BLCR vs. FFLC

Last updated Aug 2, 2026

BLCR (Blackrock Large Cap Core ETF) and FFLC (Fidelity Fundamental Large Cap Core ETF) are both Large Cap Blend Equities funds. Both are actively managed. Over the past year, BLCR returned 32.42% vs 20.47% for FFLC. Their correlation of 0.91 means they have usually moved in the same direction. BLCR charges 0.36%/yr vs 0.38%/yr for FFLC.

Performance

BLCR vs. FFLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blackrock Large Cap Core ETF (BLCR) and Fidelity Fundamental Large Cap Core ETF (FFLC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BLCR achieves a 15.00% return, which is significantly higher than FFLC's 10.63% return.

BLCR

• 1D: 1.33%
• 1M: -1.52%
• 6M: 12.15%
• YTD: 15.00%
• 1Y: 32.42%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 28.55%

FFLC

• 1D: 0.86%
• 1M: 0.31%
• 6M: 8.00%
• YTD: 10.63%
• 1Y: 20.47%
• 3Y*: 20.51%
• 5Y*: 16.45%
• 10Y*: —
• ALL TIME*: 20.17%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BLCR Blackrock Large Cap Core ETF	$18.05M	$18.88M	$32.16M
FFLC Fidelity Fundamental Large Cap Core ETF	$6.09M	$5.30M	$5.23M

BLCR vs. FFLC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
BLCR Blackrock Large Cap Core ETF	15.00%	30.93%	17.07%	13.54%
FFLC Fidelity Fundamental Large Cap Core ETF	10.63%	17.67%	27.89%	14.29%

Correlation

The correlation between BLCR and FFLC is 0.91, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.91
Correlation (All Time) Calculated using the full available price history since Oct 26, 2023	0.91

The correlation between BLCR and FFLC has been stable across timeframes, ranging from 0.91 to 0.91 - a consistent structural relationship.

BLCR vs. FFLC - Sectors Allocation Comparison

Sectors	BLCR	FFLC
Technology	36.6%	28.9%
Industrials	13.7%	10.8%
Communication Services	13.3%	10.3%
Consumer Cyclical	10.3%	10.0%
Financial Services	9.7%	12.4%
Healthcare	9.7%	8.6%
Basic Materials	2.3%	2.1%
Utilities	2.3%	2.6%
Energy	2.2%	4.6%
Consumer Defensive	-	4.0%
Real Estate	-	1.1%

Return for Risk

BLCR vs. FFLC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BLCR

BLCR Risk / Return Rank: 79
BLCR Sharpe Ratio Rank: 78
BLCR Sortino Ratio Rank: 77
BLCR Omega Ratio Rank: 73
BLCR Calmar Ratio Rank: 82
BLCR Martin Ratio Rank: 85

FFLC

FFLC Risk / Return Rank: 56
FFLC Sharpe Ratio Rank: 55
FFLC Sortino Ratio Rank: 53
FFLC Omega Ratio Rank: 53
FFLC Calmar Ratio Rank: 51
FFLC Martin Ratio Rank: 66

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BLCR vs. FFLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Blackrock Large Cap Core ETF (BLCR) and Fidelity Fundamental Large Cap Core ETF (FFLC). 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.

	BLCR	FFLC	Difference
Sharpe ratio: Return per unit of total volatility	1.78	1.31	+0.47
Sortino ratio: Return per unit of downside risk	2.47	1.86	+0.62
Omega ratio: Gain probability vs. loss probability	1.30	1.23	+0.07
Calmar ratio: Return relative to maximum drawdown	2.99	1.82	+1.17
Martin ratio: Return relative to average drawdown	11.94	7.92	+4.02

BLCR vs. FFLC - Sharpe Ratio Comparison

The current BLCR Sharpe Ratio is 1.78, which is higher than the FFLC Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of BLCR and FFLC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BLCR vs. FFLC - Drawdown Comparison

The maximum BLCR drawdown since its inception was -21.29%, which is greater than FFLC's maximum drawdown of -19.72%. Use the drawdown chart below to compare losses from any high point for BLCR and FFLC.

Drawdown Indicators

	BLCR	FFLC	Difference
Max Drawdown Largest peak-to-trough decline	-21.29%	-19.72%	-1.57%
Max Drawdown (1Y) Largest decline over 1 year	-10.26%	-9.98%	-0.28%
Max Drawdown (3Y) Largest decline over 3 years	—	-19.72%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-19.72%	—
Current Drawdown Current decline from peak	-4.18%	-1.19%	-2.99%
Average Drawdown Average peak-to-trough decline	-2.24%	-2.95%	+0.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.56%	2.29%	+0.27%

Volatility

BLCR vs. FFLC - Volatility Comparison

Blackrock Large Cap Core ETF (BLCR) has a higher volatility of 5.68% compared to Fidelity Fundamental Large Cap Core ETF (FFLC) at 3.59%. This indicates that BLCR's price experiences larger fluctuations and is considered to be riskier than FFLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BLCR	FFLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.68%	3.59%	+2.09%
Volatility (6M) Calculated over the trailing 6-month period	13.89%	10.97%	+2.92%
Volatility (1Y) Calculated over the trailing 1-year period	17.19%	13.86%	+3.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.71%	16.93%	+0.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.71%	17.61%	+0.10%

BLCR vs. FFLC - Expense Ratio Comparison

BLCR has a 0.36% expense ratio, which is lower than FFLC's 0.38% expense ratio.

Dividends

BLCR vs. FFLC - Dividend Comparison

BLCR's dividend yield for the trailing twelve months is around 0.29%, less than FFLC's 0.99% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
BLCR Blackrock Large Cap Core ETF	0.29%	0.33%	0.75%	0.13%	0.00%	0.00%	0.00%
FFLC Fidelity Fundamental Large Cap Core ETF	0.99%	1.10%	0.82%	0.57%	1.67%	1.68%	0.89%

Frequently Asked Questions

Can I hold both BLCR and FFLC in my portfolio?

With a correlation of 0.91, BLCR and FFLC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, BLCR or FFLC?

BLCR has higher volatility (5.68%) compared to FFLC (3.59%). In terms of maximum drawdown, BLCR dropped -21.29% vs FFLC's -19.72%.

Which ETF is better, BLCR or FFLC?

On 1-year performance, BLCR leads with 32.42% vs 20.47% for FFLC. On fees, BLCR is cheaper at 0.36% per year. On volatility, FFLC has been the lower-risk option at 3.59%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BLCR or FFLC?

Over the 1-year period, BLCR has performed better with a 32.42% return vs 20.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BLCR or FFLC?

BLCR is cheaper with a 0.36% expense ratio, compared with 0.38% for FFLC.

Which ETF pays a higher dividend yield, BLCR or FFLC?

FFLC has the higher dividend yield at 0.99%, compared with 0.29% for BLCR.

What is the main difference between BLCR and FFLC?

They also come from different issuers: BlackRock and Fidelity. Their fees differ too: 0.36% for BLCR and 0.38% for FFLC.

Which has better risk-adjusted returns?

BLCR currently has the higher Sharpe Ratio (1.78 vs 1.31), 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.