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AFVLX vs. FSPGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AFVLXFSPGX
YTD Return8.86%21.39%
1Y Return16.87%29.54%
3Y Return (Ann)8.55%11.05%
5Y Return (Ann)13.36%19.05%
Sharpe Ratio1.452.03
Daily Std Dev12.19%15.06%
Max Drawdown-36.29%-32.66%
Current Drawdown-0.48%-4.15%

Correlation

-0.50.00.51.00.8

The correlation between AFVLX and FSPGX is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

AFVLX vs. FSPGX - Performance Comparison

In the year-to-date period, AFVLX achieves a 8.86% return, which is significantly lower than FSPGX's 21.39% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


150.00%200.00%250.00%300.00%FebruaryMarchAprilMayJuneJuly
148.52%
265.03%
AFVLX
FSPGX

Compare stocks, funds, or ETFs

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


Applied Finance Select Fund

Fidelity Large Cap Growth Index Fund

AFVLX vs. FSPGX - Expense Ratio Comparison

AFVLX has a 1.48% expense ratio, which is higher than FSPGX's 0.04% expense ratio.


AFVLX
Applied Finance Select Fund
Expense ratio chart for AFVLX: current value at 1.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.48%
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%

Risk-Adjusted Performance

AFVLX vs. FSPGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Applied Finance Select Fund (AFVLX) and Fidelity Large Cap Growth Index Fund (FSPGX). 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.


AFVLX
Sharpe ratio
The chart of Sharpe ratio for AFVLX, currently valued at 1.45, compared to the broader market-1.000.001.002.003.004.005.001.45
Sortino ratio
The chart of Sortino ratio for AFVLX, currently valued at 2.04, compared to the broader market0.005.0010.002.04
Omega ratio
The chart of Omega ratio for AFVLX, currently valued at 1.26, compared to the broader market1.002.003.004.001.26
Calmar ratio
The chart of Calmar ratio for AFVLX, currently valued at 1.60, compared to the broader market0.005.0010.0015.0020.001.60
Martin ratio
The chart of Martin ratio for AFVLX, currently valued at 4.54, compared to the broader market0.0020.0040.0060.0080.00100.004.54
FSPGX
Sharpe ratio
The chart of Sharpe ratio for FSPGX, currently valued at 2.03, compared to the broader market-1.000.001.002.003.004.005.002.03
Sortino ratio
The chart of Sortino ratio for FSPGX, currently valued at 2.76, compared to the broader market0.005.0010.002.76
Omega ratio
The chart of Omega ratio for FSPGX, currently valued at 1.36, compared to the broader market1.002.003.004.001.36
Calmar ratio
The chart of Calmar ratio for FSPGX, currently valued at 1.96, compared to the broader market0.005.0010.0015.0020.001.96
Martin ratio
The chart of Martin ratio for FSPGX, currently valued at 10.42, compared to the broader market0.0020.0040.0060.0080.00100.0010.42

AFVLX vs. FSPGX - Sharpe Ratio Comparison

The current AFVLX Sharpe Ratio is 1.45, which roughly equals the FSPGX Sharpe Ratio of 2.03. The chart below compares the 12-month rolling Sharpe Ratio of AFVLX and FSPGX.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.45
2.03
AFVLX
FSPGX

Dividends

AFVLX vs. FSPGX - Dividend Comparison

AFVLX's dividend yield for the trailing twelve months is around 1.09%, more than FSPGX's 0.46% yield.


TTM20232022202120202019201820172016
AFVLX
Applied Finance Select Fund
1.09%1.18%1.02%2.11%1.09%0.68%1.37%2.00%0.00%
FSPGX
Fidelity Large Cap Growth Index Fund
0.46%0.73%0.86%2.22%1.76%1.04%1.47%1.22%0.29%

Drawdowns

AFVLX vs. FSPGX - Drawdown Comparison

The maximum AFVLX drawdown since its inception was -36.29%, which is greater than FSPGX's maximum drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for AFVLX and FSPGX. For additional features, visit the drawdowns tool.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-0.48%
-4.15%
AFVLX
FSPGX

Volatility

AFVLX vs. FSPGX - Volatility Comparison

The current volatility for Applied Finance Select Fund (AFVLX) is 2.66%, while Fidelity Large Cap Growth Index Fund (FSPGX) has a volatility of 4.80%. This indicates that AFVLX experiences smaller price fluctuations and is considered to be less risky than FSPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%FebruaryMarchAprilMayJuneJuly
2.66%
4.80%
AFVLX
FSPGX