FSRLX vs. ^GSPC
Compare and contrast key facts about FS Chiron Real Asset Fund (FSRLX) and S&P 500 (^GSPC).
FSRLX is managed by FS Investments. It was launched on Dec 30, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSRLX or ^GSPC.
Correlation
The correlation between FSRLX and ^GSPC is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
FSRLX vs. ^GSPC - Performance Comparison
Key characteristics
FSRLX:
1.48
^GSPC:
2.10
FSRLX:
2.04
^GSPC:
2.80
FSRLX:
1.29
^GSPC:
1.39
FSRLX:
1.48
^GSPC:
3.09
FSRLX:
8.40
^GSPC:
13.49
FSRLX:
2.17%
^GSPC:
1.94%
FSRLX:
12.36%
^GSPC:
12.52%
FSRLX:
-21.91%
^GSPC:
-56.78%
FSRLX:
-3.80%
^GSPC:
-2.62%
Returns By Period
In the year-to-date period, FSRLX achieves a 16.56% return, which is significantly lower than ^GSPC's 24.34% return.
FSRLX
16.56%
-0.90%
4.36%
17.42%
7.17%
N/A
^GSPC
24.34%
0.23%
8.53%
24.95%
13.01%
11.06%
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Risk-Adjusted Performance
FSRLX vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FS Chiron Real Asset Fund (FSRLX) 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.
Drawdowns
FSRLX vs. ^GSPC - Drawdown Comparison
The maximum FSRLX drawdown since its inception was -21.91%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for FSRLX and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
FSRLX vs. ^GSPC - Volatility Comparison
FS Chiron Real Asset Fund (FSRLX) has a higher volatility of 4.33% compared to S&P 500 (^GSPC) at 3.79%. This indicates that FSRLX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.