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Fidelity Large Cap Core Enhanced Index Fund (FLCEX...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS31606X1000
CUSIP31606X100
IssuerFidelity
Inception DateApr 19, 2007
CategoryLarge Cap Blend Equities
Min. Investment$0
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

FLCEX has a high expense ratio of 0.39%, indicating higher-than-average management fees.


Expense ratio chart for FLCEX: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%

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.


Fidelity Large Cap Core Enhanced Index Fund

Popular comparisons: FLCEX vs. FXAIX, FLCEX vs. ILCV, FLCEX vs. PRCOX, FLCEX vs. FBGRX, FLCEX vs. QQQ, FLCEX vs. SPY, FLCEX vs. BBUS, FLCEX vs. FSPGX, FLCEX vs. SPYG, FLCEX vs. PRBLX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Fidelity Large Cap Core Enhanced 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.


200.00%250.00%300.00%350.00%Sat 18Nov 19Mon 20Tue 21Wed 22Thu 23Fri 24Sat 25Nov 26Mon 27Tue 28
347.48%
206.46%
FLCEX (Fidelity Large Cap Core Enhanced Index Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period


PeriodReturnBenchmark
Year-To-DateN/A11.18%
1 monthN/A5.60%
6 monthsN/A17.48%
1 yearN/A26.33%
5 years (annualized)N/A13.16%
10 years (annualized)N/A10.99%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20235.37%-2.18%3.42%1.31%0.62%6.65%3.58%-2.10%-4.10%-2.05%18.64%
2022-3.94%-3.09%3.83%-7.72%0.83%-8.40%8.32%-4.05%-9.04%8.09%5.28%-5.48%-16.21%
2021-0.21%3.48%4.64%5.12%1.20%2.34%1.66%3.04%-4.53%6.67%-0.97%4.74%30.17%
20200.00%-8.26%-11.19%12.60%4.17%1.78%5.56%7.22%-4.41%-2.71%11.16%3.73%18.04%
20197.73%2.88%1.16%3.45%-6.60%6.71%1.18%-1.49%1.45%2.40%3.80%2.77%27.68%
20185.87%-3.29%-2.40%0.34%2.79%-0.07%3.84%3.44%0.37%-6.51%2.04%-8.93%-3.53%
20171.36%4.10%-0.08%0.80%0.53%0.52%1.72%0.73%2.69%2.55%3.52%1.43%21.68%
2016-5.49%0.55%6.51%-0.11%1.47%-0.34%4.18%-0.16%-0.08%-1.81%4.27%1.91%10.87%
2015-2.84%5.67%-1.71%0.55%1.93%-2.22%1.18%-6.15%-2.04%7.59%0.08%-2.55%-1.29%
2014-3.47%4.05%1.06%1.07%2.56%1.29%-0.85%4.54%-1.23%2.16%2.68%0.77%15.32%
20134.98%1.61%3.65%3.11%2.43%-1.37%5.17%-3.16%2.99%5.11%3.85%6.33%40.22%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

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


FLCEX
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.38, compared to the broader market-1.000.001.002.003.004.002.38
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.37, compared to the broader market-2.000.002.004.006.008.0010.0012.003.37
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.003.501.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.94, compared to the broader market0.002.004.006.008.0010.0012.001.94
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.12, compared to the broader market0.0020.0040.0060.0080.009.12

Sharpe Ratio

There is not enough data available to calculate the Sharpe ratio for Fidelity Large Cap Core Enhanced Index Fund. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.


Rolling 12-month Sharpe Ratio0.900.951.001.051.10Sat 18Nov 19Mon 20Tue 21Wed 22Thu 23Fri 24Sat 25Nov 26Mon 27Tue 28
0.98
0.92
FLCEX (Fidelity Large Cap Core Enhanced Index Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Fidelity Large Cap Core Enhanced Index Fund granted a 1.21% dividend yield in the last twelve months. The annual payout for that period amounted to $0.25 per share.


PeriodTTM2022202120202019201820172016201520142013
Dividend$0.25$0.27$3.67$0.52$0.47$1.21$0.67$0.23$0.39$1.06$2.70

Dividend yield

1.21%1.25%14.25%2.29%2.38%7.67%3.82%1.57%2.82%7.44%20.13%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.17$0.08$0.25
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.27$0.27
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.67$3.67
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.52$0.52
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.47$0.47
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.21$1.21
2017$0.00$0.00$0.00$0.04$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.63$0.67
2016$0.00$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.21$0.23
2015$0.00$0.00$0.00$0.24$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.15$0.39
2014$0.00$0.00$0.00$0.22$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.84$1.06
2013$0.79$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.91$2.70

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%Sat 18Nov 19Mon 20Tue 21Wed 22Thu 23Fri 24Sat 25Nov 26Mon 27Tue 28
-1.37%
-5.04%
FLCEX (Fidelity Large Cap Core Enhanced Index Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity Large Cap Core Enhanced 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 Large Cap Core Enhanced Index Fund was 53.45%, occurring on Mar 9, 2009. Recovery took 769 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-53.45%Oct 15, 2007351Mar 9, 2009769Mar 26, 20121120
-32.62%Feb 20, 202023Mar 23, 202095Aug 6, 2020118
-22.71%Jan 5, 2022186Sep 30, 2022
-18.97%Oct 4, 201856Dec 24, 201881Apr 23, 2019137
-15.49%Jun 24, 2015161Feb 11, 2016106Jul 14, 2016267

Volatility

Volatility Chart

The current Fidelity Large Cap Core Enhanced Index Fund volatility is 3.45%, 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.


3.50%4.00%4.50%Sat 18Nov 19Mon 20Tue 21Wed 22Thu 23Fri 24Sat 25Nov 26Mon 27Tue 28
3.45%
3.25%
FLCEX (Fidelity Large Cap Core Enhanced Index Fund)
Benchmark (^GSPC)