
| Sharpe Ratio | 2.39 | 2.81 |
| Sortino Ratio | 3.14 | 3.75 |
| Omega Ratio | 1.44 | 1.53 |
| Calmar Ratio | 3.17 | 4.05 |
| Martin Ratio | 12.86 | 18.33 |
| Ulcer Index | 2.75% | 1.87% |
| Daily Std Dev | 14.80% | 12.16% |
| Max Drawdown | -55.18% | -33.79% |
| Current Drawdown | -1.02% | -0.85% |
Correlation
The correlation between FFIDX and FXAIX is 0.95, 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.
Performance
FFIDX vs. FXAIX - Performance Comparison
In the year-to-date period, FFIDX achieves a 29.14% return, which is significantly higher than FXAIX's 26.20% return. Over the past 10 years, FFIDX has outperformed FXAIX with an annualized return of 14.02%, while FXAIX has yielded a comparatively lower 13.22% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FFIDX vs. FXAIX - Expense Ratio Comparison
FFIDX has a 0.45% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Risk-Adjusted Performance
FFIDX vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Fund (FFIDX) 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
FFIDX vs. FXAIX - Dividend Comparison
FFIDX's dividend yield for the trailing twelve months is around 0.27%, less than FXAIX's 1.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FFIDX Fidelity Fund | 0.27% | 0.66% | 0.67% | 0.26% | 0.75% | 0.83% | 1.08% | 1.00% | 1.06% | 5.15% | 12.31% | 8.52% |
FXAIX Fidelity 500 Index Fund | 1.22% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
FFIDX vs. FXAIX - Drawdown Comparison
The maximum FFIDX drawdown since its inception was -55.18%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FFIDX and FXAIX. For additional features, visit the drawdowns tool.
Volatility
FFIDX vs. FXAIX - Volatility Comparison
Fidelity Fund (FFIDX) has a higher volatility of 4.13% compared to Fidelity 500 Index Fund (FXAIX) at 3.80%. This indicates that FFIDX's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.