MPTI vs. FXAIX
Compare and contrast key facts about M-tron Industries Inc (MPTI) 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: MPTI or FXAIX.
Performance
MPTI vs. FXAIX - Performance Comparison
Returns By Period
In the year-to-date period, MPTI achieves a 74.51% return, which is significantly higher than FXAIX's 26.26% return.
MPTI
74.51%
23.39%
88.76%
83.18%
N/A
N/A
FXAIX
26.26%
1.79%
13.68%
32.38%
15.71%
13.07%
Key characteristics
| MPTI | FXAIX | |
|---|---|---|
| Sharpe Ratio | 0.81 | 2.69 |
| Sortino Ratio | 1.48 | 3.59 |
| Omega Ratio | 1.19 | 1.50 |
| Calmar Ratio | 1.37 | 3.90 |
| Martin Ratio | 3.04 | 17.53 |
| Ulcer Index | 20.41% | 1.88% |
| Daily Std Dev | 76.54% | 12.24% |
| Max Drawdown | -46.41% | -33.79% |
| Current Drawdown | 0.00% | -0.81% |
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Correlation
The correlation between MPTI and FXAIX is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
MPTI vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for M-tron Industries Inc (MPTI) 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
MPTI vs. FXAIX - Dividend Comparison
MPTI has not paid dividends to shareholders, while FXAIX's dividend yield for the trailing twelve months is around 1.22%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MPTI M-tron Industries Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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
MPTI vs. FXAIX - Drawdown Comparison
The maximum MPTI drawdown since its inception was -46.41%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for MPTI and FXAIX. For additional features, visit the drawdowns tool.
Volatility
MPTI vs. FXAIX - Volatility Comparison
M-tron Industries Inc (MPTI) has a higher volatility of 19.20% compared to Fidelity 500 Index Fund (FXAIX) at 3.95%. This indicates that MPTI'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.