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PAL vs. FSKAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PAL vs. FSKAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Proficient Auto Logistics, Inc (PAL) and Fidelity Total Market Index Fund (FSKAX). The values are adjusted to include any dividend payments, if applicable.

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PAL vs. FSKAX - Yearly Performance Comparison


2026 (YTD)20252024
PAL
Proficient Auto Logistics, Inc
-29.67%19.45%-45.29%
FSKAX
Fidelity Total Market Index Fund
-6.77%17.06%13.58%

Returns By Period

In the year-to-date period, PAL achieves a -29.67% return, which is significantly lower than FSKAX's -6.77% return.


PAL

1D
6.10%
1M
-10.44%
YTD
-29.67%
6M
-1.60%
1Y
-19.00%
3Y*
5Y*
10Y*

FSKAX

1D
-0.47%
1M
-7.69%
YTD
-6.77%
6M
-4.56%
1Y
14.73%
3Y*
16.72%
5Y*
10.13%
10Y*
13.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

PAL vs. FSKAX — Risk / Return Rank

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

PAL
PAL Risk / Return Rank: 2929
Overall Rank
PAL Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
PAL Sortino Ratio Rank: 3434
Sortino Ratio Rank
PAL Omega Ratio Rank: 3434
Omega Ratio Rank
PAL Calmar Ratio Rank: 2424
Calmar Ratio Rank
PAL Martin Ratio Rank: 2525
Martin Ratio Rank

FSKAX
FSKAX Risk / Return Rank: 4545
Overall Rank
FSKAX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FSKAX Sortino Ratio Rank: 4444
Sortino Ratio Rank
FSKAX Omega Ratio Rank: 4848
Omega Ratio Rank
FSKAX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FSKAX Martin Ratio Rank: 5252
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.

PAL vs. FSKAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Proficient Auto Logistics, Inc (PAL) and Fidelity Total Market Index Fund (FSKAX). 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.


PALFSKAXDifference

Sharpe ratio

Return per unit of total volatility

-0.24

0.83

-1.07

Sortino ratio

Return per unit of downside risk

0.21

1.29

-1.08

Omega ratio

Gain probability vs. loss probability

1.03

1.19

-0.17

Calmar ratio

Return relative to maximum drawdown

-0.52

1.04

-1.57

Martin ratio

Return relative to average drawdown

-0.94

5.05

-5.98

PAL vs. FSKAX - Sharpe Ratio Comparison

The current PAL Sharpe Ratio is -0.24, which is lower than the FSKAX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of PAL and FSKAX, 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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Sharpe Ratios by Period


PALFSKAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.24

0.83

-1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.46

0.78

-1.24

Correlation

The correlation between PAL and FSKAX is 0.38, 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

PAL vs. FSKAX - Dividend Comparison

PAL has not paid dividends to shareholders, while FSKAX's dividend yield for the trailing twelve months is around 1.09%.


TTM20252024202320222021202020192018201720162015
PAL
Proficient Auto Logistics, 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%
FSKAX
Fidelity Total Market Index Fund
1.09%1.01%1.19%1.41%1.62%1.15%1.45%1.94%2.54%2.07%2.43%0.82%

Drawdowns

PAL vs. FSKAX - Drawdown Comparison

The maximum PAL drawdown since its inception was -71.64%, which is greater than FSKAX's maximum drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for PAL and FSKAX.


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Drawdown Indicators


PALFSKAXDifference

Max Drawdown

Largest peak-to-trough decline

-71.64%

-35.01%

-36.63%

Max Drawdown (1Y)

Largest decline over 1 year

-42.60%

-12.42%

-30.18%

Max Drawdown (5Y)

Largest decline over 5 years

-25.39%

Max Drawdown (10Y)

Largest decline over 10 years

-35.01%

Current Drawdown

Current decline from peak

-66.91%

-8.92%

-57.99%

Average Drawdown

Average peak-to-trough decline

-47.50%

-4.05%

-43.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.88%

2.57%

+21.31%

Volatility

PAL vs. FSKAX - Volatility Comparison

Proficient Auto Logistics, Inc (PAL) has a higher volatility of 15.94% compared to Fidelity Total Market Index Fund (FSKAX) at 4.42%. This indicates that PAL's price experiences larger fluctuations and is considered to be riskier than FSKAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PALFSKAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.94%

4.42%

+11.52%

Volatility (6M)

Calculated over the trailing 6-month period

56.41%

9.40%

+47.01%

Volatility (1Y)

Calculated over the trailing 1-year period

81.03%

18.50%

+62.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.23%

17.38%

+56.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

74.23%

18.42%

+55.81%