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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.


-0.50.00.51.00.5

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.

-100.00%0.00%100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
-56.91%
458.11%
MOS
FXAIX

Key characteristics

Sharpe Ratio

MOS:

-0.96

FXAIX:

2.20

Sortino Ratio

MOS:

-1.33

FXAIX:

2.93

Omega Ratio

MOS:

0.85

FXAIX:

1.41

Calmar Ratio

MOS:

-0.39

FXAIX:

3.26

Martin Ratio

MOS:

-1.50

FXAIX:

14.39

Ulcer Index

MOS:

20.74%

FXAIX:

1.91%

Daily Std Dev

MOS:

32.34%

FXAIX:

12.50%

Max Drawdown

MOS:

-94.70%

FXAIX:

-33.79%

Current Drawdown

MOS:

-80.24%

FXAIX:

-2.91%

Returns By Period

In the year-to-date period, MOS achieves a -30.61% return, which is significantly lower than FXAIX's 25.57% return. Over the past 10 years, MOS has underperformed FXAIX with an annualized return of -4.57%, while FXAIX has yielded a comparatively higher 12.86% annualized return.


MOS

YTD

-30.61%

1M

-4.64%

6M

-12.06%

1Y

-31.76%

5Y*

3.85%

10Y*

-4.57%

FXAIX

YTD

25.57%

1M

0.00%

6M

8.86%

1Y

26.21%

5Y*

14.72%

10Y*

12.86%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for MOS, currently valued at -0.96, compared to the broader market-4.00-2.000.002.00-0.962.20
The chart of Sortino ratio for MOS, currently valued at -1.33, compared to the broader market-4.00-2.000.002.004.00-1.332.93
The chart of Omega ratio for MOS, currently valued at 0.85, compared to the broader market0.501.001.502.000.851.41
The chart of Calmar ratio for MOS, currently valued at -0.46, compared to the broader market0.002.004.006.00-0.463.26
The chart of Martin ratio for MOS, currently valued at -1.50, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.5014.39
MOS
FXAIX

The current MOS Sharpe Ratio is -0.96, which is lower than the FXAIX Sharpe Ratio of 2.20. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.96
2.20
MOS
FXAIX

Dividends

MOS vs. FXAIX - Dividend Comparison

MOS's dividend yield for the trailing twelve months is around 3.49%, more than FXAIX's 0.88% yield.


TTM20232022202120202019201820172016201520142013
MOS
The Mosaic Company
3.49%2.94%1.28%0.70%0.87%0.81%0.34%2.34%3.75%3.90%2.19%2.12%
FXAIX
Fidelity 500 Index Fund
0.88%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%1.84%

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. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-67.18%
-2.91%
MOS
FXAIX

Volatility

MOS vs. FXAIX - Volatility Comparison

The Mosaic Company (MOS) has a higher volatility of 11.30% compared to Fidelity 500 Index Fund (FXAIX) at 3.70%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
11.30%
3.70%
MOS
FXAIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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