BHBFX vs. FLCOX
BHBFX (Madison Dividend Income Fund) and FLCOX (Fidelity Large Cap Value Index Fund) are both Large Cap Value Equities funds. Over the past 5 years, BHBFX returned 6.05%/yr vs 11.80%/yr for FLCOX. Their correlation of 0.91 means they have usually moved in the same direction. BHBFX charges 0.91%/yr vs 0.04%/yr for FLCOX.
Performance
BHBFX vs. FLCOX - Performance Comparison
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Returns By Period
In the year-to-date period, BHBFX achieves a 12.04% return, which is significantly lower than FLCOX's 20.58% return.
BHBFX
- 1D
- 0.07%
- 1M
- 1.39%
- 6M
- 5.01%
- YTD
- 12.04%
- 1Y
- 16.83%
- 3Y*
- 8.96%
- 5Y*
- 6.05%
- 10Y*
- 9.77%
- ALL TIME*
- 10.03%
FLCOX
- 1D
- 0.44%
- 1M
- 1.92%
- 6M
- 14.44%
- YTD
- 20.58%
- 1Y
- 32.82%
- 3Y*
- 17.99%
- 5Y*
- 11.80%
- 10Y*
- —
- ALL TIME*
- 11.04%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
BHBFX vs. FLCOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BHBFX Madison Dividend Income Fund | 12.04% | 8.19% | 7.62% | 1.76% | -5.50% | 22.82% | 6.34% | 25.17% | -0.81% | 19.94% |
FLCOX Fidelity Large Cap Value Index Fund | 20.58% | 15.90% | 14.38% | 11.48% | -7.57% | 25.09% | 2.87% | 26.54% | -8.38% | 10.90% |
Correlation
The correlation between BHBFX and FLCOX is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.79 |
Correlation (3Y) Balances recent behavior with more history. | 0.89 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.91 |
The correlation between BHBFX and FLCOX shifts across timeframes, from 0.79 (1 year) to 0.91 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BHBFX vs. FLCOX — Risk / Return Rank
BHBFX
FLCOX
BHBFX vs. FLCOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Madison Dividend Income Fund (BHBFX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BHBFX | FLCOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.19 | ||
| Sortino ratioReturn per unit of downside risk | -1.49 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.49 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | 4.59 | -2.11 |
| Martin ratioReturn relative to average drawdown | 6.92 | 19.70 | -12.78 |
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Drawdowns
BHBFX vs. FLCOX - Drawdown Comparison
The maximum BHBFX drawdown since its inception was -34.07%, smaller than the maximum FLCOX drawdown of -38.28%. Use the drawdown chart below to compare losses from any high point for BHBFX and FLCOX.
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Drawdown Indicators
| BHBFX | FLCOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.07% | -38.28% | +4.21% |
Max Drawdown (1Y)Largest decline over 1 year | -6.39% | -6.80% | +0.41% |
Max Drawdown (3Y)Largest decline over 3 years | -14.32% | -15.60% | +1.28% |
Max Drawdown (5Y)Largest decline over 5 years | -23.80% | -19.00% | -4.80% |
Max Drawdown (10Y)Largest decline over 10 years | -32.34% | — | — |
Current DrawdownCurrent decline from peak | -1.10% | -0.12% | -0.98% |
Average DrawdownAverage peak-to-trough decline | -3.69% | -4.38% | +0.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.29% | 1.59% | +0.70% |
Volatility
BHBFX vs. FLCOX - Volatility Comparison
Madison Dividend Income Fund (BHBFX) and Fidelity Large Cap Value Index Fund (FLCOX) have volatilities of 3.04% and 2.91%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BHBFX | FLCOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.04% | 2.91% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 7.40% | 8.72% | -1.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.26% | 11.41% | -1.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.53% | 14.83% | +0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.32% | 17.56% | -0.24% |
BHBFX vs. FLCOX - Expense Ratio Comparison
BHBFX has a 0.91% expense ratio, which is higher than FLCOX's 0.04% expense ratio.
Dividends
BHBFX vs. FLCOX - Dividend Comparison
BHBFX's dividend yield for the trailing twelve months is around 11.18%, more than FLCOX's 0.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BHBFX Madison Dividend Income Fund | 11.18% | 12.41% | 14.14% | 6.01% | 9.39% | 11.53% | 1.53% | 3.95% | 12.73% | 3.89% | 3.76% | 6.06% |
FLCOX Fidelity Large Cap Value Index Fund | 0.87% | 1.51% | 1.92% | 1.99% | 2.01% | 1.55% | 2.28% | 3.82% | 2.79% | 0.60% | 0.00% | 0.00% |
Frequently Asked Questions
BHBFX and FLCOX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BHBFX has higher volatility (3.04%) compared to FLCOX (2.91%). In terms of maximum drawdown, BHBFX dropped -34.07% vs FLCOX's -38.28%.
FLCOX currently has the higher Sharpe Ratio (2.75 vs 1.56), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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