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GDRX vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GDRX and FXAIX is 0.44, 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

GDRX vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GoodRx Holdings, Inc. (GDRX) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

GDRX:

-0.82

FXAIX:

0.70

Sortino Ratio

GDRX:

-1.19

FXAIX:

1.12

Omega Ratio

GDRX:

0.85

FXAIX:

1.16

Calmar Ratio

GDRX:

-0.53

FXAIX:

0.76

Martin Ratio

GDRX:

-1.31

FXAIX:

2.91

Ulcer Index

GDRX:

37.74%

FXAIX:

4.81%

Daily Std Dev

GDRX:

57.32%

FXAIX:

19.63%

Max Drawdown

GDRX:

-93.37%

FXAIX:

-33.79%

Current Drawdown

GDRX:

-93.37%

FXAIX:

-2.70%

Returns By Period

In the year-to-date period, GDRX achieves a -18.49% return, which is significantly lower than FXAIX's 1.81% return.


GDRX

YTD

-18.49%

1M

-13.27%

6M

-12.06%

1Y

-47.07%

3Y*

-21.95%

5Y*

N/A

10Y*

N/A

FXAIX

YTD

1.81%

1M

15.30%

6M

1.36%

1Y

13.45%

3Y*

16.92%

5Y*

16.86%

10Y*

12.65%

*Annualized

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GoodRx Holdings, Inc.

Fidelity 500 Index Fund

Risk-Adjusted Performance

GDRX vs. FXAIX — Risk-Adjusted Performance Rank

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

GDRX
The Risk-Adjusted Performance Rank of GDRX is 1212
Overall Rank
The Sharpe Ratio Rank of GDRX is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of GDRX is 99
Sortino Ratio Rank
The Omega Ratio Rank of GDRX is 1010
Omega Ratio Rank
The Calmar Ratio Rank of GDRX is 1717
Calmar Ratio Rank
The Martin Ratio Rank of GDRX is 1313
Martin Ratio Rank

FXAIX
The Risk-Adjusted Performance Rank of FXAIX is 7171
Overall Rank
The Sharpe Ratio Rank of FXAIX is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of FXAIX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of FXAIX is 7474
Omega Ratio Rank
The Calmar Ratio Rank of FXAIX is 7676
Calmar Ratio Rank
The Martin Ratio Rank of FXAIX is 7272
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.

GDRX vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GoodRx Holdings, Inc. (GDRX) and Fidelity 500 Index Fund (FXAIX). 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 current GDRX Sharpe Ratio is -0.82, which is lower than the FXAIX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of GDRX and FXAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

GDRX vs. FXAIX - Dividend Comparison

GDRX has not paid dividends to shareholders, while FXAIX's dividend yield for the trailing twelve months is around 1.54%.


TTM20242023202220212020201920182017201620152014
GDRX
GoodRx Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FXAIX
Fidelity 500 Index Fund
1.54%1.25%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%

Drawdowns

GDRX vs. FXAIX - Drawdown Comparison

The maximum GDRX drawdown since its inception was -93.37%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for GDRX and FXAIX. For additional features, visit the drawdowns tool.


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Volatility

GDRX vs. FXAIX - Volatility Comparison

GoodRx Holdings, Inc. (GDRX) has a higher volatility of 21.72% compared to Fidelity 500 Index Fund (FXAIX) at 4.58%. This indicates that GDRX's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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