MSADY vs. FXAIX

Last updated Apr 1, 2026

Compare and contrast key facts about MS&AD Insurance Group Holdings PK (MSADY) and Fidelity 500 Index Fund (FXAIX).

FXAIX is a passively managed fund by Fidelity that tracks the performance of the S&P 500 Index. It was launched on Feb 17, 1988.

Performance

MSADY vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MS&AD Insurance Group Holdings PK (MSADY) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

MSADY vs. FXAIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MSADY MS&AD Insurance Group Holdings PK	10.54%	9.99%	70.58%	23.02%	3.31%	0.52%	-6.76%	16.74%	-16.97%	12.03%
FXAIX Fidelity 500 Index Fund	-7.05%	17.84%	25.01%	26.29%	-18.14%	28.71%	18.42%	31.48%	-4.43%	21.82%

Returns By Period

In the year-to-date period, MSADY achieves a 10.54% return, which is significantly higher than FXAIX's -7.05% return. Over the past 10 years, MSADY has underperformed FXAIX with an annualized return of 12.17%, while FXAIX has yielded a comparatively higher 13.75% annualized return.

MSADY

• 1D: 1.93%
• 1M: -6.58%
• YTD: 10.54%
• 6M: 15.01%
• 1Y: 19.52%
• 3Y*: 37.72%
• 5Y*: 22.41%
• 10Y*: 12.17%

FXAIX

• 1D: -0.39%
• 1M: -7.68%
• YTD: -7.05%
• 6M: -4.59%
• 1Y: 14.42%
• 3Y*: 17.17%
• 5Y*: 11.40%
• 10Y*: 13.75%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

MSADY vs. FXAIX — Risk / Return Rank

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

MSADY

MSADY Risk / Return Rank: 60
MSADY Sharpe Ratio Rank: 68
MSADY Sortino Ratio Rank: 60
MSADY Omega Ratio Rank: 57
MSADY Calmar Ratio Rank: 60
MSADY Martin Ratio Rank: 58

FXAIX

FXAIX Risk / Return Rank: 46
FXAIX Sharpe Ratio Rank: 41
FXAIX Sortino Ratio Rank: 45
FXAIX Omega Ratio Rank: 50
FXAIX Calmar Ratio Rank: 41
FXAIX Martin Ratio Rank: 53

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MSADY vs. FXAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MS&AD Insurance Group Holdings PK (MSADY) 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.

	MSADY	FXAIX	Difference
Sharpe ratio Return per unit of total volatility	0.74	0.84	-0.09
Sortino ratio Return per unit of downside risk	1.16	1.30	-0.14
Omega ratio Gain probability vs. loss probability	1.14	1.20	-0.05
Calmar ratio Return relative to maximum drawdown	0.80	1.05	-0.26
Martin ratio Return relative to average drawdown	1.69	5.13	-3.44
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MSADY vs. FXAIX - Sharpe Ratio Comparison

The current MSADY Sharpe Ratio is 0.74, which is comparable to the FXAIX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of MSADY 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.

Sharpe Ratios by Period

	MSADY	FXAIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.74	0.84	-0.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.81	0.68	+0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.47	0.77	-0.30
Sharpe Ratio (All Time) Calculated using the full available price history	0.26	0.75	-0.49

Correlation

The correlation between MSADY and FXAIX is 0.39, 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.

Dividends

MSADY vs. FXAIX - Dividend Comparison

MSADY has not paid dividends to shareholders, while FXAIX's dividend yield for the trailing twelve months is around 1.20%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MSADY MS&AD Insurance Group Holdings PK	0.00%	2.13%	2.21%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	1.84%	3.11%	0.00%
FXAIX Fidelity 500 Index Fund	1.20%	1.11%	1.25%	1.45%	1.69%	1.22%	1.60%	2.06%	2.72%	1.97%	2.52%	2.83%

Drawdowns

MSADY vs. FXAIX - Drawdown Comparison

The maximum MSADY drawdown since its inception was -50.41%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for MSADY and FXAIX.

Drawdown Indicators

	MSADY	FXAIX	Difference
Max Drawdown Largest peak-to-trough decline	-50.41%	-33.79%	-16.62%
Max Drawdown (1Y) Largest decline over 1 year	-17.55%	-12.13%	-5.42%
Max Drawdown (5Y) Largest decline over 5 years	-29.89%	-24.50%	-5.39%
Max Drawdown (10Y) Largest decline over 10 years	-33.77%	-33.79%	+0.02%
Current Drawdown Current decline from peak	-7.47%	-8.89%	+1.42%
Average Drawdown Average peak-to-trough decline	-15.49%	-3.83%	-11.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.28%	2.50%	+5.78%

Volatility

MSADY vs. FXAIX - Volatility Comparison

MS&AD Insurance Group Holdings PK (MSADY) has a higher volatility of 10.14% compared to Fidelity 500 Index Fund (FXAIX) at 4.24%. This indicates that MSADY'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.

Volatility by Period

	MSADY	FXAIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.14%	4.24%	+5.90%
Volatility (6M) Calculated over the trailing 6-month period	16.91%	9.08%	+7.83%
Volatility (1Y) Calculated over the trailing 1-year period	26.76%	18.13%	+8.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.96%	16.88%	+11.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.16%	18.03%	+8.13%