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UBS vs. FXAIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

UBS vs. FXAIX

Last updated Jun 13, 2026

UBS (UBS Group AG) 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, UBS returned 16.67%/yr vs 15.44%/yr for FXAIX. A 0.58 correlation means they provide meaningful diversification when combined.

Performance

UBS vs. FXAIX - Performance Comparison

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

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Returns By Period

In the year-to-date period, UBS achieves a 7.11% return, which is significantly lower than FXAIX's 8.59% return. Over the past 10 years, UBS has outperformed FXAIX with an annualized return of 16.67%, while FXAIX has yielded a comparatively lower 15.44% annualized return.

UBS

1D
1.62%
1M
5.81%
YTD
7.11%
6M
14.79%
1Y
51.82%
3Y*
38.69%
5Y*
27.89%
10Y*
16.67%

FXAIX

1D
1.76%
1M
-0.55%
YTD
8.59%
6M
8.94%
1Y
23.79%
3Y*
21.06%
5Y*
13.34%
10Y*
15.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UBS vs. FXAIX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
UBS
UBS Group AG		7.11%60.21%2.03%67.65%5.92%27.93%17.99%7.15%-32.68%21.53%
FXAIX
Fidelity 500 Index Fund		8.59%17.84%25.01%26.29%-18.14%28.71%18.42%31.48%-4.43%21.82%

Correlation

The correlation between UBS and FXAIX is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.63

Correlation (3Y)
Calculated over the trailing 3-year period

0.56

Correlation (5Y)
Calculated over the trailing 5-year period

0.60

Correlation (10Y)
Calculated over the trailing 10-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Nov 21, 2014

0.58

The correlation between UBS and FXAIX has been stable across timeframes, ranging from 0.56 to 0.63 - a consistent structural relationship.

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UBS Group AG

Fidelity 500 Index Fund

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Return for Risk

UBS vs. FXAIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
UBS
UBS Risk / Return Rank: 8383
Overall Rank
UBS Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
UBS Sortino Ratio Rank: 8787
Sortino Ratio Rank
UBS Omega Ratio Rank: 8484
Omega Ratio Rank
UBS Calmar Ratio Rank: 7676
Calmar Ratio Rank
UBS Martin Ratio Rank: 7878
Martin Ratio Rank
FXAIX
FXAIX Risk / Return Rank: 7373
Overall Rank
FXAIX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FXAIX Sortino Ratio Rank: 6868
Sortino Ratio Rank
FXAIX Omega Ratio Rank: 6969
Omega Ratio Rank
FXAIX Calmar Ratio Rank: 7373
Calmar Ratio Rank
FXAIX Martin Ratio Rank: 8484
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.

UBS vs. FXAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS Group AG (UBS) 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.

UBSFXAIXDifference
Sharpe ratioReturn per unit of total volatility
2.01
1.97

+0.04

Sortino ratioReturn per unit of downside risk
2.74
2.67

+0.06

Omega ratioGain probability vs. loss probability

1.33

1.36

-0.03

Calmar ratioReturn relative to maximum drawdown

2.00

2.74

-0.74

Martin ratioReturn relative to average drawdown

5.33

12.46

-7.12

UBS vs. FXAIX - Sharpe Ratio Comparison

The current UBS Sharpe Ratio is 2.01, which is comparable to the FXAIX Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of UBS 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.

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Drawdowns

UBS vs. FXAIX - Drawdown Comparison

The maximum UBS drawdown since its inception was -61.38%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for UBS and FXAIX.

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Drawdown Indicators

UBSFXAIXDifference

Max Drawdown

Largest peak-to-trough decline

-61.38%

-33.79%

-27.59%

Max Drawdown (1Y)

Largest decline over 1 year

-26.07%

-8.89%

-17.18%

Max Drawdown (3Y)

Largest decline over 3 years

-27.00%

-18.76%

-8.24%

Max Drawdown (5Y)

Largest decline over 5 years

-33.41%

-24.50%

-8.91%

Max Drawdown (10Y)

Largest decline over 10 years

-61.38%

-33.79%

-27.59%

Current Drawdown

Current decline from peak

0.00%

-2.79%

+2.79%

Average Drawdown

Average peak-to-trough decline

-19.22%

-3.79%

-15.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.76%

1.95%

+7.81%

Volatility

UBS vs. FXAIX - Volatility Comparison

UBS Group AG (UBS) has a higher volatility of 7.66% compared to Fidelity 500 Index Fund (FXAIX) at 4.44%. This indicates that UBS'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

UBSFXAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.66%

4.44%

+3.22%

Volatility (6M)

Calculated over the trailing 6-month period

20.57%

9.70%

+10.87%

Volatility (1Y)

Calculated over the trailing 1-year period

25.91%

12.37%

+13.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.35%

16.99%

+13.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.37%

18.10%

+12.27%

Dividends

UBS vs. FXAIX - Dividend Comparison

UBS's dividend yield for the trailing twelve months is around 1.12%, more than FXAIX's 1.06% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
UBS
UBS Group AG		1.12%2.92%3.46%0.89%1.34%1.04%3.87%5.48%0.00%3.30%5.42%3.87%

Frequently Asked Questions

UBS and FXAIX have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UBS has higher volatility (7.66%) compared to FXAIX (4.44%). In terms of maximum drawdown, UBS dropped -61.38% vs FXAIX's -33.79%.

UBS currently has the higher Sharpe Ratio (2.01 vs 1.97), 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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