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Fidelity Large Cap Growth Index Fund (FSPGX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS31635V7293
IssuerFidelity
CategoryLarge Cap Growth Equities
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

FSPGX has an expense ratio of 0.04% which is considered to be low.


Expense ratio chart for FSPGX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

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 Growth Index Fund

Popular comparisons: FSPGX vs. VUG, FSPGX vs. SCHG, FSPGX vs. FBGRX, FSPGX vs. FNILX, FSPGX vs. FSKAX, FSPGX vs. VOOG, FSPGX vs. FSELX, FSPGX vs. SWLGX, FSPGX vs. FCPGX, FSPGX vs. ONEY

Performance

Performance Chart

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


100.00%150.00%200.00%250.00%December2024FebruaryMarchAprilMay
278.70%
155.61%
FSPGX (Fidelity Large Cap Growth Index Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

Fidelity Large Cap Growth Index Fund had a return of 14.41% year-to-date (YTD) and 37.12% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date14.41%11.21%
1 month6.80%4.60%
6 months19.42%16.35%
1 year37.12%27.79%
5 years (annualized)19.16%13.43%
10 years (annualized)N/A10.76%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.47%6.81%1.77%-4.23%14.41%
20238.36%-1.20%6.86%0.97%4.57%6.81%3.36%-0.90%-5.43%-1.42%10.98%4.42%42.77%
2022-8.60%-4.24%3.93%-12.09%-2.32%-7.91%11.98%-4.66%-9.73%5.85%4.56%-7.68%-29.17%
2021-0.71%-0.04%1.74%6.79%-1.40%6.29%3.28%3.75%-5.60%8.66%0.61%2.09%27.57%
20202.23%-6.76%-9.83%14.75%6.77%4.29%7.66%10.34%-4.73%-3.39%10.23%4.60%38.46%
20199.01%3.60%2.80%4.51%-6.29%6.87%2.23%-0.75%0.00%2.82%4.45%2.98%36.38%
20187.02%-2.58%-2.72%0.29%4.41%0.97%2.94%5.43%0.58%-8.97%1.06%-8.68%-1.66%
20173.36%4.18%1.07%2.29%2.59%-0.21%2.62%1.81%1.29%3.91%3.00%0.80%30.12%
20160.51%4.75%-0.58%0.39%-2.32%2.18%1.26%6.20%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of FSPGX is 90, placing it in the top 10% 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 FSPGX is 9090
FSPGX (Fidelity Large Cap Growth Index Fund)
The Sharpe Ratio Rank of FSPGX is 9191Sharpe Ratio Rank
The Sortino Ratio Rank of FSPGX is 8888Sortino Ratio Rank
The Omega Ratio Rank of FSPGX is 8888Omega Ratio Rank
The Calmar Ratio Rank of FSPGX is 9191Calmar Ratio Rank
The Martin Ratio Rank of FSPGX is 9292Martin 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 Large Cap Growth Index Fund (FSPGX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FSPGX
Sharpe ratio
The chart of Sharpe ratio for FSPGX, currently valued at 2.65, compared to the broader market-1.000.001.002.003.004.002.65
Sortino ratio
The chart of Sortino ratio for FSPGX, currently valued at 3.61, compared to the broader market-2.000.002.004.006.008.0010.0012.003.61
Omega ratio
The chart of Omega ratio for FSPGX, currently valued at 1.46, compared to the broader market1.002.003.004.001.46
Calmar ratio
The chart of Calmar ratio for FSPGX, currently valued at 2.38, compared to the broader market0.005.0010.002.38
Martin ratio
The chart of Martin ratio for FSPGX, currently valued at 13.57, compared to the broader market0.0020.0040.0060.0080.0013.57
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.52, compared to the broader market-1.000.001.002.003.004.002.52
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.56, compared to the broader market-2.000.002.004.006.008.0010.0012.003.56
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.44, compared to the broader market1.002.003.004.001.44
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.04, compared to the broader market0.005.0010.002.04
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.59, compared to the broader market0.0020.0040.0060.0080.009.59

Sharpe Ratio

The current Fidelity Large Cap Growth Index Fund Sharpe ratio is 2.65. 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 Large Cap Growth 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 Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
2.65
2.52
FSPGX (Fidelity Large Cap Growth Index Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Fidelity Large Cap Growth Index Fund granted a 0.64% dividend yield in the last twelve months. The annual payout for that period amounted to $0.22 per share.


PeriodTTM20232022202120202019201820172016
Dividend$0.22$0.22$0.18$0.66$0.42$0.18$0.19$0.16$0.03

Dividend yield

0.64%0.73%0.86%2.22%1.76%1.04%1.47%1.22%0.29%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity Large Cap Growth 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$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.05$0.00$0.00$0.00$0.00$0.00$0.16$0.22
2022$0.00$0.00$0.00$0.00$0.00$0.04$0.00$0.00$0.00$0.00$0.00$0.14$0.18
2021$0.00$0.00$0.00$0.00$0.00$0.04$0.00$0.00$0.00$0.00$0.00$0.62$0.66
2020$0.00$0.00$0.00$0.00$0.00$0.18$0.00$0.00$0.00$0.00$0.00$0.24$0.42
2019$0.00$0.00$0.00$0.00$0.00$0.05$0.00$0.00$0.00$0.00$0.00$0.13$0.18
2018$0.00$0.00$0.00$0.00$0.00$0.06$0.00$0.00$0.00$0.00$0.00$0.13$0.19
2017$0.00$0.00$0.00$0.00$0.00$0.05$0.00$0.00$0.00$0.00$0.00$0.12$0.16
2016$0.03$0.03

Drawdowns

Drawdowns Chart

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


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2024FebruaryMarchAprilMay0
-0.31%
FSPGX (Fidelity Large Cap Growth Index Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity Large Cap Growth 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 Growth Index Fund was 32.66%, occurring on Oct 14, 2022. Recovery took 300 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.66%Dec 28, 2021202Oct 14, 2022300Dec 26, 2023502
-31.42%Feb 20, 202023Mar 23, 202053Jun 8, 202076
-22.02%Oct 2, 201858Dec 24, 201875Apr 12, 2019133
-11.34%Sep 3, 202014Sep 23, 202048Dec 1, 202062
-9.9%Jan 29, 20189Feb 8, 201880Jun 5, 201889

Volatility

Volatility Chart

The current Fidelity Large Cap Growth Index Fund volatility is 3.92%, 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%December2024FebruaryMarchAprilMay
3.92%
3.10%
FSPGX (Fidelity Large Cap Growth Index Fund)
Benchmark (^GSPC)