CRF vs. FLCPX

Last updated Aug 4, 2026

CRF (Cornerstone Total Return Fund, Inc.) and FLCPX (Fidelity SAI U.S. Large Cap Index Fund) are both Large Cap Blend Equities funds. Over the past 10 years, CRF returned 10.59%/yr vs 15.15%/yr for FLCPX. Their 0.53 correlation means they have sometimes moved together and sometimes differently. CRF charges 1.13%/yr vs 0.02%/yr for FLCPX.

Performance

CRF vs. FLCPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cornerstone Total Return Fund, Inc. (CRF) and Fidelity SAI U.S. Large Cap Index Fund (FLCPX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CRF achieves a -0.77% return, which is significantly lower than FLCPX's 10.14% return. Over the past 10 years, CRF has underperformed FLCPX with an annualized return of 10.59%, while FLCPX has yielded a comparatively higher 15.15% annualized return.

CRF

• 1D: -0.42%
• 1M: 1.22%
• 6M: -1.21%
• YTD: -0.77%
• 1Y: 10.66%
• 3Y*: 13.59%
• 5Y*: 8.82%
• 10Y*: 10.59%
• ALL TIME*: 5.05%

FLCPX

• 1D: 0.71%
• 1M: 0.13%
• 6M: 7.96%
• YTD: 10.14%
• 1Y: 21.47%
• 3Y*: 19.44%
• 5Y*: 12.85%
• 10Y*: 15.15%
• ALL TIME*: 16.15%

*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)
CRF Cornerstone Total Return Fund, Inc.	$7.26M	$8.16M	$8.33M
FLCPX Fidelity SAI U.S. Large Cap Index Fund	$0.00	$0.00	$0.00

CRF vs. FLCPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CRF Cornerstone Total Return Fund, Inc.	-0.77%	12.46%	44.39%	19.49%	-36.70%	39.73%	28.13%	21.74%	-11.74%	21.35%
FLCPX Fidelity SAI U.S. Large Cap Index Fund	10.14%	17.84%	25.08%	26.25%	-18.06%	28.61%	18.24%	31.59%	-4.38%	21.74%

Correlation

The correlation between CRF and FLCPX is 0.65, 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.	0.65
Correlation (3Y) Balances recent behavior with more history.	0.58
Correlation (5Y) Shows whether the relationship held over a longer period.	0.56
Correlation (10Y) Provides a long-term view across more market conditions.	0.53
Correlation (All Time) Calculated using the full available price history since Feb 12, 2016	0.53

The correlation between CRF and FLCPX shifts across timeframes, from 0.53 (all time) to 0.65 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

CRF vs. FLCPX — Risk / Return Rank

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

CRF

CRF Risk / Return Rank: 16
CRF Sharpe Ratio Rank: 17
CRF Sortino Ratio Rank: 16
CRF Omega Ratio Rank: 19
CRF Calmar Ratio Rank: 13
CRF Martin Ratio Rank: 15

FLCPX

FLCPX Risk / Return Rank: 59
FLCPX Sharpe Ratio Rank: 56
FLCPX Sortino Ratio Rank: 52
FLCPX Omega Ratio Rank: 52
FLCPX Calmar Ratio Rank: 61
FLCPX Martin Ratio Rank: 74

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.

CRF vs. FLCPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cornerstone Total Return Fund, Inc. (CRF) and Fidelity SAI U.S. Large Cap Index Fund (FLCPX). 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.

	CRF	FLCPX	Difference
Sharpe ratio: Return per unit of total volatility	0.70	1.53	-0.83
Sortino ratio: Return per unit of downside risk	1.06	2.13	-1.07
Omega ratio: Gain probability vs. loss probability	1.14	1.27	-0.13
Calmar ratio: Return relative to maximum drawdown	0.72	2.22	-1.50
Martin ratio: Return relative to average drawdown	2.29	9.50	-7.21

CRF vs. FLCPX - Sharpe Ratio Comparison

The current CRF Sharpe Ratio is 0.70, which is lower than the FLCPX Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of CRF and FLCPX, 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

CRF vs. FLCPX - Drawdown Comparison

The maximum CRF drawdown since its inception was -80.70%, which is greater than FLCPX's maximum drawdown of -33.87%. Use the drawdown chart below to compare losses from any high point for CRF and FLCPX.

Drawdown Indicators

	CRF	FLCPX	Difference
Max Drawdown Largest peak-to-trough decline	-80.70%	-33.87%	-46.83%
Max Drawdown (1Y) Largest decline over 1 year	-14.88%	-8.89%	-5.99%
Max Drawdown (3Y) Largest decline over 3 years	-29.66%	-18.76%	-10.90%
Max Drawdown (5Y) Largest decline over 5 years	-43.12%	-24.40%	-18.72%
Max Drawdown (10Y) Largest decline over 10 years	-45.90%	-33.87%	-12.03%
Current Drawdown Current decline from peak	-2.60%	-1.41%	-1.19%
Average Drawdown Average peak-to-trough decline	-22.24%	-4.15%	-18.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.66%	2.07%	+2.59%

Volatility

CRF vs. FLCPX - Volatility Comparison

Cornerstone Total Return Fund, Inc. (CRF) and Fidelity SAI U.S. Large Cap Index Fund (FLCPX) have volatilities of 3.40% and 3.51%, 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.

Volatility by Period

	CRF	FLCPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.40%	3.51%	-0.11%
Volatility (6M) Calculated over the trailing 6-month period	13.90%	10.10%	+3.80%
Volatility (1Y) Calculated over the trailing 1-year period	15.35%	12.88%	+2.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.09%	17.18%	+7.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.88%	18.17%	+7.71%

CRF vs. FLCPX - Expense Ratio Comparison

CRF has a 1.13% expense ratio, which is higher than FLCPX's 0.02% expense ratio.

Dividends

CRF vs. FLCPX - Dividend Comparison

CRF's dividend yield for the trailing twelve months is around 19.79%, more than FLCPX's 0.51% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CRF Cornerstone Total Return Fund, Inc.	19.79%	17.38%	14.32%	19.94%	29.31%	13.41%	18.91%	21.67%	24.85%	17.96%	24.08%	23.58%
FLCPX Fidelity SAI U.S. Large Cap Index Fund	0.51%	0.56%	6.11%	7.05%	11.23%	10.38%	3.93%	1.74%	2.18%	1.57%	0.76%	0.00%

Frequently Asked Questions

Can I hold both CRF and FLCPX in my portfolio?

CRF and FLCPX have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CRF or FLCPX?

FLCPX has higher volatility (3.51%) compared to CRF (3.40%). In terms of maximum drawdown, CRF dropped -80.70% vs FLCPX's -33.87%.

Which has better risk-adjusted returns?

FLCPX currently has the higher Sharpe Ratio (1.53 vs 0.70), 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.