ACTIX vs. FLCOX

Last updated Apr 1, 2026

Compare and contrast key facts about Advisors Capital Tactical Fixed Income Fund (ACTIX) and Fidelity Large Cap Value Index Fund (FLCOX).

ACTIX is managed by American Century. It was launched on Feb 1, 2021. FLCOX is a passively managed fund by Fidelity that tracks the performance of the Russell 1000 Value Index. It was launched on Jun 7, 2016.

Performance

ACTIX vs. FLCOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Advisors Capital Tactical Fixed Income Fund (ACTIX) and Fidelity Large Cap Value Index Fund (FLCOX). The values are adjusted to include any dividend payments, if applicable.

ACTIX vs. FLCOX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
ACTIX Advisors Capital Tactical Fixed Income Fund	-1.36%	6.08%	3.07%	5.97%	-9.94%	0.75%
FLCOX Fidelity Large Cap Value Index Fund	-0.05%	15.90%	14.38%	11.48%	-7.57%	13.54%

Returns By Period

In the year-to-date period, ACTIX achieves a -1.36% return, which is significantly lower than FLCOX's -0.05% return.

ACTIX

• 1D: 0.43%
• 1M: -2.39%
• YTD: -1.36%
• 6M: -0.92%
• 1Y: 3.08%
• 3Y*: 3.94%
• 5Y*: 0.71%
• 10Y*: —

FLCOX

• 1D: -0.34%
• 1M: -6.80%
• YTD: -0.05%
• 6M: 3.76%
• 1Y: 13.47%
• 3Y*: 13.50%
• 5Y*: 8.95%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ACTIX vs. FLCOX - Expense Ratio Comparison

ACTIX has a 2.09% expense ratio, which is higher than FLCOX's 0.04% expense ratio.

ACTIX

Advisors Capital Tactical Fixed Income Fund

FLCOX

Fidelity Large Cap Value Index Fund

Return for Risk

ACTIX vs. FLCOX — Risk / Return Rank

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

ACTIX

ACTIX Risk / Return Rank: 32
ACTIX Sharpe Ratio Rank: 29
ACTIX Sortino Ratio Rank: 25
ACTIX Omega Ratio Rank: 25
ACTIX Calmar Ratio Rank: 43
ACTIX Martin Ratio Rank: 38

FLCOX

FLCOX Risk / Return Rank: 50
FLCOX Sharpe Ratio Rank: 50
FLCOX Sortino Ratio Rank: 49
FLCOX Omega Ratio Rank: 53
FLCOX Calmar Ratio Rank: 44
FLCOX Martin Ratio Rank: 54

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.

ACTIX vs. FLCOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Advisors Capital Tactical Fixed Income Fund (ACTIX) and Fidelity Large Cap Value Index Fund (FLCOX). 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.

	ACTIX	FLCOX	Difference
Sharpe ratio Return per unit of total volatility	0.69	0.93	-0.25
Sortino ratio Return per unit of downside risk	0.97	1.36	-0.39
Omega ratio Gain probability vs. loss probability	1.14	1.20	-0.07
Calmar ratio Return relative to maximum drawdown	1.11	1.10	+0.01
Martin ratio Return relative to average drawdown	4.03	5.24	-1.22
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ACTIX vs. FLCOX - Sharpe Ratio Comparison

The current ACTIX Sharpe Ratio is 0.69, which is comparable to the FLCOX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of ACTIX and FLCOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ACTIX	FLCOX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.69	0.93	-0.25
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.00	0.61	-0.61
Sharpe Ratio (All Time) Calculated using the full available price history	0.00	0.52	-0.52

Correlation

The correlation between ACTIX and FLCOX is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

ACTIX vs. FLCOX - Dividend Comparison

ACTIX's dividend yield for the trailing twelve months is around 3.13%, more than FLCOX's 1.51% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
ACTIX Advisors Capital Tactical Fixed Income Fund	3.13%	3.09%	3.18%	2.44%	1.10%	0.45%	0.00%	0.00%	0.00%	0.00%
FLCOX Fidelity Large Cap Value Index Fund	1.51%	1.51%	1.92%	1.99%	2.01%	1.55%	2.28%	3.82%	2.79%	0.60%

Drawdowns

ACTIX vs. FLCOX - Drawdown Comparison

The maximum ACTIX drawdown since its inception was -96.41%, which is greater than FLCOX's maximum drawdown of -38.28%. Use the drawdown chart below to compare losses from any high point for ACTIX and FLCOX.

Drawdown Indicators

	ACTIX	FLCOX	Difference
Max Drawdown Largest peak-to-trough decline	-96.41%	-38.28%	-58.13%
Max Drawdown (1Y) Largest decline over 1 year	-3.07%	-11.81%	+8.74%
Max Drawdown (5Y) Largest decline over 5 years	-96.41%	-19.00%	-77.41%
Current Drawdown Current decline from peak	-96.20%	-6.80%	-89.40%
Average Drawdown Average peak-to-trough decline	-27.55%	-4.52%	-23.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.85%	2.49%	-1.64%

Volatility

ACTIX vs. FLCOX - Volatility Comparison

The current volatility for Advisors Capital Tactical Fixed Income Fund (ACTIX) is 1.82%, while Fidelity Large Cap Value Index Fund (FLCOX) has a volatility of 3.64%. This indicates that ACTIX experiences smaller price fluctuations and is considered to be less risky than FLCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ACTIX	FLCOX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.82%	3.64%	-1.82%
Volatility (6M) Calculated over the trailing 6-month period	2.51%	8.03%	-5.52%
Volatility (1Y) Calculated over the trailing 1-year period	4.68%	15.63%	-10.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1,202.55%	14.80%	+1,187.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1,201.12%	17.72%	+1,183.40%