FXAIX vs. BXMX
Compare and contrast key facts about Fidelity 500 Index Fund (FXAIX) and Nuveen S&P 500 Buy-Write Income Fund (BXMX).
FXAIX is a passively managed fund by Fidelity that tracks the performance of the S&P 500 Index. It was launched on Feb 17, 1988. BXMX is an actively managed fund by Nuveen. It was launched on Nov 25, 2004.
Performance
FXAIX vs. BXMX - Performance Comparison
Loading graphics...
FXAIX vs. BXMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FXAIX Fidelity 500 Index Fund | -4.34% | 17.84% | 25.01% | 26.29% | -18.14% | 28.71% | 18.42% | 31.48% | -4.43% | 21.82% |
BXMX Nuveen S&P 500 Buy-Write Income Fund | -8.03% | 13.74% | 17.26% | 9.10% | -7.18% | 20.83% | 1.11% | 22.22% | -9.06% | 19.76% |
Returns By Period
In the year-to-date period, FXAIX achieves a -4.34% return, which is significantly higher than BXMX's -8.03% return. Over the past 10 years, FXAIX has outperformed BXMX with an annualized return of 14.08%, while BXMX has yielded a comparatively lower 8.03% annualized return.
FXAIX
- 1D
- 2.92%
- 1M
- -5.02%
- YTD
- -4.34%
- 6M
- -2.14%
- 1Y
- 17.32%
- 3Y*
- 18.30%
- 5Y*
- 11.79%
- 10Y*
- 14.08%
BXMX
- 1D
- -2.07%
- 1M
- -7.78%
- YTD
- -8.03%
- 6M
- -4.96%
- 1Y
- 8.88%
- 3Y*
- 9.29%
- 5Y*
- 7.43%
- 10Y*
- 8.03%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FXAIX vs. BXMX - Expense Ratio Comparison
FXAIX has a 0.02% expense ratio, which is lower than BXMX's 0.89% expense ratio.
Return for Risk
FXAIX vs. BXMX — Risk / Return Rank
FXAIX
BXMX
FXAIX vs. BXMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity 500 Index Fund (FXAIX) and Nuveen S&P 500 Buy-Write Income Fund (BXMX). 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.
| FXAIX | BXMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.52 | +0.45 |
Sortino ratioReturn per unit of downside risk | 1.49 | 0.87 | +0.62 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.13 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 0.73 | +0.79 |
Martin ratioReturn relative to average drawdown | 7.30 | 3.22 | +4.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FXAIX | BXMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 0.52 | +0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.50 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.46 | +0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.36 | +0.41 |
Correlation
The correlation between FXAIX and BXMX is 0.69, 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.
Dividends
FXAIX vs. BXMX - Dividend Comparison
FXAIX's dividend yield for the trailing twelve months is around 1.16%, less than BXMX's 8.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXAIX Fidelity 500 Index Fund | 1.16% | 1.11% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% |
BXMX Nuveen S&P 500 Buy-Write Income Fund | 8.22% | 7.41% | 7.02% | 7.37% | 7.48% | 5.87% | 6.81% | 6.76% | 8.12% | 6.41% | 7.33% | 7.42% |
Drawdowns
FXAIX vs. BXMX - Drawdown Comparison
The maximum FXAIX drawdown since its inception was -33.79%, smaller than the maximum BXMX drawdown of -49.53%. Use the drawdown chart below to compare losses from any high point for FXAIX and BXMX.
Loading graphics...
Drawdown Indicators
| FXAIX | BXMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.79% | -49.53% | +15.74% |
Max Drawdown (1Y)Largest decline over 1 year | -12.13% | -11.42% | -0.71% |
Max Drawdown (5Y)Largest decline over 5 years | -24.50% | -17.94% | -6.56% |
Max Drawdown (10Y)Largest decline over 10 years | -33.79% | -38.77% | +4.98% |
Current DrawdownCurrent decline from peak | -6.23% | -9.75% | +3.52% |
Average DrawdownAverage peak-to-trough decline | -3.83% | -5.69% | +1.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 2.58% | -0.05% |
Volatility
FXAIX vs. BXMX - Volatility Comparison
Fidelity 500 Index Fund (FXAIX) has a higher volatility of 5.34% compared to Nuveen S&P 500 Buy-Write Income Fund (BXMX) at 4.26%. This indicates that FXAIX's price experiences larger fluctuations and is considered to be riskier than BXMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FXAIX | BXMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 4.26% | +1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 9.53% | 8.32% | +1.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.32% | 16.43% | +1.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.92% | 14.98% | +1.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.05% | 17.44% | +0.61% |