PortfoliosLab logoPortfoliosLab logo
IFPUX vs. FSKAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IFPUX vs. FSKAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Independent Franchise Part Equity Fund (IFPUX) and Fidelity Total Market Index Fund (FSKAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

IFPUX vs. FSKAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IFPUX
Independent Franchise Part Equity Fund
-9.57%28.47%21.80%21.19%-10.77%16.17%19.09%35.20%-7.11%15.64%
FSKAX
Fidelity Total Market Index Fund
-6.77%17.06%23.89%26.12%-19.53%25.66%20.79%30.92%-5.32%20.85%

Returns By Period

In the year-to-date period, IFPUX achieves a -9.57% return, which is significantly lower than FSKAX's -6.77% return. Both investments have delivered pretty close results over the past 10 years, with IFPUX having a 12.61% annualized return and FSKAX not far ahead at 13.23%.


IFPUX

1D
1.23%
1M
-8.23%
YTD
-9.57%
6M
-5.73%
1Y
7.17%
3Y*
16.45%
5Y*
10.43%
10Y*
12.61%

FSKAX

1D
-0.47%
1M
-7.69%
YTD
-6.77%
6M
-4.56%
1Y
14.73%
3Y*
16.72%
5Y*
10.13%
10Y*
13.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IFPUX vs. FSKAX - Expense Ratio Comparison

IFPUX has a 0.68% expense ratio, which is higher than FSKAX's 0.02% expense ratio.


Return for Risk

IFPUX vs. FSKAX — Risk / Return Rank

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

IFPUX
IFPUX Risk / Return Rank: 2020
Overall Rank
IFPUX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
IFPUX Sortino Ratio Rank: 2020
Sortino Ratio Rank
IFPUX Omega Ratio Rank: 1919
Omega Ratio Rank
IFPUX Calmar Ratio Rank: 1919
Calmar Ratio Rank
IFPUX Martin Ratio Rank: 1818
Martin Ratio Rank

FSKAX
FSKAX Risk / Return Rank: 4545
Overall Rank
FSKAX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FSKAX Sortino Ratio Rank: 4444
Sortino Ratio Rank
FSKAX Omega Ratio Rank: 4848
Omega Ratio Rank
FSKAX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FSKAX Martin Ratio Rank: 5252
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.

IFPUX vs. FSKAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Independent Franchise Part Equity Fund (IFPUX) and Fidelity Total Market Index Fund (FSKAX). 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.


IFPUXFSKAXDifference

Sharpe ratio

Return per unit of total volatility

0.55

0.83

-0.28

Sortino ratio

Return per unit of downside risk

0.85

1.29

-0.44

Omega ratio

Gain probability vs. loss probability

1.11

1.19

-0.08

Calmar ratio

Return relative to maximum drawdown

0.58

1.04

-0.47

Martin ratio

Return relative to average drawdown

1.91

5.05

-3.14

IFPUX vs. FSKAX - Sharpe Ratio Comparison

The current IFPUX Sharpe Ratio is 0.55, which is lower than the FSKAX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of IFPUX and FSKAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


IFPUXFSKAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

0.83

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.59

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.72

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.78

-0.02

Correlation

The correlation between IFPUX and FSKAX is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IFPUX vs. FSKAX - Dividend Comparison

IFPUX's dividend yield for the trailing twelve months is around 10.85%, more than FSKAX's 1.09% yield.


TTM20252024202320222021202020192018201720162015
IFPUX
Independent Franchise Part Equity Fund
10.85%9.81%20.93%8.24%16.77%5.50%12.63%11.08%8.13%1.35%3.74%0.00%
FSKAX
Fidelity Total Market Index Fund
1.09%1.01%1.19%1.41%1.62%1.15%1.45%1.94%2.54%2.07%2.43%0.82%

Drawdowns

IFPUX vs. FSKAX - Drawdown Comparison

The maximum IFPUX drawdown since its inception was -27.73%, smaller than the maximum FSKAX drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for IFPUX and FSKAX.


Loading graphics...

Drawdown Indicators


IFPUXFSKAXDifference

Max Drawdown

Largest peak-to-trough decline

-27.73%

-35.01%

+7.28%

Max Drawdown (1Y)

Largest decline over 1 year

-12.16%

-12.42%

+0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-21.48%

-25.39%

+3.91%

Max Drawdown (10Y)

Largest decline over 10 years

-27.73%

-35.01%

+7.28%

Current Drawdown

Current decline from peak

-11.08%

-8.92%

-2.16%

Average Drawdown

Average peak-to-trough decline

-3.74%

-4.05%

+0.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.67%

2.57%

+1.10%

Volatility

IFPUX vs. FSKAX - Volatility Comparison

The current volatility for Independent Franchise Part Equity Fund (IFPUX) is 3.42%, while Fidelity Total Market Index Fund (FSKAX) has a volatility of 4.42%. This indicates that IFPUX experiences smaller price fluctuations and is considered to be less risky than FSKAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


IFPUXFSKAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.42%

4.42%

-1.00%

Volatility (6M)

Calculated over the trailing 6-month period

8.74%

9.40%

-0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

14.95%

18.50%

-3.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.30%

17.38%

+0.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.07%

18.42%

-1.35%