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GRZZX vs. FXAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GRZZX vs. FXAIX - Performance Comparison

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

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GRZZX vs. FXAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GRZZX
Grizzly Short Fund
5.45%-2.98%-6.74%-18.72%22.43%-15.87%-41.33%-29.43%301.98%-19.84%
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%

Returns By Period

In the year-to-date period, GRZZX achieves a 5.45% return, which is significantly higher than FXAIX's -4.34% return. Over the past 10 years, GRZZX has underperformed FXAIX with an annualized return of -0.79%, while FXAIX has yielded a comparatively higher 14.08% annualized return.


GRZZX

1D
-2.44%
1M
5.87%
YTD
5.45%
6M
6.28%
1Y
-2.53%
3Y*
-4.54%
5Y*
-2.29%
10Y*
-0.79%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GRZZX vs. FXAIX - Expense Ratio Comparison

GRZZX has a 1.61% expense ratio, which is higher than FXAIX's 0.02% expense ratio.


Return for Risk

GRZZX vs. FXAIX — Risk / Return Rank

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

GRZZX
GRZZX Risk / Return Rank: 33
Overall Rank
GRZZX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
GRZZX Sortino Ratio Rank: 33
Sortino Ratio Rank
GRZZX Omega Ratio Rank: 33
Omega Ratio Rank
GRZZX Calmar Ratio Rank: 44
Calmar Ratio Rank
GRZZX Martin Ratio Rank: 44
Martin Ratio Rank

FXAIX
FXAIX Risk / Return Rank: 6060
Overall Rank
FXAIX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FXAIX Sortino Ratio Rank: 5353
Sortino Ratio Rank
FXAIX Omega Ratio Rank: 5656
Omega Ratio Rank
FXAIX Calmar Ratio Rank: 6464
Calmar Ratio Rank
FXAIX Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GRZZX vs. FXAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grizzly Short Fund (GRZZX) 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.


GRZZXFXAIXDifference

Sharpe ratio

Return per unit of total volatility

-0.14

0.97

-1.11

Sortino ratio

Return per unit of downside risk

-0.05

1.49

-1.54

Omega ratio

Gain probability vs. loss probability

0.99

1.23

-0.24

Calmar ratio

Return relative to maximum drawdown

-0.13

1.52

-1.65

Martin ratio

Return relative to average drawdown

-0.16

7.30

-7.46

GRZZX vs. FXAIX - Sharpe Ratio Comparison

The current GRZZX Sharpe Ratio is -0.14, which is lower than the FXAIX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of GRZZX 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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Sharpe Ratios by Period


GRZZXFXAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.14

0.97

-1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

0.70

-0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.01

0.78

-0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.10

0.76

-0.87

Correlation

The correlation between GRZZX and FXAIX is -0.88. 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.


Dividends

GRZZX vs. FXAIX - Dividend Comparison

GRZZX's dividend yield for the trailing twelve months is around 4.91%, more than FXAIX's 1.16% yield.


TTM20252024202320222021202020192018201720162015
GRZZX
Grizzly Short Fund
4.91%6.00%10.30%6.61%0.00%0.00%0.00%1.14%0.00%0.00%0.00%0.00%
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%

Drawdowns

GRZZX vs. FXAIX - Drawdown Comparison

The maximum GRZZX drawdown since its inception was -91.80%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for GRZZX and FXAIX.


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Drawdown Indicators


GRZZXFXAIXDifference

Max Drawdown

Largest peak-to-trough decline

-91.80%

-33.79%

-58.01%

Max Drawdown (1Y)

Largest decline over 1 year

-22.23%

-12.13%

-10.10%

Max Drawdown (5Y)

Largest decline over 5 years

-36.02%

-24.50%

-11.52%

Max Drawdown (10Y)

Largest decline over 10 years

-71.73%

-33.79%

-37.94%

Current Drawdown

Current decline from peak

-88.24%

-6.23%

-82.01%

Average Drawdown

Average peak-to-trough decline

-69.22%

-3.83%

-65.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.82%

2.53%

+15.29%

Volatility

GRZZX vs. FXAIX - Volatility Comparison

Grizzly Short Fund (GRZZX) and Fidelity 500 Index Fund (FXAIX) have volatilities of 5.16% and 5.34%, 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.


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Volatility by Period


GRZZXFXAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.16%

5.34%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

10.47%

9.53%

+0.94%

Volatility (1Y)

Calculated over the trailing 1-year period

19.84%

18.32%

+1.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.52%

16.92%

+2.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

96.65%

18.05%

+78.60%