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BWY.L vs. FSPGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BWY.L vs. FSPGX - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Bellway plc (BWY.L) and Fidelity Large Cap Growth Index Fund (FSPGX). The values are adjusted to include any dividend payments, if applicable.

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BWY.L vs. FSPGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BWY.L
Bellway plc
-30.90%12.99%-0.89%42.77%-38.78%17.08%-21.07%58.64%-25.83%50.59%
FSPGX
Fidelity Large Cap Growth Index Fund
-8.07%10.09%35.60%35.63%-20.75%28.77%34.39%31.19%4.03%15.66%
Different Trading Currencies

BWY.L is traded in GBp, while FSPGX is traded in USD. To make them comparable, the FSPGX values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, BWY.L achieves a -30.90% return, which is significantly lower than FSPGX's -8.06% return.


BWY.L

1D
2.82%
1M
-29.88%
YTD
-30.90%
6M
-21.91%
1Y
-17.98%
3Y*
-1.53%
5Y*
-7.49%
10Y*
0.84%

FSPGX

1D
3.45%
1M
-4.22%
YTD
-8.06%
6M
-7.50%
1Y
15.11%
3Y*
18.39%
5Y*
13.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BWY.L vs. FSPGX — Risk / Return Rank

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

BWY.L
BWY.L Risk / Return Rank: 2020
Overall Rank
BWY.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
BWY.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
BWY.L Omega Ratio Rank: 1818
Omega Ratio Rank
BWY.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
BWY.L Martin Ratio Rank: 1818
Martin Ratio Rank

FSPGX
FSPGX Risk / Return Rank: 4141
Overall Rank
FSPGX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
FSPGX Sortino Ratio Rank: 4444
Sortino Ratio Rank
FSPGX Omega Ratio Rank: 4141
Omega Ratio Rank
FSPGX Calmar Ratio Rank: 4646
Calmar Ratio Rank
FSPGX Martin Ratio Rank: 3737
Martin Ratio Rank
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.

BWY.L vs. FSPGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bellway plc (BWY.L) 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.


BWY.LFSPGXDifference

Sharpe ratio

Return per unit of total volatility

-0.51

0.70

-1.22

Sortino ratio

Return per unit of downside risk

-0.50

1.16

-1.65

Omega ratio

Gain probability vs. loss probability

0.93

1.16

-0.24

Calmar ratio

Return relative to maximum drawdown

-0.41

1.00

-1.41

Martin ratio

Return relative to average drawdown

-1.19

2.91

-4.10

BWY.L vs. FSPGX - Sharpe Ratio Comparison

The current BWY.L Sharpe Ratio is -0.51, which is lower than the FSPGX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of BWY.L and FSPGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BWY.LFSPGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.51

0.70

-1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.24

0.66

-0.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.76

-0.42

Correlation

The correlation between BWY.L and FSPGX is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BWY.L vs. FSPGX - Dividend Comparison

BWY.L's dividend yield for the trailing twelve months is around 3.69%, more than FSPGX's 0.38% yield.


TTM20252024202320222021202020192018201720162015
BWY.L
Bellway plc
3.69%2.55%2.17%5.45%7.34%3.52%1.69%3.95%5.69%3.42%4.36%2.72%
FSPGX
Fidelity Large Cap Growth Index Fund
0.38%0.34%0.37%0.73%0.86%2.22%1.76%1.04%1.32%0.22%0.00%0.00%

Drawdowns

BWY.L vs. FSPGX - Drawdown Comparison

The maximum BWY.L drawdown since its inception was -75.91%, which is greater than FSPGX's maximum drawdown of -26.36%. Use the drawdown chart below to compare losses from any high point for BWY.L and FSPGX.


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Drawdown Indicators


BWY.LFSPGXDifference

Max Drawdown

Largest peak-to-trough decline

-75.91%

-32.66%

-43.25%

Max Drawdown (1Y)

Largest decline over 1 year

-39.81%

-16.17%

-23.64%

Max Drawdown (5Y)

Largest decline over 5 years

-54.97%

-32.66%

-22.31%

Max Drawdown (10Y)

Largest decline over 10 years

-60.41%

Current Drawdown

Current decline from peak

-44.80%

-13.03%

-31.77%

Average Drawdown

Average peak-to-trough decline

-21.39%

-6.43%

-14.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.83%

4.70%

+9.13%

Volatility

BWY.L vs. FSPGX - Volatility Comparison

Bellway plc (BWY.L) has a higher volatility of 22.00% compared to Fidelity Large Cap Growth Index Fund (FSPGX) at 5.78%. This indicates that BWY.L's price experiences larger fluctuations and is considered to be riskier than FSPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BWY.LFSPGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.00%

5.78%

+16.22%

Volatility (6M)

Calculated over the trailing 6-month period

28.70%

12.15%

+16.55%

Volatility (1Y)

Calculated over the trailing 1-year period

34.87%

22.97%

+11.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.89%

20.44%

+10.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.99%

21.47%

+12.52%