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PRCH vs. FDFIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRCH and FDFIX is 0.36, 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.


-0.50.00.51.00.4

Performance

PRCH vs. FDFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Porch Group, Inc. (PRCH) and Fidelity Flex 500 Index Fund (FDFIX). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%SeptemberOctoberNovemberDecember2025February
223.04%
7.42%
PRCH
FDFIX

Key characteristics

Sharpe Ratio

PRCH:

0.28

FDFIX:

1.75

Sortino Ratio

PRCH:

1.70

FDFIX:

2.36

Omega Ratio

PRCH:

1.19

FDFIX:

1.32

Calmar Ratio

PRCH:

0.41

FDFIX:

2.67

Martin Ratio

PRCH:

0.86

FDFIX:

11.05

Ulcer Index

PRCH:

46.01%

FDFIX:

2.04%

Daily Std Dev

PRCH:

144.10%

FDFIX:

12.91%

Max Drawdown

PRCH:

-97.95%

FDFIX:

-33.77%

Current Drawdown

PRCH:

-83.13%

FDFIX:

-2.10%

Returns By Period

In the year-to-date period, PRCH achieves a -11.99% return, which is significantly lower than FDFIX's 2.43% return.


PRCH

YTD

-11.99%

1M

-4.42%

6M

223.13%

1Y

54.64%

5Y*

-15.57%

10Y*

N/A

FDFIX

YTD

2.43%

1M

-1.08%

6M

7.42%

1Y

19.84%

5Y*

14.29%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

PRCH vs. FDFIX — Risk-Adjusted Performance Rank

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

PRCH
The Risk-Adjusted Performance Rank of PRCH is 6565
Overall Rank
The Sharpe Ratio Rank of PRCH is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of PRCH is 7575
Sortino Ratio Rank
The Omega Ratio Rank of PRCH is 7070
Omega Ratio Rank
The Calmar Ratio Rank of PRCH is 6464
Calmar Ratio Rank
The Martin Ratio Rank of PRCH is 5757
Martin Ratio Rank

FDFIX
The Risk-Adjusted Performance Rank of FDFIX is 8585
Overall Rank
The Sharpe Ratio Rank of FDFIX is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of FDFIX is 8282
Sortino Ratio Rank
The Omega Ratio Rank of FDFIX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of FDFIX is 8989
Calmar Ratio Rank
The Martin Ratio Rank of FDFIX is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PRCH vs. FDFIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Porch Group, Inc. (PRCH) and Fidelity Flex 500 Index Fund (FDFIX). 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.


Sharpe ratio
The chart of Sharpe ratio for PRCH, currently valued at 0.28, compared to the broader market-2.000.002.000.281.75
The chart of Sortino ratio for PRCH, currently valued at 1.70, compared to the broader market-4.00-2.000.002.004.006.001.702.36
The chart of Omega ratio for PRCH, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.32
The chart of Calmar ratio for PRCH, currently valued at 0.41, compared to the broader market0.002.004.006.000.412.67
The chart of Martin ratio for PRCH, currently valued at 0.86, compared to the broader market-10.000.0010.0020.0030.000.8611.05
PRCH
FDFIX

The current PRCH Sharpe Ratio is 0.28, which is lower than the FDFIX Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of PRCH and FDFIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.28
1.75
PRCH
FDFIX

Dividends

PRCH vs. FDFIX - Dividend Comparison

PRCH has not paid dividends to shareholders, while FDFIX's dividend yield for the trailing twelve months is around 1.23%.


TTM20242023202220212020201920182017
PRCH
Porch Group, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FDFIX
Fidelity Flex 500 Index Fund
1.23%1.26%1.48%1.70%1.18%1.52%1.78%1.81%0.85%

Drawdowns

PRCH vs. FDFIX - Drawdown Comparison

The maximum PRCH drawdown since its inception was -97.95%, which is greater than FDFIX's maximum drawdown of -33.77%. Use the drawdown chart below to compare losses from any high point for PRCH and FDFIX. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-83.13%
-2.10%
PRCH
FDFIX

Volatility

PRCH vs. FDFIX - Volatility Comparison

Porch Group, Inc. (PRCH) has a higher volatility of 19.09% compared to Fidelity Flex 500 Index Fund (FDFIX) at 3.42%. This indicates that PRCH's price experiences larger fluctuations and is considered to be riskier than FDFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
19.09%
3.42%
PRCH
FDFIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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