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FSKAX vs. FXNAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSKAX and FXNAX is -0.80. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

FSKAX vs. FXNAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Total Market Index Fund (FSKAX) and Fidelity U.S. Bond Index Fund (FXNAX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

FSKAX:

10.48%

FXNAX:

5.92%

Max Drawdown

FSKAX:

-0.78%

FXNAX:

-0.58%

Current Drawdown

FSKAX:

-0.06%

FXNAX:

-0.48%

Returns By Period


FSKAX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

FXNAX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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FSKAX vs. FXNAX - Expense Ratio Comparison

FSKAX has a 0.02% expense ratio, which is lower than FXNAX's 0.03% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

FSKAX vs. FXNAX — Risk-Adjusted Performance Rank

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

FSKAX
The Risk-Adjusted Performance Rank of FSKAX is 6161
Overall Rank
The Sharpe Ratio Rank of FSKAX is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of FSKAX is 6060
Sortino Ratio Rank
The Omega Ratio Rank of FSKAX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of FSKAX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of FSKAX is 6060
Martin Ratio Rank

FXNAX
The Risk-Adjusted Performance Rank of FXNAX is 7272
Overall Rank
The Sharpe Ratio Rank of FXNAX is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of FXNAX is 8181
Sortino Ratio Rank
The Omega Ratio Rank of FXNAX is 7777
Omega Ratio Rank
The Calmar Ratio Rank of FXNAX is 5656
Calmar Ratio Rank
The Martin Ratio Rank of FXNAX is 6868
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.

FSKAX vs. FXNAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Total Market Index Fund (FSKAX) and Fidelity U.S. Bond Index Fund (FXNAX). 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.



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Dividends

FSKAX vs. FXNAX - Dividend Comparison

FSKAX's dividend yield for the trailing twelve months is around 1.13%, less than FXNAX's 3.17% yield.


TTM20242023202220212020201920182017201620152014
FSKAX
Fidelity Total Market Index Fund
1.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FXNAX
Fidelity U.S. Bond Index Fund
3.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FSKAX vs. FXNAX - Drawdown Comparison

The maximum FSKAX drawdown since its inception was -0.78%, which is greater than FXNAX's maximum drawdown of -0.58%. Use the drawdown chart below to compare losses from any high point for FSKAX and FXNAX. For additional features, visit the drawdowns tool.


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Volatility

FSKAX vs. FXNAX - Volatility Comparison


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