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WHOSX vs. FUAMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WHOSX vs. FUAMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wasatch-Hoisington U.S. Treasury Fund (WHOSX) and Fidelity Intermediate Treasury Bond Index Fund (FUAMX). The values are adjusted to include any dividend payments, if applicable.

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WHOSX vs. FUAMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WHOSX
Wasatch-Hoisington U.S. Treasury Fund
-1.67%2.34%-10.95%1.39%-34.13%-4.94%20.05%17.15%-3.84%2.55%
FUAMX
Fidelity Intermediate Treasury Bond Index Fund
-0.46%8.00%0.40%4.08%-13.06%-3.19%8.86%7.25%1.25%-0.35%

Returns By Period

In the year-to-date period, WHOSX achieves a -1.67% return, which is significantly lower than FUAMX's -0.46% return.


WHOSX

1D
0.40%
1M
-6.28%
YTD
-1.67%
6M
-2.86%
1Y
-3.26%
3Y*
-5.07%
5Y*
-7.29%
10Y*
-2.42%

FUAMX

1D
0.62%
1M
-2.50%
YTD
-0.46%
6M
0.44%
1Y
3.70%
3Y*
2.80%
5Y*
-0.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WHOSX vs. FUAMX - Expense Ratio Comparison

WHOSX has a 0.67% expense ratio, which is higher than FUAMX's 0.03% expense ratio.


Return for Risk

WHOSX vs. FUAMX — Risk / Return Rank

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

WHOSX
WHOSX Risk / Return Rank: 44
Overall Rank
WHOSX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
WHOSX Sortino Ratio Rank: 33
Sortino Ratio Rank
WHOSX Omega Ratio Rank: 33
Omega Ratio Rank
WHOSX Calmar Ratio Rank: 55
Calmar Ratio Rank
WHOSX Martin Ratio Rank: 66
Martin Ratio Rank

FUAMX
FUAMX Risk / Return Rank: 4848
Overall Rank
FUAMX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
FUAMX Sortino Ratio Rank: 4747
Sortino Ratio Rank
FUAMX Omega Ratio Rank: 3232
Omega Ratio Rank
FUAMX Calmar Ratio Rank: 7070
Calmar Ratio Rank
FUAMX Martin Ratio Rank: 4646
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.

WHOSX vs. FUAMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wasatch-Hoisington U.S. Treasury Fund (WHOSX) and Fidelity Intermediate Treasury Bond Index Fund (FUAMX). 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.


WHOSXFUAMXDifference

Sharpe ratio

Return per unit of total volatility

-0.20

0.89

-1.08

Sortino ratio

Return per unit of downside risk

-0.17

1.32

-1.50

Omega ratio

Gain probability vs. loss probability

0.98

1.16

-0.18

Calmar ratio

Return relative to maximum drawdown

-0.06

1.60

-1.66

Martin ratio

Return relative to average drawdown

-0.12

4.58

-4.70

WHOSX vs. FUAMX - Sharpe Ratio Comparison

The current WHOSX Sharpe Ratio is -0.20, which is lower than the FUAMX Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of WHOSX and FUAMX, 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


WHOSXFUAMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.20

0.89

-1.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.41

-0.03

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.22

+0.07

Correlation

The correlation between WHOSX and FUAMX is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

WHOSX vs. FUAMX - Dividend Comparison

WHOSX's dividend yield for the trailing twelve months is around 3.17%, less than FUAMX's 3.36% yield.


TTM20252024202320222021202020192018201720162015
WHOSX
Wasatch-Hoisington U.S. Treasury Fund
3.17%4.05%3.80%2.90%2.45%1.31%7.99%1.83%2.22%1.96%10.89%7.33%
FUAMX
Fidelity Intermediate Treasury Bond Index Fund
3.36%3.52%3.58%2.20%1.24%1.76%2.90%2.16%2.23%0.49%0.00%0.00%

Drawdowns

WHOSX vs. FUAMX - Drawdown Comparison

The maximum WHOSX drawdown since its inception was -53.95%, which is greater than FUAMX's maximum drawdown of -20.25%. Use the drawdown chart below to compare losses from any high point for WHOSX and FUAMX.


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Drawdown Indicators


WHOSXFUAMXDifference

Max Drawdown

Largest peak-to-trough decline

-53.95%

-20.25%

-33.70%

Max Drawdown (1Y)

Largest decline over 1 year

-12.79%

-3.10%

-9.69%

Max Drawdown (5Y)

Largest decline over 5 years

-47.93%

-18.27%

-29.66%

Max Drawdown (10Y)

Largest decline over 10 years

-53.95%

Current Drawdown

Current decline from peak

-49.60%

-6.87%

-42.73%

Average Drawdown

Average peak-to-trough decline

-11.28%

-7.33%

-3.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.53%

1.08%

+5.45%

Volatility

WHOSX vs. FUAMX - Volatility Comparison

Wasatch-Hoisington U.S. Treasury Fund (WHOSX) has a higher volatility of 4.18% compared to Fidelity Intermediate Treasury Bond Index Fund (FUAMX) at 1.72%. This indicates that WHOSX's price experiences larger fluctuations and is considered to be riskier than FUAMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WHOSXFUAMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.18%

1.72%

+2.46%

Volatility (6M)

Calculated over the trailing 6-month period

8.32%

2.91%

+5.41%

Volatility (1Y)

Calculated over the trailing 1-year period

14.59%

4.89%

+9.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.73%

6.61%

+11.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.32%

5.87%

+11.45%