J vs. FXAIX
Compare and contrast key facts about Jacobs Engineering Group Inc. (J) and Fidelity 500 Index Fund (FXAIX).
FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: J or FXAIX.
Performance
J vs. FXAIX - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with J having a 26.04% return and FXAIX slightly higher at 26.26%. Over the past 10 years, J has outperformed FXAIX with an annualized return of 13.94%, while FXAIX has yielded a comparatively lower 13.07% annualized return.
J
26.04%
-4.26%
17.62%
31.97%
12.68%
13.94%
FXAIX
26.26%
1.79%
13.68%
32.38%
15.71%
13.07%
Key characteristics
| J | FXAIX | |
|---|---|---|
| Sharpe Ratio | 1.49 | 2.69 |
| Sortino Ratio | 1.95 | 3.59 |
| Omega Ratio | 1.27 | 1.50 |
| Calmar Ratio | 1.92 | 3.90 |
| Martin Ratio | 5.93 | 17.53 |
| Ulcer Index | 5.19% | 1.88% |
| Daily Std Dev | 20.73% | 12.24% |
| Max Drawdown | -74.14% | -33.79% |
| Current Drawdown | -9.26% | -0.81% |
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Correlation
The correlation between J and FXAIX is 0.64, 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.
Risk-Adjusted Performance
J vs. FXAIX - Risk-Adjusted Performance 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.
Dividends
J vs. FXAIX - Dividend Comparison
J's dividend yield for the trailing twelve months is around 0.79%, less than FXAIX's 1.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
J Jacobs Engineering Group Inc. | 0.79% | 0.88% | 0.80% | 0.60% | 0.77% | 0.83% | 1.18% | 0.95% | 0.00% | 0.00% | 0.00% | 0.00% |
FXAIX Fidelity 500 Index Fund | 1.22% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
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. For additional features, visit the drawdowns tool.
Volatility
J vs. FXAIX - Volatility Comparison
Jacobs Engineering Group Inc. (J) has a higher volatility of 9.97% compared to Fidelity 500 Index Fund (FXAIX) at 3.95%. 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.