SWBI vs. FSKAX
Compare and contrast key facts about Smith & Wesson Brands, Inc. (SWBI) and Fidelity Total Market Index Fund (FSKAX).
FSKAX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWBI or FSKAX.
Performance
SWBI vs. FSKAX - Performance Comparison
Returns By Period
In the year-to-date period, SWBI achieves a -1.70% return, which is significantly lower than FSKAX's 24.86% return. Over the past 10 years, SWBI has underperformed FSKAX with an annualized return of 7.13%, while FSKAX has yielded a comparatively higher 12.36% annualized return.
SWBI
-1.70%
-2.40%
-17.35%
-3.59%
17.68%
7.13%
FSKAX
24.86%
1.79%
12.56%
32.80%
14.94%
12.36%
Key characteristics
| SWBI | FSKAX | |
|---|---|---|
| Sharpe Ratio | -0.09 | 2.57 |
| Sortino Ratio | 0.19 | 3.44 |
| Omega Ratio | 1.03 | 1.47 |
| Calmar Ratio | -0.06 | 3.77 |
| Martin Ratio | -0.27 | 16.39 |
| Ulcer Index | 15.02% | 1.98% |
| Daily Std Dev | 43.85% | 12.61% |
| Max Drawdown | -99.49% | -35.01% |
| Current Drawdown | -59.25% | -1.48% |
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Correlation
The correlation between SWBI and FSKAX is 0.34, 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
SWBI vs. FSKAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Smith & Wesson Brands, Inc. (SWBI) and Fidelity Total Market Index Fund (FSKAX). 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
SWBI vs. FSKAX - Dividend Comparison
SWBI's dividend yield for the trailing twelve months is around 3.85%, more than FSKAX's 1.16% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWBI Smith & Wesson Brands, Inc. | 3.85% | 3.39% | 4.38% | 1.63% | 0.56% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FSKAX Fidelity Total Market Index Fund | 1.16% | 1.41% | 1.62% | 1.15% | 1.45% | 1.80% | 2.06% | 1.66% | 1.82% | 1.96% | 1.63% | 1.54% |
Drawdowns
SWBI vs. FSKAX - Drawdown Comparison
The maximum SWBI drawdown since its inception was -99.49%, which is greater than FSKAX's maximum drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for SWBI and FSKAX. For additional features, visit the drawdowns tool.
Volatility
SWBI vs. FSKAX - Volatility Comparison
Smith & Wesson Brands, Inc. (SWBI) has a higher volatility of 9.71% compared to Fidelity Total Market Index Fund (FSKAX) at 4.27%. This indicates that SWBI's price experiences larger fluctuations and is considered to be riskier than FSKAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.