SLF vs. FXAIX
Compare and contrast key facts about Sun Life Financial Inc. (SLF) 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: SLF or FXAIX.
Key characteristics
| SLF | FXAIX | |
|---|---|---|
| YTD Return | 12.47% | 19.32% |
| 1Y Return | 16.93% | 28.37% |
| 3Y Return (Ann) | 8.24% | 10.05% |
| 5Y Return (Ann) | 9.28% | 15.28% |
| 10Y Return (Ann) | 8.10% | 12.99% |
| Sharpe Ratio | 0.95 | 2.24 |
| Daily Std Dev | 17.60% | 12.70% |
| Max Drawdown | -78.78% | -33.79% |
| Current Drawdown | -0.19% | -0.33% |
Correlation
The correlation between SLF and FXAIX is 0.62, 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
SLF vs. FXAIX - Performance Comparison
In the year-to-date period, SLF achieves a 12.47% return, which is significantly lower than FXAIX's 19.32% return. Over the past 10 years, SLF has underperformed FXAIX with an annualized return of 8.10%, while FXAIX has yielded a comparatively higher 12.99% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SLF vs. FXAIX - Risk-Adjusted Performance 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.
Dividends
SLF vs. FXAIX - Dividend Comparison
SLF's dividend yield for the trailing twelve months is around 4.16%, more than FXAIX's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SLF Sun Life Financial Inc. | 4.16% | 4.26% | 4.60% | 3.17% | 3.70% | 3.46% | 4.41% | 3.25% | 3.18% | 3.76% | 3.61% | 3.91% |
FXAIX Fidelity 500 Index Fund | 1.24% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% | 2.63% | 1.84% |
Drawdowns
SLF vs. FXAIX - Drawdown Comparison
The maximum SLF drawdown since its inception was -78.78%, 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. For additional features, visit the drawdowns tool.
Volatility
SLF vs. FXAIX - Volatility Comparison
The current volatility for Sun Life Financial Inc. (SLF) is 3.29%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 4.09%. This indicates that SLF experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.