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Fidelity Series Large Cap Value Index Fund (FIOOX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US31635V4068

CUSIP

31635V406

Issuer

Fidelity

Inception Date

Nov 7, 2013

Min. Investment

$0

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Value

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
FIOOX vs. ILCV FIOOX vs. DFLVX FIOOX vs. SFLNX FIOOX vs. SWLVX FIOOX vs. VOO FIOOX vs. DODGX FIOOX vs. VIG
Popular comparisons:
FIOOX vs. ILCV FIOOX vs. DFLVX FIOOX vs. SFLNX FIOOX vs. SWLVX FIOOX vs. VOO FIOOX vs. DODGX FIOOX vs. VIG

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Fidelity Series Large Cap Value Index Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.99%
11.50%
FIOOX (Fidelity Series Large Cap Value Index Fund)
Benchmark (^GSPC)

Returns By Period

Fidelity Series Large Cap Value Index Fund had a return of 19.17% year-to-date (YTD) and 27.85% in the last 12 months. Over the past 10 years, Fidelity Series Large Cap Value Index Fund had an annualized return of 9.21%, while the S&P 500 had an annualized return of 11.13%, indicating that Fidelity Series Large Cap Value Index Fund did not perform as well as the benchmark.


FIOOX

YTD

19.17%

1M

1.04%

6M

9.99%

1Y

27.85%

5Y (annualized)

10.37%

10Y (annualized)

9.21%

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

Monthly Returns

The table below presents the monthly returns of FIOOX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.07%3.73%4.97%-4.25%3.13%-0.89%5.11%2.67%1.36%-1.11%19.17%
20235.22%-3.58%-0.40%1.51%-3.90%6.71%3.52%-2.67%-3.91%-3.50%7.54%5.59%11.60%
2022-2.31%-1.18%2.87%-5.66%1.93%-8.73%6.68%-2.99%-8.82%10.30%6.20%-4.03%-7.56%
2021-0.91%6.11%5.86%4.02%2.29%-1.15%0.84%1.99%-3.52%5.09%-3.48%6.29%25.23%
2020-2.12%-9.68%-17.08%11.24%3.46%-0.63%3.91%4.12%-2.44%-1.29%13.45%3.80%2.85%
20197.80%3.24%0.64%3.55%-6.46%7.24%0.78%-2.93%3.57%1.45%3.02%2.73%26.57%
20183.85%-4.77%-1.78%0.41%0.57%0.24%4.01%1.46%0.23%-5.23%3.04%-9.69%-8.28%
20170.77%3.57%-1.08%-0.17%-0.08%1.67%1.31%-1.22%2.95%0.80%3.00%1.53%13.72%
2016-5.10%-0.10%7.20%2.13%1.52%0.84%2.87%0.81%-0.27%-1.52%5.73%2.42%17.19%
2015-3.97%4.87%-1.27%0.89%1.24%-2.01%0.45%-5.95%-3.12%7.60%0.36%-2.26%-3.87%
2014-3.56%4.40%2.44%0.94%1.48%2.56%-1.69%3.63%-2.01%2.23%2.01%2.75%15.89%
20131.80%2.52%4.37%

Expense Ratio

FIOOX has an expense ratio of 0.00%, indicating no management fees are charged.


Expense ratio chart for FIOOX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of FIOOX is 85, placing it in the top 15% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of FIOOX is 8585
Combined Rank
The Sharpe Ratio Rank of FIOOX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of FIOOX is 8282
Sortino Ratio Rank
The Omega Ratio Rank of FIOOX is 7777
Omega Ratio Rank
The Calmar Ratio Rank of FIOOX is 9595
Calmar Ratio Rank
The Martin Ratio Rank of FIOOX is 8585
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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Fidelity Series Large Cap Value Index Fund (FIOOX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for FIOOX, currently valued at 2.56, compared to the broader market-1.000.001.002.003.004.005.002.562.46
The chart of Sortino ratio for FIOOX, currently valued at 3.60, compared to the broader market0.005.0010.003.603.31
The chart of Omega ratio for FIOOX, currently valued at 1.46, compared to the broader market1.002.003.004.001.461.46
The chart of Calmar ratio for FIOOX, currently valued at 5.09, compared to the broader market0.005.0010.0015.0020.0025.005.093.55
The chart of Martin ratio for FIOOX, currently valued at 15.94, compared to the broader market0.0020.0040.0060.0080.00100.0015.9415.76
FIOOX
^GSPC

The current Fidelity Series Large Cap Value Index Fund Sharpe ratio is 2.56. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Fidelity Series Large Cap Value Index Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.56
2.46
FIOOX (Fidelity Series Large Cap Value Index Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Fidelity Series Large Cap Value Index Fund provided a 1.90% dividend yield over the last twelve months, with an annual payout of $0.33 per share. The fund has been increasing its distributions for 3 consecutive years.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.60$0.7020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.33$0.33$0.33$0.30$0.29$0.34$0.33$0.30$0.19$0.32$0.67$0.04

Dividend yield

1.90%2.24%2.38%1.95%2.18%2.54%2.99%2.36%1.63%3.16%5.87%0.34%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity Series Large Cap Value Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02
2023$0.00$0.00$0.01$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.32$0.33
2022$0.00$0.00$0.01$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.32$0.33
2021$0.00$0.00$0.01$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.29$0.30
2020$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.27$0.29
2019$0.00$0.00$0.01$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.33$0.34
2018$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.32$0.33
2017$0.00$0.00$0.01$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.29$0.30
2016$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.18$0.19
2015$0.00$0.00$0.07$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.25$0.32
2014$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.64$0.67
2013$0.04$0.04

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.30%
-1.40%
FIOOX (Fidelity Series Large Cap Value Index Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity Series Large Cap Value Index Fund. 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 Series Large Cap Value Index Fund was 38.31%, occurring on Mar 23, 2020. Recovery took 179 trading sessions.

The current Fidelity Series Large Cap Value Index Fund drawdown is 1.30%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.31%Feb 13, 202027Mar 23, 2020179Dec 4, 2020206
-19.02%Jan 13, 2022180Sep 30, 2022303Dec 14, 2023483
-18.34%Jan 29, 2018229Dec 24, 201886Apr 30, 2019315
-16.17%May 22, 2015183Feb 11, 201681Jun 8, 2016264
-7.75%Sep 22, 201418Oct 15, 201415Nov 5, 201433

Volatility

Volatility Chart

The current Fidelity Series Large Cap Value Index Fund volatility is 3.66%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.66%
4.07%
FIOOX (Fidelity Series Large Cap Value Index Fund)
Benchmark (^GSPC)