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FITLX vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FITLX and FXAIX is 0.98, 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

FITLX vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity US Sustainability Index Fund (FITLX) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

140.00%150.00%160.00%170.00%180.00%190.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
184.12%
178.07%
FITLX
FXAIX

Key characteristics

Sharpe Ratio

FITLX:

1.83

FXAIX:

2.20

Sortino Ratio

FITLX:

2.46

FXAIX:

2.93

Omega Ratio

FITLX:

1.34

FXAIX:

1.41

Calmar Ratio

FITLX:

2.68

FXAIX:

3.26

Martin Ratio

FITLX:

10.93

FXAIX:

14.39

Ulcer Index

FITLX:

2.33%

FXAIX:

1.91%

Daily Std Dev

FITLX:

13.95%

FXAIX:

12.50%

Max Drawdown

FITLX:

-34.35%

FXAIX:

-33.79%

Current Drawdown

FITLX:

-4.45%

FXAIX:

-2.91%

Returns By Period

In the year-to-date period, FITLX achieves a 23.39% return, which is significantly lower than FXAIX's 25.57% return.


FITLX

YTD

23.39%

1M

-1.69%

6M

6.11%

1Y

24.09%

5Y*

14.67%

10Y*

N/A

FXAIX

YTD

25.57%

1M

0.00%

6M

8.86%

1Y

26.21%

5Y*

14.72%

10Y*

12.86%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FITLX vs. FXAIX - Expense Ratio Comparison

FITLX has a 0.11% expense ratio, which is higher than FXAIX's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


FITLX
Fidelity US Sustainability Index Fund
Expense ratio chart for FITLX: current value at 0.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.11%
Expense ratio chart for FXAIX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Risk-Adjusted Performance

FITLX vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity US Sustainability Index Fund (FITLX) 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.


Sharpe ratio
The chart of Sharpe ratio for FITLX, currently valued at 1.83, compared to the broader market-1.000.001.002.003.004.001.832.20
The chart of Sortino ratio for FITLX, currently valued at 2.46, compared to the broader market-2.000.002.004.006.008.0010.002.462.93
The chart of Omega ratio for FITLX, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.003.501.341.41
The chart of Calmar ratio for FITLX, currently valued at 2.68, compared to the broader market0.002.004.006.008.0010.0012.0014.002.683.26
The chart of Martin ratio for FITLX, currently valued at 10.93, compared to the broader market0.0020.0040.0060.0010.9314.39
FITLX
FXAIX

The current FITLX Sharpe Ratio is 1.83, which is comparable to the FXAIX Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of FITLX and FXAIX, 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.83
2.20
FITLX
FXAIX

Dividends

FITLX vs. FXAIX - Dividend Comparison

FITLX has not paid dividends to shareholders, while FXAIX's dividend yield for the trailing twelve months is around 0.88%.


TTM20232022202120202019201820172016201520142013
FITLX
Fidelity US Sustainability Index Fund
0.00%1.12%1.49%0.81%1.01%1.27%1.37%0.71%0.00%0.00%0.00%0.00%
FXAIX
Fidelity 500 Index Fund
0.88%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%1.84%

Drawdowns

FITLX vs. FXAIX - Drawdown Comparison

The maximum FITLX drawdown since its inception was -34.35%, roughly equal to the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FITLX and FXAIX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.45%
-2.91%
FITLX
FXAIX

Volatility

FITLX vs. FXAIX - Volatility Comparison

Fidelity US Sustainability Index Fund (FITLX) has a higher volatility of 4.44% compared to Fidelity 500 Index Fund (FXAIX) at 3.70%. This indicates that FITLX'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.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.44%
3.70%
FITLX
FXAIX
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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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