TR vs. FXAIX

Last updated Jun 4, 2026

TR (Tootsie Roll Industries, 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, TR returned 3.28%/yr vs 15.66%/yr for FXAIX. At a 0.36 correlation, their price movements are largely independent.

Performance

TR vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tootsie Roll Industries, Inc. (TR) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TR achieves a 6.12% return, which is significantly lower than FXAIX's 11.71% return. Over the past 10 years, TR has underperformed FXAIX with an annualized return of 3.28%, while FXAIX has yielded a comparatively higher 15.66% annualized return.

TR

• 1D: 0.64%
• 1M: -9.93%
• YTD: 6.12%
• 6M: 3.74%
• 1Y: 10.19%
• 3Y*: 3.39%
• 5Y*: 6.70%
• 10Y*: 3.28%

FXAIX

• 1D: 0.13%
• 1M: 5.80%
• YTD: 11.71%
• 6M: 11.74%
• 1Y: 28.99%
• 3Y*: 22.75%
• 5Y*: 14.28%
• 10Y*: 15.66%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TR vs. FXAIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TR Tootsie Roll Industries, Inc.	6.12%	17.87%	1.36%	-18.76%	22.25%	27.01%	-12.02%	3.23%	-7.18%	-4.77%
FXAIX Fidelity 500 Index Fund	11.71%	17.84%	25.01%	26.29%	-18.14%	28.71%	18.42%	31.48%	-4.43%	21.82%

Correlation

The correlation between TR and FXAIX is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.01
Correlation (3Y) Calculated over the trailing 3-year period	0.09
Correlation (5Y) Calculated over the trailing 5-year period	0.19
Correlation (10Y) Calculated over the trailing 10-year period	0.23
Correlation (All Time) Calculated using the full available price history since May 5, 2011	0.36

The correlation between TR and FXAIX shifts across timeframes, from -0.01 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.

Return for Risk

TR vs. FXAIX — Risk / Return Rank

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

TR

TR Risk / Return Rank: 50
TR Sharpe Ratio Rank: 54
TR Sortino Ratio Rank: 46
TR Omega Ratio Rank: 46
TR Calmar Ratio Rank: 52
TR Martin Ratio Rank: 53

FXAIX

FXAIX Risk / Return Rank: 73
FXAIX Sharpe Ratio Rank: 76
FXAIX Sortino Ratio Rank: 67
FXAIX Omega Ratio Rank: 67
FXAIX Calmar Ratio Rank: 74
FXAIX Martin Ratio Rank: 83

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.

TR vs. FXAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tootsie Roll Industries, Inc. (TR) 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.

	TR	FXAIX	Difference
Sharpe ratio Return per unit of total volatility	0.39	2.52	-2.13
Sortino ratio Return per unit of downside risk	0.68	3.42	-2.74
Omega ratio Gain probability vs. loss probability	1.09	1.46	-0.37
Calmar ratio Return relative to maximum drawdown	0.51	3.36	-2.85
Martin ratio Return relative to average drawdown	1.18	15.70	-14.51
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TR vs. FXAIX - Sharpe Ratio Comparison

The current TR Sharpe Ratio is 0.39, which is lower than the FXAIX Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of TR and FXAIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TR	FXAIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.39	2.52	-2.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.27	0.85	-0.58
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.13	0.87	-0.74
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	0.82	-0.52

Drawdowns

TR vs. FXAIX - Drawdown Comparison

The maximum TR drawdown since its inception was -44.74%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for TR and FXAIX.

Drawdown Indicators

	TR	FXAIX	Difference
Max Drawdown Largest peak-to-trough decline	-44.74%	-33.79%	-10.95%
Max Drawdown (1Y) Largest decline over 1 year	-20.03%	-8.89%	-11.14%
Max Drawdown (3Y) Largest decline over 3 years	-25.32%	-18.76%	-6.56%
Max Drawdown (5Y) Largest decline over 5 years	-36.41%	-24.50%	-11.91%
Max Drawdown (10Y) Largest decline over 10 years	-36.41%	-33.79%	-2.62%
Current Drawdown Current decline from peak	-15.96%	0.00%	-15.96%
Average Drawdown Average peak-to-trough decline	-16.76%	-3.79%	-12.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.65%	1.90%	+6.75%

Volatility

TR vs. FXAIX - Volatility Comparison

Tootsie Roll Industries, Inc. (TR) has a higher volatility of 9.28% compared to Fidelity 500 Index Fund (FXAIX) at 2.83%. This indicates that TR'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.

Volatility by Period

	TR	FXAIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.28%	2.83%	+6.45%
Volatility (6M) Calculated over the trailing 6-month period	16.34%	8.97%	+7.37%
Volatility (1Y) Calculated over the trailing 1-year period	26.33%	11.86%	+14.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.97%	16.91%	+8.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.28%	18.07%	+7.21%

Dividends

TR vs. FXAIX - Dividend Comparison

TR's dividend yield for the trailing twelve months is around 0.94%, less than FXAIX's 1.03% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FXAIX Fidelity 500 Index Fund	1.03%	1.11%	1.25%	1.45%	1.69%	1.22%	1.60%	2.06%	2.72%	1.97%	2.52%	2.83%
TR Tootsie Roll Industries, Inc.	0.94%	0.98%	1.11%	1.08%	0.85%	0.99%	1.21%	1.05%	1.08%	0.99%	0.91%	1.11%

Frequently Asked Questions

Can I hold both TR and FXAIX in my portfolio?

TR and FXAIX have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TR or FXAIX?

TR has higher volatility (9.28%) compared to FXAIX (2.83%). In terms of maximum drawdown, TR dropped -44.74% vs FXAIX's -33.79%.

Which has better risk-adjusted returns?

FXAIX currently has the higher Sharpe Ratio (2.52 vs 0.39), 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.