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RMDFX vs. FSHNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RMDFX vs. FSHNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aspiriant Defensive Allocation Fund (RMDFX) and Fidelity Series High Income Fund (FSHNX). The values are adjusted to include any dividend payments, if applicable.

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RMDFX vs. FSHNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RMDFX
Aspiriant Defensive Allocation Fund
2.53%18.85%1.45%8.01%-6.84%4.20%5.10%11.50%-4.89%9.41%
FSHNX
Fidelity Series High Income Fund
-0.85%11.17%8.75%11.25%-11.52%6.05%4.57%15.20%-2.14%9.40%

Returns By Period

In the year-to-date period, RMDFX achieves a 2.53% return, which is significantly higher than FSHNX's -0.85% return. Over the past 10 years, RMDFX has underperformed FSHNX with an annualized return of 4.91%, while FSHNX has yielded a comparatively higher 6.22% annualized return.


RMDFX

1D
0.25%
1M
-3.79%
YTD
2.53%
6M
7.56%
1Y
17.15%
3Y*
9.46%
5Y*
5.23%
10Y*
4.91%

FSHNX

1D
0.00%
1M
-2.13%
YTD
-0.85%
6M
1.07%
1Y
9.23%
3Y*
9.00%
5Y*
4.58%
10Y*
6.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RMDFX vs. FSHNX - Expense Ratio Comparison

RMDFX has a 0.18% expense ratio, which is higher than FSHNX's 0.00% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

RMDFX vs. FSHNX — Risk / Return Rank

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

RMDFX
RMDFX Risk / Return Rank: 9898
Overall Rank
RMDFX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
RMDFX Sortino Ratio Rank: 9898
Sortino Ratio Rank
RMDFX Omega Ratio Rank: 9898
Omega Ratio Rank
RMDFX Calmar Ratio Rank: 9797
Calmar Ratio Rank
RMDFX Martin Ratio Rank: 9797
Martin Ratio Rank

FSHNX
FSHNX Risk / Return Rank: 9595
Overall Rank
FSHNX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FSHNX Sortino Ratio Rank: 9696
Sortino Ratio Rank
FSHNX Omega Ratio Rank: 9696
Omega Ratio Rank
FSHNX Calmar Ratio Rank: 9393
Calmar Ratio Rank
FSHNX Martin Ratio Rank: 9595
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.

RMDFX vs. FSHNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aspiriant Defensive Allocation Fund (RMDFX) and Fidelity Series High Income Fund (FSHNX). 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.


RMDFXFSHNXDifference

Sharpe ratio

Return per unit of total volatility

3.47

2.40

+1.06

Sortino ratio

Return per unit of downside risk

4.74

3.54

+1.20

Omega ratio

Gain probability vs. loss probability

1.75

1.59

+0.16

Calmar ratio

Return relative to maximum drawdown

4.07

2.82

+1.25

Martin ratio

Return relative to average drawdown

17.19

13.13

+4.06

RMDFX vs. FSHNX - Sharpe Ratio Comparison

The current RMDFX Sharpe Ratio is 3.47, which is higher than the FSHNX Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of RMDFX and FSHNX, 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


RMDFXFSHNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.47

2.40

+1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.88

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

1.07

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.96

-0.18

Correlation

The correlation between RMDFX and FSHNX is 0.47, 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.


Dividends

RMDFX vs. FSHNX - Dividend Comparison

RMDFX's dividend yield for the trailing twelve months is around 4.52%, less than FSHNX's 6.57% yield.


TTM20252024202320222021202020192018201720162015
RMDFX
Aspiriant Defensive Allocation Fund
4.52%4.63%0.00%3.69%0.78%5.37%2.28%3.78%4.11%2.16%1.16%0.00%
FSHNX
Fidelity Series High Income Fund
6.57%7.04%5.97%6.21%4.90%5.01%5.57%6.35%6.95%6.03%6.24%5.79%

Drawdowns

RMDFX vs. FSHNX - Drawdown Comparison

The maximum RMDFX drawdown since its inception was -15.96%, smaller than the maximum FSHNX drawdown of -21.98%. Use the drawdown chart below to compare losses from any high point for RMDFX and FSHNX.


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Drawdown Indicators


RMDFXFSHNXDifference

Max Drawdown

Largest peak-to-trough decline

-15.96%

-21.98%

+6.02%

Max Drawdown (1Y)

Largest decline over 1 year

-4.19%

-3.26%

-0.93%

Max Drawdown (5Y)

Largest decline over 5 years

-14.63%

-15.32%

+0.69%

Max Drawdown (10Y)

Largest decline over 10 years

-15.96%

-21.98%

+6.02%

Current Drawdown

Current decline from peak

-3.79%

-2.13%

-1.66%

Average Drawdown

Average peak-to-trough decline

-3.37%

-2.44%

-0.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

0.70%

+0.29%

Volatility

RMDFX vs. FSHNX - Volatility Comparison

Aspiriant Defensive Allocation Fund (RMDFX) has a higher volatility of 1.99% compared to Fidelity Series High Income Fund (FSHNX) at 1.23%. This indicates that RMDFX's price experiences larger fluctuations and is considered to be riskier than FSHNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RMDFXFSHNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.99%

1.23%

+0.76%

Volatility (6M)

Calculated over the trailing 6-month period

3.83%

2.26%

+1.57%

Volatility (1Y)

Calculated over the trailing 1-year period

5.01%

4.02%

+0.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.34%

5.27%

+1.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.20%

5.83%

+0.37%