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FPURX vs. VBIAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FPURX and VBIAX is 0.94, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

FPURX vs. VBIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Puritan Fund (FPURX) and Vanguard Balanced Index Fund Admiral Shares (VBIAX). The values are adjusted to include any dividend payments, if applicable.

360.00%380.00%400.00%420.00%440.00%460.00%480.00%NovemberDecember2025FebruaryMarchApril
408.47%
380.52%
FPURX
VBIAX

Key characteristics

Sharpe Ratio

FPURX:

-0.24

VBIAX:

0.58

Sortino Ratio

FPURX:

-0.21

VBIAX:

0.89

Omega Ratio

FPURX:

0.97

VBIAX:

1.12

Calmar Ratio

FPURX:

-0.17

VBIAX:

0.53

Martin Ratio

FPURX:

-0.61

VBIAX:

2.21

Ulcer Index

FPURX:

6.03%

VBIAX:

3.21%

Daily Std Dev

FPURX:

15.60%

VBIAX:

12.26%

Max Drawdown

FPURX:

-33.59%

VBIAX:

-35.90%

Current Drawdown

FPURX:

-17.76%

VBIAX:

-8.01%

Returns By Period

In the year-to-date period, FPURX achieves a -6.80% return, which is significantly lower than VBIAX's -4.95% return. Over the past 10 years, FPURX has underperformed VBIAX with an annualized return of 2.57%, while VBIAX has yielded a comparatively higher 7.32% annualized return.


FPURX

YTD

-6.80%

1M

-5.31%

6M

-7.09%

1Y

-4.54%

5Y*

2.72%

10Y*

2.57%

VBIAX

YTD

-4.95%

1M

-4.77%

6M

-4.31%

1Y

6.32%

5Y*

8.48%

10Y*

7.32%

*Annualized

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FPURX vs. VBIAX - Expense Ratio Comparison

FPURX has a 0.50% expense ratio, which is higher than VBIAX's 0.07% expense ratio.


Expense ratio chart for FPURX: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FPURX: 0.50%
Expense ratio chart for VBIAX: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VBIAX: 0.07%

Risk-Adjusted Performance

FPURX vs. VBIAX — Risk-Adjusted Performance Rank

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

FPURX
The Risk-Adjusted Performance Rank of FPURX is 1212
Overall Rank
The Sharpe Ratio Rank of FPURX is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of FPURX is 1212
Sortino Ratio Rank
The Omega Ratio Rank of FPURX is 1212
Omega Ratio Rank
The Calmar Ratio Rank of FPURX is 1212
Calmar Ratio Rank
The Martin Ratio Rank of FPURX is 1212
Martin Ratio Rank

VBIAX
The Risk-Adjusted Performance Rank of VBIAX is 6363
Overall Rank
The Sharpe Ratio Rank of VBIAX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VBIAX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VBIAX is 6262
Omega Ratio Rank
The Calmar Ratio Rank of VBIAX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of VBIAX is 6262
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.

FPURX vs. VBIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Puritan Fund (FPURX) and Vanguard Balanced Index Fund Admiral Shares (VBIAX). 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 FPURX, currently valued at -0.24, compared to the broader market-1.000.001.002.003.00
FPURX: -0.24
VBIAX: 0.58
The chart of Sortino ratio for FPURX, currently valued at -0.21, compared to the broader market-2.000.002.004.006.008.00
FPURX: -0.21
VBIAX: 0.89
The chart of Omega ratio for FPURX, currently valued at 0.97, compared to the broader market0.501.001.502.002.503.00
FPURX: 0.97
VBIAX: 1.12
The chart of Calmar ratio for FPURX, currently valued at -0.17, compared to the broader market0.002.004.006.008.0010.00
FPURX: -0.17
VBIAX: 0.53
The chart of Martin ratio for FPURX, currently valued at -0.61, compared to the broader market0.0010.0020.0030.0040.0050.00
FPURX: -0.61
VBIAX: 2.21

The current FPURX Sharpe Ratio is -0.24, which is lower than the VBIAX Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of FPURX and VBIAX, 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 Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.24
0.58
FPURX
VBIAX

Dividends

FPURX vs. VBIAX - Dividend Comparison

FPURX's dividend yield for the trailing twelve months is around 1.92%, less than VBIAX's 4.58% yield.


TTM20242023202220212020201920182017201620152014
FPURX
Fidelity Puritan Fund
1.92%1.75%1.71%1.62%1.01%1.09%1.52%1.83%1.33%1.75%7.94%9.74%
VBIAX
Vanguard Balanced Index Fund Admiral Shares
4.58%5.27%4.35%2.83%3.19%2.65%2.28%2.32%1.95%2.09%2.09%1.92%

Drawdowns

FPURX vs. VBIAX - Drawdown Comparison

The maximum FPURX drawdown since its inception was -33.59%, smaller than the maximum VBIAX drawdown of -35.90%. Use the drawdown chart below to compare losses from any high point for FPURX and VBIAX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.76%
-8.01%
FPURX
VBIAX

Volatility

FPURX vs. VBIAX - Volatility Comparison

Fidelity Puritan Fund (FPURX) and Vanguard Balanced Index Fund Admiral Shares (VBIAX) have volatilities of 8.81% and 8.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%NovemberDecember2025FebruaryMarchApril
8.81%
8.77%
FPURX
VBIAX