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

Correlation

The correlation between MOS and FXAIX is 0.47, 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.


Performance

MOS vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Mosaic Company (MOS) 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

MOS:

0.67

FXAIX:

0.72

Sortino Ratio

MOS:

0.98

FXAIX:

1.07

Omega Ratio

MOS:

1.12

FXAIX:

1.16

Calmar Ratio

MOS:

0.24

FXAIX:

0.72

Martin Ratio

MOS:

1.58

FXAIX:

2.74

Ulcer Index

MOS:

12.48%

FXAIX:

4.85%

Daily Std Dev

MOS:

37.31%

FXAIX:

19.80%

Max Drawdown

MOS:

-94.70%

FXAIX:

-33.79%

Current Drawdown

MOS:

-70.25%

FXAIX:

-3.14%

Returns By Period

In the year-to-date period, MOS achieves a 47.44% return, which is significantly higher than FXAIX's 1.34% return. Over the past 10 years, MOS has underperformed FXAIX with an annualized return of -0.40%, while FXAIX has yielded a comparatively higher 12.67% annualized return.


MOS

YTD

47.44%

1M

18.71%

6M

41.96%

1Y

24.50%

3Y*

-13.59%

5Y*

26.63%

10Y*

-0.40%

FXAIX

YTD

1.34%

1M

6.46%

6M

-0.50%

1Y

14.09%

3Y*

14.27%

5Y*

16.00%

10Y*

12.67%

*Annualized

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The Mosaic Company

Fidelity 500 Index Fund

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

MOS vs. FXAIX — Risk-Adjusted Performance Rank

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

MOS
The Risk-Adjusted Performance Rank of MOS is 6666
Overall Rank
The Sharpe Ratio Rank of MOS is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of MOS is 6464
Sortino Ratio Rank
The Omega Ratio Rank of MOS is 6161
Omega Ratio Rank
The Calmar Ratio Rank of MOS is 6363
Calmar Ratio Rank
The Martin Ratio Rank of MOS is 6969
Martin Ratio Rank

FXAIX
The Risk-Adjusted Performance Rank of FXAIX is 6060
Overall Rank
The Sharpe Ratio Rank of FXAIX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of FXAIX is 5656
Sortino Ratio Rank
The Omega Ratio Rank of FXAIX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of FXAIX is 6363
Calmar Ratio Rank
The Martin Ratio Rank of FXAIX is 6060
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.

MOS vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Mosaic Company (MOS) 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 MOS Sharpe Ratio is 0.67, which is comparable to the FXAIX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of MOS 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

MOS vs. FXAIX - Dividend Comparison

MOS's dividend yield for the trailing twelve months is around 2.37%, more than FXAIX's 1.55% yield.


TTM20242023202220212020201920182017201620152014
MOS
The Mosaic Company
2.37%3.42%2.94%1.28%0.70%0.87%0.81%0.34%2.34%3.75%3.90%2.19%
FXAIX
Fidelity 500 Index Fund
1.55%1.25%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%2.08%

Drawdowns

MOS vs. FXAIX - Drawdown Comparison

The maximum MOS drawdown since its inception was -94.70%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for MOS and FXAIX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

MOS vs. FXAIX - Volatility Comparison

The Mosaic Company (MOS) has a higher volatility of 6.83% compared to Fidelity 500 Index Fund (FXAIX) at 4.77%. This indicates that MOS'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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