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MSADY vs. FXAIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

MSADY vs. FXAIX

Last updated Jun 24, 2026

MSADY (MS&AD Insurance Group Holdings PK) is a stock, while FXAIX (Fidelity 500 Index Fund) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, MSADY returned 13.61%/yr vs 15.80%/yr for FXAIX. At a 0.39 correlation, their price movements are largely independent.

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.

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Returns By Period

In the year-to-date period, MSADY achieves a 21.85% return, which is significantly higher than FXAIX's 9.79% return. Over the past 10 years, MSADY has underperformed FXAIX with an annualized return of 13.61%, while FXAIX has yielded a comparatively higher 15.80% annualized return.

MSADY

1D
-1.07%
1M
7.21%
YTD
21.85%
6M
18.42%
1Y
32.48%
3Y*
36.05%
5Y*
25.35%
10Y*
13.61%

FXAIX

1D
-0.37%
1M
0.10%
YTD
9.79%
6M
8.79%
1Y
25.51%
3Y*
21.39%
5Y*
13.60%
10Y*
15.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSADY vs. FXAIX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
MSADY
MS&AD Insurance Group Holdings PK		21.85%9.99%70.58%23.02%3.31%0.52%-6.76%16.74%-16.97%12.03%
FXAIX
Fidelity 500 Index Fund		9.79%17.84%25.01%26.29%-18.14%28.71%18.42%31.48%-4.43%21.82%

Correlation

The correlation between MSADY and FXAIX is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

Correlation (3Y)
Calculated over the trailing 3-year period

0.30

Correlation (5Y)
Calculated over the trailing 5-year period

0.30

Correlation (10Y)
Calculated over the trailing 10-year period

0.35

Correlation (All Time)
Calculated using the full available price history since May 4, 2011

0.39

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

MS&AD Insurance Group Holdings PK

Fidelity 500 Index Fund

Often compared with MSADY:
MSADY vs. SMPNYMSADY vs. PGRMSADY vs. VOOMSADY vs. CSWMSADY vs. ANFMSADY vs. APHMSADY vs. ARES
Often compared with FXAIX:
FXAIX vs. VOOFXAIX vs. SPYFXAIX vs. FZROXFXAIX vs. FSKAXFXAIX vs. FNILXFXAIX vs. FSPGXFXAIX vs. FCNTX

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: 7575
Overall Rank
MSADY Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
MSADY Sortino Ratio Rank: 7575
Sortino Ratio Rank
MSADY Omega Ratio Rank: 7272
Omega Ratio Rank
MSADY Calmar Ratio Rank: 7474
Calmar Ratio Rank
MSADY Martin Ratio Rank: 7474
Martin Ratio Rank
FXAIX
FXAIX Risk / Return Rank: 6565
Overall Rank
FXAIX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FXAIX Sortino Ratio Rank: 5757
Sortino Ratio Rank
FXAIX Omega Ratio Rank: 5959
Omega Ratio Rank
FXAIX Calmar Ratio Rank: 6868
Calmar Ratio Rank
FXAIX Martin Ratio Rank: 7878
Martin Ratio Rank
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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

MSADYFXAIXDifference
Sharpe ratioReturn per unit of total volatility
1.27
2.15

-0.88

Sortino ratioReturn per unit of downside risk
1.93
2.91

-0.98

Omega ratioGain probability vs. loss probability

1.23

1.39

-0.16

Calmar ratioReturn relative to maximum drawdown

1.86

3.02

-1.16

Martin ratioReturn relative to average drawdown

4.37

13.62

-9.26

MSADY vs. FXAIX - Sharpe Ratio Comparison

The current MSADY Sharpe Ratio is 1.27, which is lower than the FXAIX Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of MSADY and FXAIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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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.

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Drawdown Indicators

MSADYFXAIXDifference

Max Drawdown

Largest peak-to-trough decline

-50.41%

-33.79%

-16.62%

Max Drawdown (1Y)

Largest decline over 1 year

-17.55%

-8.89%

-8.66%

Max Drawdown (3Y)

Largest decline over 3 years

-21.28%

-18.76%

-2.52%

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

-1.89%

-1.72%

-0.17%

Average Drawdown

Average peak-to-trough decline

-15.35%

-3.79%

-11.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.46%

1.97%

+5.49%

Volatility

MSADY vs. FXAIX - Volatility Comparison

MS&AD Insurance Group Holdings PK (MSADY) has a higher volatility of 6.64% compared to Fidelity 500 Index Fund (FXAIX) at 4.68%. 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.

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Volatility by Period

MSADYFXAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.64%

4.68%

+1.96%

Volatility (6M)

Calculated over the trailing 6-month period

20.30%

9.84%

+10.46%

Volatility (1Y)

Calculated over the trailing 1-year period

25.74%

12.50%

+13.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.31%

17.00%

+11.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.87%

18.12%

+7.75%

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 1.04%.

PositionTTM20252024202320222021202020192018201720162015
FXAIX
Fidelity 500 Index Fund		1.04%1.11%1.25%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%
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%

Frequently Asked Questions

MSADY and FXAIX have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSADY has higher volatility (6.64%) compared to FXAIX (4.68%). In terms of maximum drawdown, MSADY dropped -50.41% vs FXAIX's -33.79%.

FXAIX currently has the higher Sharpe Ratio (2.15 vs 1.27), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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