PFSI vs. FXAIX
Compare and contrast key facts about PennyMac Financial Services, Inc. (PFSI) 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: PFSI or FXAIX.
Correlation
The correlation between PFSI and FXAIX is 0.42, 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.
Performance
PFSI vs. FXAIX - Performance Comparison
Key characteristics
PFSI:
0.45
FXAIX:
0.31
PFSI:
0.79
FXAIX:
0.57
PFSI:
1.10
FXAIX:
1.08
PFSI:
0.61
FXAIX:
0.32
PFSI:
1.52
FXAIX:
1.43
PFSI:
9.14%
FXAIX:
4.19%
PFSI:
30.89%
FXAIX:
19.11%
PFSI:
-56.49%
FXAIX:
-33.79%
PFSI:
-16.25%
FXAIX:
-13.85%
Returns By Period
In the year-to-date period, PFSI achieves a -4.69% return, which is significantly higher than FXAIX's -9.86% return. Over the past 10 years, PFSI has outperformed FXAIX with an annualized return of 19.67%, while FXAIX has yielded a comparatively lower 11.49% annualized return.
PFSI
-4.69%
-2.46%
-10.69%
12.82%
30.35%
19.67%
FXAIX
-9.86%
-6.86%
-9.36%
6.81%
14.71%
11.49%
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Risk-Adjusted Performance
PFSI vs. FXAIX — Risk-Adjusted Performance Rank
PFSI
FXAIX
PFSI vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PennyMac Financial Services, Inc. (PFSI) 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
PFSI vs. FXAIX - Dividend Comparison
PFSI's dividend yield for the trailing twelve months is around 1.13%, less than FXAIX's 1.41% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFSI PennyMac Financial Services, Inc. | 1.13% | 0.98% | 0.91% | 1.41% | 1.15% | 0.82% | 0.35% | 1.88% | 0.00% | 0.00% | 0.00% | 0.00% |
FXAIX Fidelity 500 Index Fund | 1.41% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% |
Drawdowns
PFSI vs. FXAIX - Drawdown Comparison
The maximum PFSI drawdown since its inception was -56.49%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for PFSI and FXAIX. For additional features, visit the drawdowns tool.
Volatility
PFSI vs. FXAIX - Volatility Comparison
PennyMac Financial Services, Inc. (PFSI) and Fidelity 500 Index Fund (FXAIX) have volatilities of 13.63% and 13.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.