HCI vs. FXAIX
HCI (HCI Group, Inc.) is a stock, while FXAIX (Fidelity 500 Index Fund) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, HCI returned 22.60%/yr vs 15.00%/yr for FXAIX. Their 0.29 correlation means their historical movements had little consistent relationship.
Performance
HCI vs. FXAIX - Performance Comparison
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Returns By Period
In the year-to-date period, HCI achieves a -8.23% return, which is significantly lower than FXAIX's 9.35% return. Over the past 10 years, HCI has outperformed FXAIX with an annualized return of 22.60%, while FXAIX has yielded a comparatively lower 15.00% annualized return.
HCI
- 1D
- -3.85%
- 1M
- -4.18%
- 6M
- 10.87%
- YTD
- -8.23%
- 1Y
- 27.30%
- 3Y*
- 43.39%
- 5Y*
- 13.87%
- 10Y*
- 22.60%
- ALL TIME*
- 23.36%
FXAIX
- 1D
- 1.66%
- 1M
- -0.56%
- 6M
- 7.79%
- YTD
- 9.35%
- 1Y
- 20.63%
- 3Y*
- 19.03%
- 5Y*
- 12.68%
- 10Y*
- 15.00%
- ALL TIME*
- 13.89%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $27.72M | $28.83M | $29.98M |
HCI vs. FXAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HCI HCI Group, Inc. | -8.23% | 66.27% | 35.46% | 126.76% | -51.20% | 62.74% | 18.45% | -6.80% | 75.98% | -21.53% |
FXAIX Fidelity 500 Index Fund | 9.35% | 17.84% | 25.01% | 26.29% | -18.14% | 28.71% | 18.42% | 31.48% | -4.43% | 21.82% |
Correlation
The correlation between HCI and FXAIX is 0.10, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.10 |
Correlation (3Y) Balances recent behavior with more history. | 0.18 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.26 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.27 |
Correlation (All Time) Calculated using the full available price history since May 4, 2011 | 0.29 |
The correlation between HCI and FXAIX shifts across timeframes, from 0.10 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
HCI vs. FXAIX — Risk / Return Rank
HCI
FXAIX
HCI vs. FXAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HCI Group, Inc. (HCI) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| HCI | FXAIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.62 | ||
| Sortino ratioReturn per unit of downside risk | -0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.26 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.96 | 2.06 | -1.11 |
| Martin ratioReturn relative to average drawdown | 1.58 | 8.86 | -7.28 |
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Drawdowns
HCI vs. FXAIX - Drawdown Comparison
The maximum HCI drawdown since its inception was -78.79%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for HCI and FXAIX.
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Drawdown Indicators
| HCI | FXAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.79% | -33.79% | -45.00% |
Max Drawdown (1Y)Largest decline over 1 year | -27.46% | -8.89% | -18.57% |
Max Drawdown (3Y)Largest decline over 3 years | -28.30% | -18.76% | -9.54% |
Max Drawdown (5Y)Largest decline over 5 years | -78.79% | -24.50% | -54.29% |
Max Drawdown (10Y)Largest decline over 10 years | -78.79% | -33.79% | -45.00% |
Current DrawdownCurrent decline from peak | -14.57% | -2.11% | -12.46% |
Average DrawdownAverage peak-to-trough decline | -20.62% | -3.77% | -16.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.65% | 2.07% | +14.58% |
Volatility
HCI vs. FXAIX - Volatility Comparison
HCI Group, Inc. (HCI) has a higher volatility of 8.16% compared to Fidelity 500 Index Fund (FXAIX) at 3.44%. This indicates that HCI'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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Volatility by Period
| HCI | FXAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.16% | 3.44% | +4.72% |
Volatility (6M)Calculated over the trailing 6-month period | 20.08% | 10.09% | +9.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.49% | 12.86% | +19.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.06% | 17.03% | +26.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.62% | 18.07% | +23.55% |
Dividends
HCI vs. FXAIX - Dividend Comparison
HCI's dividend yield for the trailing twelve months is around 0.91%, less than FXAIX's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXAIX Fidelity 500 Index Fund | 1.07% | 1.11% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% |
HCI HCI Group, Inc. | 0.91% | 0.83% | 1.37% | 1.83% | 4.04% | 1.92% | 3.06% | 3.50% | 2.90% | 4.68% | 3.04% | 3.44% |
Frequently Asked Questions
HCI and FXAIX have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HCI has higher volatility (8.16%) compared to FXAIX (3.44%). In terms of maximum drawdown, HCI dropped -78.79% vs FXAIX's -33.79%.
FXAIX currently has the higher Sharpe Ratio (1.43 vs 0.81), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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