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THOPX vs. SPHIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

THOPX vs. SPHIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thompson Bond Fund (THOPX) and Fidelity High Income Fund (SPHIX). The values are adjusted to include any dividend payments, if applicable.

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THOPX vs. SPHIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
THOPX
Thompson Bond Fund
0.09%7.98%11.54%6.98%-7.28%5.75%-1.71%5.56%1.80%4.75%
SPHIX
Fidelity High Income Fund
-0.85%9.85%9.57%10.99%-13.08%3.55%2.47%14.27%-2.39%8.60%

Returns By Period

In the year-to-date period, THOPX achieves a 0.09% return, which is significantly higher than SPHIX's -0.85% return. Over the past 10 years, THOPX has underperformed SPHIX with an annualized return of 4.39%, while SPHIX has yielded a comparatively higher 5.26% annualized return.


THOPX

1D
0.29%
1M
-1.20%
YTD
0.09%
6M
1.68%
1Y
5.54%
3Y*
8.48%
5Y*
4.13%
10Y*
4.39%

SPHIX

1D
0.00%
1M
-2.33%
YTD
-0.85%
6M
0.57%
1Y
8.03%
3Y*
8.81%
5Y*
3.72%
10Y*
5.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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THOPX vs. SPHIX - Expense Ratio Comparison

THOPX has a 0.71% expense ratio, which is higher than SPHIX's 0.70% expense ratio.


Return for Risk

THOPX vs. SPHIX — Risk / Return Rank

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

THOPX
THOPX Risk / Return Rank: 9696
Overall Rank
THOPX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
THOPX Sortino Ratio Rank: 9797
Sortino Ratio Rank
THOPX Omega Ratio Rank: 9696
Omega Ratio Rank
THOPX Calmar Ratio Rank: 9696
Calmar Ratio Rank
THOPX Martin Ratio Rank: 9696
Martin Ratio Rank

SPHIX
SPHIX Risk / Return Rank: 9393
Overall Rank
SPHIX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SPHIX Sortino Ratio Rank: 9494
Sortino Ratio Rank
SPHIX Omega Ratio Rank: 9494
Omega Ratio Rank
SPHIX Calmar Ratio Rank: 8989
Calmar Ratio Rank
SPHIX Martin Ratio Rank: 9191
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.

THOPX vs. SPHIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thompson Bond Fund (THOPX) and Fidelity High Income Fund (SPHIX). 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.


THOPXSPHIXDifference

Sharpe ratio

Return per unit of total volatility

2.67

2.12

+0.55

Sortino ratio

Return per unit of downside risk

3.79

2.97

+0.82

Omega ratio

Gain probability vs. loss probability

1.58

1.49

+0.09

Calmar ratio

Return relative to maximum drawdown

3.56

2.43

+1.13

Martin ratio

Return relative to average drawdown

14.40

10.66

+3.73

THOPX vs. SPHIX - Sharpe Ratio Comparison

The current THOPX Sharpe Ratio is 2.67, which is comparable to the SPHIX Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of THOPX and SPHIX, 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


THOPXSPHIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.67

2.12

+0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.95

0.71

+1.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

2.00

0.91

+1.09

Sharpe Ratio (All Time)

Calculated using the full available price history

1.25

1.44

-0.19

Correlation

The correlation between THOPX and SPHIX is 0.22, 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.


Dividends

THOPX vs. SPHIX - Dividend Comparison

THOPX's dividend yield for the trailing twelve months is around 5.15%, less than SPHIX's 6.01% yield.


TTM20252024202320222021202020192018201720162015
THOPX
Thompson Bond Fund
5.15%4.90%5.34%5.88%3.93%3.59%5.16%3.48%3.07%3.06%4.24%4.58%
SPHIX
Fidelity High Income Fund
6.01%6.43%6.10%5.41%3.91%4.07%4.71%5.10%6.02%5.40%6.07%5.59%

Drawdowns

THOPX vs. SPHIX - Drawdown Comparison

The maximum THOPX drawdown since its inception was -19.45%, smaller than the maximum SPHIX drawdown of -31.36%. Use the drawdown chart below to compare losses from any high point for THOPX and SPHIX.


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Drawdown Indicators


THOPXSPHIXDifference

Max Drawdown

Largest peak-to-trough decline

-19.45%

-31.36%

+11.91%

Max Drawdown (1Y)

Largest decline over 1 year

-1.61%

-3.31%

+1.70%

Max Drawdown (5Y)

Largest decline over 5 years

-8.00%

-16.46%

+8.46%

Max Drawdown (10Y)

Largest decline over 10 years

-11.74%

-22.44%

+10.70%

Current Drawdown

Current decline from peak

-1.20%

-2.33%

+1.13%

Average Drawdown

Average peak-to-trough decline

-1.87%

-3.49%

+1.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.40%

0.75%

-0.35%

Volatility

THOPX vs. SPHIX - Volatility Comparison

The current volatility for Thompson Bond Fund (THOPX) is 0.83%, while Fidelity High Income Fund (SPHIX) has a volatility of 1.33%. This indicates that THOPX experiences smaller price fluctuations and is considered to be less risky than SPHIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


THOPXSPHIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.83%

1.33%

-0.50%

Volatility (6M)

Calculated over the trailing 6-month period

1.36%

2.28%

-0.92%

Volatility (1Y)

Calculated over the trailing 1-year period

2.09%

3.95%

-1.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.12%

5.26%

-3.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.20%

5.79%

-3.59%