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ISIN
US31617F8749
Issuer
Fidelity
Inception Date
May 9, 2008
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

FFDKX Performance Chart

Fidelity Fund Class K (FFDKX) is up 4.5% since the beginning of the year. FFDKX is currently trading at $117 per share. Investors who bought $1,000 worth of FFDKX shares 5 years ago would now be looking at an investment worth $1,878.


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S&P 500 Index

Returns By Period

Fidelity Fund Class K (FFDKX) has returned 4.50% so far this year and 24.84% over the past 12 months. Looking at the last ten years, FFDKX has achieved an annualized return of 15.55%, outperforming the S&P 500 Index benchmark, which averaged 13.75% per year.


Fidelity Fund Class K

1D
0.40%
1M
2.30%
YTD
4.50%
6M
5.35%
1Y
24.84%
3Y*
21.84%
5Y*
13.43%
10Y*
15.55%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FFDKX Monthly Returns History

Based on dividend-adjusted daily data since May 15, 2008, FFDKX's average daily return is +0.05%, while the average monthly return is +0.99%. At this rate, an investment would double in approximately 5.9 years.

Historically, 63% of months were positive and 37% were negative. The best month was Apr 2020 with a return of +12.7%, while the worst month was Oct 2008 at -17.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, FFDKX closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +10.9%, while the worst single day was Mar 16, 2020 at -12.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.10%-2.90%-4.66%9.10%1.93%0.40%4.50%
20253.72%-3.99%-7.60%0.73%7.80%7.01%3.29%0.92%3.50%2.69%0.89%0.51%20.13%
20243.38%6.31%3.41%-3.52%6.13%4.52%-0.92%1.99%1.92%-1.16%5.08%-2.23%27.24%
20235.87%-2.24%5.73%1.61%2.00%5.65%3.33%-0.64%-4.57%-1.96%9.62%3.83%31.03%
2022-8.39%-4.44%2.96%-10.86%-0.69%-8.03%10.71%-4.59%-8.83%5.99%5.60%-6.20%-25.81%
2021-0.99%0.91%3.76%6.99%-0.33%4.77%4.39%4.30%-5.86%7.64%0.31%4.02%33.32%

Benchmark Metrics

Fidelity Fund Class K has an annualized alpha of 1.27%, beta of 1.02, and R2 of 0.96 versus S&P 500 Index. Calculated based on daily prices since May 16, 2008.

  • This fund captured 106.08% of S&P 500 Index gains and 100.02% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • With beta of 1.02 and R2 of 0.96, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.27%
Beta
1.02
0.96
Upside Capture
106.08%
Downside Capture
100.02%

Expense Ratio

FFDKX has an expense ratio of 0.38%, placing it in the medium range.


Return for Risk

Risk / Return Rank

FFDKX ranks 46 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


FFDKX Risk / Return Rank: 4646
Overall Rank
FFDKX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
FFDKX Sortino Ratio Rank: 4747
Sortino Ratio Rank
FFDKX Omega Ratio Rank: 4646
Omega Ratio Rank
FFDKX Calmar Ratio Rank: 3939
Calmar Ratio Rank
FFDKX Martin Ratio Rank: 4949
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Fidelity Fund Class K (FFDKX) and compare them to S&P 500 Index.


FFDKXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.07

2.39

-0.32

Sortino ratio

Return per unit of downside risk

2.89

3.25

-0.37

Omega ratio

Gain probability vs. loss probability

1.37

1.43

-0.06

Calmar ratio

Return relative to maximum drawdown

2.38

3.11

-0.73

Martin ratio

Return relative to average drawdown

10.05

14.38

-4.34

Dividends

Dividend History

Fidelity Fund Class K provided a 1.20% dividend yield over the last twelve months, with an annual payout of $1.41 per share.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%$0.00$1.00$2.00$3.00$4.00$5.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.41$1.41$0.00$1.85$0.43$3.70$1.73$2.79$3.02$5.05$2.93$2.35

Dividend yield

1.20%1.25%0.00%2.48%0.74%4.67%2.77%5.49%7.51%11.18%7.12%5.60%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity Fund Class K. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.30$0.00$0.00$0.00$1.11$1.41
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.64$0.00$0.00$0.00$1.21$1.85
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19$0.00$0.00$0.00$0.24$0.43
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.12$0.00$0.00$0.00$0.58$3.70

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity Fund Class K. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Fidelity Fund Class K was 52.66%, occurring on Mar 9, 2009. Recovery took 764 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-52.66%Mar 2009
9mo 24d3y 11d
3y 10moMay 2008 - Mar 2012
COVID crash2020
-30.65%Mar 2020
1mo 2d3mo 15d
4mo 17dFeb 2020 - Jul 2020
Bear market2022
-30.28%Oct 2022
9mo 20d1y 3mo
2y 25dDec 2021 - Jan 2024
2025 selloff2025
-22.41%Apr 2025
2mo 14d2mo 20d
5mo 4dJan 2025 - Jun 2025
Rate-hike selloffLate 2018
-21.02%Dec 2018
3mo 26d5mo 27d
9mo 23dAug 2018 - Jun 2019

Drawdown Indicators


FFDKXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-52.66%

-56.78%

+4.12%

Max Drawdown (1Y)

Largest decline over 1 year

-10.86%

-9.10%

-1.76%

Max Drawdown (3Y)

Largest decline over 3 years

-22.41%

-18.90%

-3.51%

Max Drawdown (5Y)

Largest decline over 5 years

-30.28%

-25.43%

-4.85%

Max Drawdown (10Y)

Largest decline over 10 years

-30.65%

-33.92%

+3.27%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-8.21%

-10.72%

+2.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

1.97%

+0.59%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with FFDKX

Add Fidelity Fund Class K to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with FFDKX