PST vs. FXAIX
Compare and contrast key facts about ProShares UltraShort 7-10 Year Treasury (PST) and Fidelity 500 Index Fund (FXAIX).
PST is a passively managed fund by ProShares that tracks the performance of the ICE BofA US Treasury (7-10 Y) (-200%). It was launched on May 1, 2008. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PST or FXAIX.
Performance
PST vs. FXAIX - Performance Comparison
Returns By Period
In the year-to-date period, PST achieves a 10.84% return, which is significantly lower than FXAIX's 26.70% return. Over the past 10 years, PST has underperformed FXAIX with an annualized return of 0.36%, while FXAIX has yielded a comparatively higher 13.12% annualized return.
PST
10.84%
3.12%
0.44%
2.65%
6.48%
0.36%
FXAIX
26.70%
3.09%
13.28%
32.84%
15.78%
13.12%
Key characteristics
| PST | FXAIX | |
|---|---|---|
| Sharpe Ratio | 0.19 | 2.68 |
| Sortino Ratio | 0.37 | 3.58 |
| Omega Ratio | 1.04 | 1.50 |
| Calmar Ratio | 0.04 | 3.89 |
| Martin Ratio | 0.40 | 17.48 |
| Ulcer Index | 6.64% | 1.88% |
| Daily Std Dev | 14.28% | 12.24% |
| Max Drawdown | -79.25% | -33.79% |
| Current Drawdown | -64.56% | -0.46% |
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PST vs. FXAIX - Expense Ratio Comparison
PST has a 0.95% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Correlation
The correlation between PST and FXAIX is 0.25, 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.
Risk-Adjusted Performance
PST vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort 7-10 Year Treasury (PST) 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
PST vs. FXAIX - Dividend Comparison
PST's dividend yield for the trailing twelve months is around 3.81%, more than FXAIX's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PST ProShares UltraShort 7-10 Year Treasury | 3.81% | 3.70% | 0.02% | 0.00% | 0.11% | 1.86% | 0.67% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FXAIX Fidelity 500 Index Fund | 1.21% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
PST vs. FXAIX - Drawdown Comparison
The maximum PST drawdown since its inception was -79.25%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for PST and FXAIX. For additional features, visit the drawdowns tool.
Volatility
PST vs. FXAIX - Volatility Comparison
ProShares UltraShort 7-10 Year Treasury (PST) and Fidelity 500 Index Fund (FXAIX) have volatilities of 3.95% and 3.96%, 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.