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LIWPX vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LIWPX and FXAIX is 0.95, 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.


Performance

LIWPX vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock LifePath Index 2065 Fund (LIWPX) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

LIWPX:

0.58

FXAIX:

0.52

Sortino Ratio

LIWPX:

0.92

FXAIX:

0.88

Omega Ratio

LIWPX:

1.14

FXAIX:

1.13

Calmar Ratio

LIWPX:

0.59

FXAIX:

0.56

Martin Ratio

LIWPX:

2.63

FXAIX:

2.18

Ulcer Index

LIWPX:

3.74%

FXAIX:

4.85%

Daily Std Dev

LIWPX:

17.35%

FXAIX:

19.47%

Max Drawdown

LIWPX:

-33.12%

FXAIX:

-33.79%

Current Drawdown

LIWPX:

-4.32%

FXAIX:

-7.66%

Returns By Period

In the year-to-date period, LIWPX achieves a 0.86% return, which is significantly higher than FXAIX's -3.38% return.


LIWPX

YTD

0.86%

1M

8.91%

6M

-1.71%

1Y

9.21%

5Y*

12.66%

10Y*

N/A

FXAIX

YTD

-3.38%

1M

7.51%

6M

-5.01%

1Y

9.78%

5Y*

15.87%

10Y*

12.44%

*Annualized

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LIWPX vs. FXAIX - Expense Ratio Comparison

LIWPX has a 0.35% expense ratio, which is higher than FXAIX's 0.02% expense ratio.


Risk-Adjusted Performance

LIWPX vs. FXAIX — Risk-Adjusted Performance Rank

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

LIWPX
The Risk-Adjusted Performance Rank of LIWPX is 6767
Overall Rank
The Sharpe Ratio Rank of LIWPX is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of LIWPX is 6363
Sortino Ratio Rank
The Omega Ratio Rank of LIWPX is 6767
Omega Ratio Rank
The Calmar Ratio Rank of LIWPX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of LIWPX is 7171
Martin Ratio Rank

FXAIX
The Risk-Adjusted Performance Rank of FXAIX is 6464
Overall Rank
The Sharpe Ratio Rank of FXAIX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of FXAIX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of FXAIX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of FXAIX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of FXAIX is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LIWPX vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock LifePath Index 2065 Fund (LIWPX) 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.


The current LIWPX Sharpe Ratio is 0.58, which is comparable to the FXAIX Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of LIWPX and FXAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

LIWPX vs. FXAIX - Dividend Comparison

LIWPX's dividend yield for the trailing twelve months is around 1.63%, more than FXAIX's 1.32% yield.


TTM20242023202220212020201920182017201620152014
LIWPX
BlackRock LifePath Index 2065 Fund
1.63%1.64%1.76%1.50%1.59%1.13%0.83%0.00%0.00%0.00%0.00%0.00%
FXAIX
Fidelity 500 Index Fund
1.32%1.25%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%2.63%

Drawdowns

LIWPX vs. FXAIX - Drawdown Comparison

The maximum LIWPX drawdown since its inception was -33.12%, roughly equal to the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for LIWPX and FXAIX. For additional features, visit the drawdowns tool.


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Volatility

LIWPX vs. FXAIX - Volatility Comparison

The current volatility for BlackRock LifePath Index 2065 Fund (LIWPX) is 5.68%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 6.81%. This indicates that LIWPX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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