PortfoliosLab logo
^BSE100 vs. FXAIX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^BSE100 and FXAIX is -0.40. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

^BSE100 vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P BSE-100 (^BSE100) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Daily Std Dev

^BSE100:

15.71%

FXAIX:

9.68%

Max Drawdown

^BSE100:

-2.17%

FXAIX:

-0.77%

Current Drawdown

^BSE100:

-2.17%

FXAIX:

-0.06%

Returns By Period


^BSE100

YTD

N/A

1M

4.70%

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

FXAIX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

^BSE100 vs. FXAIX — Risk-Adjusted Performance Rank

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

^BSE100
The Risk-Adjusted Performance Rank of ^BSE100 is 5454
Overall Rank
The Sharpe Ratio Rank of ^BSE100 is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of ^BSE100 is 4949
Sortino Ratio Rank
The Omega Ratio Rank of ^BSE100 is 5454
Omega Ratio Rank
The Calmar Ratio Rank of ^BSE100 is 5555
Calmar Ratio Rank
The Martin Ratio Rank of ^BSE100 is 4141
Martin Ratio Rank

FXAIX
The Risk-Adjusted Performance Rank of FXAIX is 6464
Overall Rank
The Sharpe Ratio Rank of FXAIX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of FXAIX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of FXAIX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of FXAIX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of FXAIX is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^BSE100 vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P BSE-100 (^BSE100) 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.



Loading data...

Drawdowns

^BSE100 vs. FXAIX - Drawdown Comparison

The maximum ^BSE100 drawdown since its inception was -2.17%, which is greater than FXAIX's maximum drawdown of -0.77%. Use the drawdown chart below to compare losses from any high point for ^BSE100 and FXAIX. For additional features, visit the drawdowns tool.


Loading data...

Volatility

^BSE100 vs. FXAIX - Volatility Comparison


Loading data...