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

Correlation

The correlation between FNMIX and ^GSPC is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

FNMIX vs. ^GSPC - Performance Comparison

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

1,000.00%1,050.00%1,100.00%1,150.00%1,200.00%1,250.00%NovemberDecember2025FebruaryMarchApril
1,220.34%
1,126.57%
FNMIX
^GSPC

Key characteristics

Sharpe Ratio

FNMIX:

1.32

^GSPC:

0.46

Sortino Ratio

FNMIX:

1.85

^GSPC:

0.77

Omega Ratio

FNMIX:

1.26

^GSPC:

1.11

Calmar Ratio

FNMIX:

1.30

^GSPC:

0.47

Martin Ratio

FNMIX:

5.17

^GSPC:

1.94

Ulcer Index

FNMIX:

1.47%

^GSPC:

4.61%

Daily Std Dev

FNMIX:

5.77%

^GSPC:

19.44%

Max Drawdown

FNMIX:

-43.58%

^GSPC:

-56.78%

Current Drawdown

FNMIX:

-2.40%

^GSPC:

-10.07%

Returns By Period

In the year-to-date period, FNMIX achieves a 1.49% return, which is significantly higher than ^GSPC's -6.06% return. Over the past 10 years, FNMIX has underperformed ^GSPC with an annualized return of 2.96%, while ^GSPC has yielded a comparatively higher 10.15% annualized return.


FNMIX

YTD

1.49%

1M

-1.04%

6M

1.82%

1Y

7.62%

5Y*

4.59%

10Y*

2.96%

^GSPC

YTD

-6.06%

1M

-2.95%

6M

-4.87%

1Y

8.34%

5Y*

13.98%

10Y*

10.15%

*Annualized

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Risk-Adjusted Performance

FNMIX vs. ^GSPC — Risk-Adjusted Performance Rank

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

FNMIX
The Risk-Adjusted Performance Rank of FNMIX is 8585
Overall Rank
The Sharpe Ratio Rank of FNMIX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of FNMIX is 8383
Sortino Ratio Rank
The Omega Ratio Rank of FNMIX is 8484
Omega Ratio Rank
The Calmar Ratio Rank of FNMIX is 8989
Calmar Ratio Rank
The Martin Ratio Rank of FNMIX is 8585
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6969
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6363
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6767
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 7171
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7474
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.

FNMIX vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity New Markets Income Fund (FNMIX) 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.


The chart of Sharpe ratio for FNMIX, currently valued at 1.32, compared to the broader market-1.000.001.002.003.00
FNMIX: 1.32
^GSPC: 0.43
The chart of Sortino ratio for FNMIX, currently valued at 1.85, compared to the broader market-2.000.002.004.006.008.00
FNMIX: 1.85
^GSPC: 0.73
The chart of Omega ratio for FNMIX, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.00
FNMIX: 1.26
^GSPC: 1.11
The chart of Calmar ratio for FNMIX, currently valued at 1.30, compared to the broader market0.002.004.006.008.0010.00
FNMIX: 1.30
^GSPC: 0.44
The chart of Martin ratio for FNMIX, currently valued at 5.17, compared to the broader market0.0010.0020.0030.0040.0050.00
FNMIX: 5.17
^GSPC: 1.81

The current FNMIX Sharpe Ratio is 1.32, which is higher than the ^GSPC Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of FNMIX 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
1.32
0.43
FNMIX
^GSPC

Drawdowns

FNMIX vs. ^GSPC - Drawdown Comparison

The maximum FNMIX drawdown since its inception was -43.58%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for FNMIX and ^GSPC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.40%
-10.07%
FNMIX
^GSPC

Volatility

FNMIX vs. ^GSPC - Volatility Comparison

The current volatility for Fidelity New Markets Income Fund (FNMIX) is 3.56%, while S&P 500 (^GSPC) has a volatility of 14.23%. This indicates that FNMIX 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%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
3.56%
14.23%
FNMIX
^GSPC