SLF vs. FXAIX
SLF (Sun Life Financial Inc.) is a stock, while FXAIX (Fidelity 500 Index Fund) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, SLF returned 14.41%/yr vs 15.16%/yr for FXAIX. Their 0.60 correlation means they have sometimes moved together and sometimes differently.
Performance
SLF vs. FXAIX - Performance Comparison
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Returns By Period
In the year-to-date period, SLF achieves a 34.81% return, which is significantly higher than FXAIX's 10.13% return. Over the past 10 years, SLF has underperformed FXAIX with an annualized return of 14.41%, while FXAIX has yielded a comparatively higher 15.16% annualized return.
SLF
- 1D
- -0.59%
- 1M
- 3.53%
- 6M
- 32.02%
- YTD
- 34.81%
- 1Y
- 42.43%
- 3Y*
- 22.38%
- 5Y*
- 14.68%
- 10Y*
- 14.41%
- ALL TIME*
- 13.27%
FXAIX
- 1D
- 0.71%
- 1M
- 0.15%
- 6M
- 7.97%
- YTD
- 10.13%
- 1Y
- 21.49%
- 3Y*
- 19.42%
- 5Y*
- 12.84%
- 10Y*
- 15.16%
- ALL TIME*
- 13.94%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $43.06M | $45.24M | $50.97M |
SLF vs. FXAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SLF Sun Life Financial Inc. | 34.81% | 9.72% | 19.48% | 17.77% | -12.89% | 29.71% | 1.55% | 42.69% | -16.37% | 11.18% |
FXAIX Fidelity 500 Index Fund | 10.13% | 17.84% | 25.01% | 26.29% | -18.14% | 28.71% | 18.42% | 31.48% | -4.43% | 21.82% |
Correlation
The correlation between SLF and FXAIX is 0.35, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.35 |
Correlation (3Y) Balances recent behavior with more history. | 0.45 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.55 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.57 |
Correlation (All Time) Calculated using the full available price history since May 4, 2011 | 0.60 |
Over the past year, the correlation between SLF and FXAIX has dropped to 0.35 - well below their long-term average of 0.60, suggesting their price drivers have been diverging.
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Return for Risk
SLF vs. FXAIX — Risk / Return Rank
SLF
FXAIX
SLF vs. FXAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sun Life Financial Inc. (SLF) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SLF | FXAIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.63 | ||
| Sortino ratioReturn per unit of downside risk | +0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.27 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 4.24 | 2.21 | +2.03 |
| Martin ratioReturn relative to average drawdown | 11.51 | 9.48 | +2.03 |
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Drawdowns
SLF vs. FXAIX - Drawdown Comparison
The maximum SLF drawdown since its inception was -78.60%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for SLF and FXAIX.
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Drawdown Indicators
| SLF | FXAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.60% | -33.79% | -44.81% |
Max Drawdown (1Y)Largest decline over 1 year | -10.06% | -8.89% | -1.17% |
Max Drawdown (3Y)Largest decline over 3 years | -14.91% | -18.76% | +3.85% |
Max Drawdown (5Y)Largest decline over 5 years | -30.77% | -24.50% | -6.27% |
Max Drawdown (10Y)Largest decline over 10 years | -50.84% | -33.79% | -17.05% |
Current DrawdownCurrent decline from peak | -1.92% | -1.41% | -0.51% |
Average DrawdownAverage peak-to-trough decline | -16.78% | -3.77% | -13.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 2.07% | +1.63% |
Volatility
SLF vs. FXAIX - Volatility Comparison
Sun Life Financial Inc. (SLF) has a higher volatility of 5.09% compared to Fidelity 500 Index Fund (FXAIX) at 3.52%. This indicates that SLF's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SLF | FXAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.09% | 3.52% | +1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 14.53% | 10.11% | +4.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.80% | 12.87% | +6.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.41% | 17.02% | +2.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.68% | 18.07% | +4.61% |
Dividends
SLF vs. FXAIX - Dividend Comparison
SLF's dividend yield for the trailing twelve months is around 3.22%, more than FXAIX's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXAIX Fidelity 500 Index Fund | 1.06% | 1.11% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% |
SLF Sun Life Financial Inc. | 3.22% | 4.03% | 4.00% | 4.98% | 4.59% | 3.32% | 3.69% | 3.47% | 4.71% | 3.17% | 3.98% | 4.64% |
Frequently Asked Questions
SLF and FXAIX have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SLF has higher volatility (5.09%) compared to FXAIX (3.52%). In terms of maximum drawdown, SLF dropped -78.60% vs FXAIX's -33.79%.
SLF currently has the higher Sharpe Ratio (2.16 vs 1.53), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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