KMB vs. FXAIX
KMB (Kimberly-Clark Corporation) 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, KMB returned 1.74%/yr vs 15.00%/yr for FXAIX. Their 0.34 correlation means their historical movements had little consistent relationship.
Performance
KMB vs. FXAIX - Performance Comparison
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Returns By Period
In the year-to-date period, KMB achieves a 11.19% return, which is significantly higher than FXAIX's 9.35% return. Over the past 10 years, KMB has underperformed FXAIX with an annualized return of 1.74%, while FXAIX has yielded a comparatively higher 15.00% annualized return.
KMB
- 1D
- -0.80%
- 1M
- -4.72%
- 6M
- 12.19%
- YTD
- 11.19%
- 1Y
- -12.23%
- 3Y*
- -1.48%
- 5Y*
- -0.50%
- 10Y*
- 1.74%
- ALL TIME*
- 10.90%
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 | |
| $325.44M | $393.74M | $451.43M |
KMB vs. FXAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KMB Kimberly-Clark Corporation | 11.19% | -19.86% | 11.79% | -7.08% | -1.58% | 9.66% | 0.95% | 24.57% | -2.06% | 9.04% |
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 KMB and FXAIX is 0.00, 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. | 0.00 |
Correlation (3Y) Balances recent behavior with more history. | 0.06 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.16 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.22 |
Correlation (All Time) Calculated using the full available price history since May 4, 2011 | 0.34 |
Over the past year, the correlation between KMB and FXAIX has dropped to 0.00 - well below their long-term average of 0.34, suggesting their price drivers have been diverging.
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Return for Risk
KMB vs. FXAIX — Risk / Return Rank
KMB
FXAIX
KMB vs. FXAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kimberly-Clark Corporation (KMB) 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.
| KMB | FXAIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.72 | ||
| Sortino ratioReturn per unit of downside risk | -2.21 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.26 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.27 | 2.06 | -2.34 |
| Martin ratioReturn relative to average drawdown | -0.39 | 8.86 | -9.26 |
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Drawdowns
KMB vs. FXAIX - Drawdown Comparison
The maximum KMB drawdown since its inception was -36.97%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for KMB and FXAIX.
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Drawdown Indicators
| KMB | FXAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.97% | -33.79% | -3.18% |
Max Drawdown (1Y)Largest decline over 1 year | -29.60% | -8.89% | -20.71% |
Max Drawdown (3Y)Largest decline over 3 years | -34.06% | -18.76% | -15.30% |
Max Drawdown (5Y)Largest decline over 5 years | -34.06% | -24.50% | -9.56% |
Max Drawdown (10Y)Largest decline over 10 years | -34.06% | -33.79% | -0.27% |
Current DrawdownCurrent decline from peak | -21.48% | -2.11% | -19.37% |
Average DrawdownAverage peak-to-trough decline | -8.89% | -3.77% | -5.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.31% | 2.07% | +18.24% |
Volatility
KMB vs. FXAIX - Volatility Comparison
Kimberly-Clark Corporation (KMB) has a higher volatility of 8.53% compared to Fidelity 500 Index Fund (FXAIX) at 3.44%. This indicates that KMB'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
| KMB | FXAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.53% | 3.44% | +5.09% |
Volatility (6M)Calculated over the trailing 6-month period | 18.63% | 10.09% | +8.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.16% | 12.86% | +14.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.63% | 17.03% | +3.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.25% | 18.07% | +3.18% |
Dividends
KMB vs. FXAIX - Dividend Comparison
KMB's dividend yield for the trailing twelve months is around 4.65%, more 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% |
KMB Kimberly-Clark Corporation | 4.65% | 5.00% | 3.72% | 3.88% | 3.42% | 3.19% | 3.17% | 3.00% | 3.51% | 3.22% | 3.22% | 2.77% |
Frequently Asked Questions
KMB and FXAIX have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KMB has higher volatility (8.53%) compared to FXAIX (3.44%). In terms of maximum drawdown, KMB dropped -36.97% vs FXAIX's -33.79%.
FXAIX currently has the higher Sharpe Ratio (1.43 vs -0.30), 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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