J vs. FXAIX
J (Jacobs Engineering 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, J returned 12.95%/yr vs 15.00%/yr for FXAIX. Their 0.63 correlation means they have sometimes moved together and sometimes differently.
Performance
J vs. FXAIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, J achieves a 2.45% return, which is significantly lower than FXAIX's 9.35% return. Over the past 10 years, J has underperformed FXAIX with an annualized return of 12.95%, while FXAIX has yielded a comparatively higher 15.00% annualized return.
J
- 1D
- 1.64%
- 1M
- 5.50%
- 6M
- 0.33%
- YTD
- 2.45%
- 1Y
- -1.98%
- 3Y*
- 10.13%
- 5Y*
- 4.89%
- 10Y*
- 12.95%
- ALL TIME*
- 13.31%
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 | |
| $108.51M | $112.80M | $159.36M |
J vs. FXAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
J Jacobs Engineering Group Inc. | 2.45% | 2.13% | 24.23% | 9.02% | -13.12% | 28.60% | 22.36% | 54.99% | -10.58% | 16.98% |
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 J and FXAIX is 0.36, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.36 |
Correlation (3Y) Balances recent behavior with more history. | 0.48 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.55 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.57 |
Correlation (All Time) Calculated using the full available price history since May 4, 2011 | 0.63 |
Over the past year, the correlation between J and FXAIX has dropped to 0.36 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
J vs. FXAIX — Risk / Return Rank
J
FXAIX
J vs. FXAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Jacobs Engineering Group Inc. (J) 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.
| J | FXAIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.55 | ||
| Sortino ratioReturn per unit of downside risk | -1.94 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.26 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.11 | 2.06 | -2.18 |
| Martin ratioReturn relative to average drawdown | -0.23 | 8.86 | -9.09 |
Loading charts...
Drawdowns
J vs. FXAIX - Drawdown Comparison
The maximum J drawdown since its inception was -74.14%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for J and FXAIX.
Loading charts...
Drawdown Indicators
| J | FXAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.14% | -33.79% | -40.35% |
Max Drawdown (1Y)Largest decline over 1 year | -34.44% | -8.89% | -25.55% |
Max Drawdown (3Y)Largest decline over 3 years | -34.44% | -18.76% | -15.68% |
Max Drawdown (5Y)Largest decline over 5 years | -34.44% | -24.50% | -9.94% |
Max Drawdown (10Y)Largest decline over 10 years | -39.33% | -33.79% | -5.54% |
Current DrawdownCurrent decline from peak | -17.27% | -2.11% | -15.16% |
Average DrawdownAverage peak-to-trough decline | -26.15% | -3.77% | -22.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.35% | 2.07% | +15.28% |
Volatility
J vs. FXAIX - Volatility Comparison
Jacobs Engineering Group Inc. (J) has a higher volatility of 8.43% compared to Fidelity 500 Index Fund (FXAIX) at 3.44%. This indicates that J'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.
Loading charts...
Volatility by Period
| J | FXAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.43% | 3.44% | +4.99% |
Volatility (6M)Calculated over the trailing 6-month period | 26.57% | 10.09% | +16.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.78% | 12.86% | +19.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.29% | 17.03% | +9.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.83% | 18.07% | +9.76% |
Dividends
J vs. FXAIX - Dividend Comparison
J's dividend yield for the trailing twelve months is around 1.01%, 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% |
J Jacobs Engineering Group Inc. | 1.01% | 1.96% | 0.76% | 0.80% | 0.77% | 0.60% | 0.70% | 0.76% | 1.03% | 0.91% | 0.00% | 0.00% |
Frequently Asked Questions
J and FXAIX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
J has higher volatility (8.43%) compared to FXAIX (3.44%). In terms of maximum drawdown, J dropped -74.14% vs FXAIX's -33.79%.
FXAIX currently has the higher Sharpe Ratio (1.43 vs -0.12), 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.
Find the right allocation for J and FXAIX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer