EQNIX vs. FLCOX
Compare and contrast key facts about MFS Equity Income Fund (EQNIX) and Fidelity Large Cap Value Index Fund (FLCOX).
EQNIX is managed by MFS. It was launched on Sep 27, 2012. FLCOX is a passively managed fund by Fidelity that tracks the performance of the Russell 1000 Value Index. It was launched on Jun 7, 2016.
Performance
EQNIX vs. FLCOX - Performance Comparison
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EQNIX vs. FLCOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EQNIX MFS Equity Income Fund | 2.75% | 16.90% | 12.89% | 16.23% | -6.97% | 26.35% | 8.59% | 25.72% | -7.55% | 18.14% |
FLCOX Fidelity Large Cap Value Index Fund | 2.08% | 15.90% | 14.38% | 11.48% | -7.57% | 25.09% | 2.87% | 26.54% | -8.38% | 10.90% |
Returns By Period
In the year-to-date period, EQNIX achieves a 2.75% return, which is significantly higher than FLCOX's 2.08% return.
EQNIX
- 1D
- 2.37%
- 1M
- -4.76%
- YTD
- 2.75%
- 6M
- 5.08%
- 1Y
- 19.77%
- 3Y*
- 15.40%
- 5Y*
- 10.96%
- 10Y*
- 11.73%
FLCOX
- 1D
- 2.13%
- 1M
- -4.69%
- YTD
- 2.08%
- 6M
- 5.86%
- 1Y
- 15.94%
- 3Y*
- 14.30%
- 5Y*
- 9.21%
- 10Y*
- —
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EQNIX vs. FLCOX - Expense Ratio Comparison
EQNIX has a 0.64% expense ratio, which is higher than FLCOX's 0.04% expense ratio.
Return for Risk
EQNIX vs. FLCOX — Risk / Return Rank
EQNIX
FLCOX
EQNIX vs. FLCOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Equity Income Fund (EQNIX) 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.
| EQNIX | FLCOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 1.02 | +0.17 |
Sortino ratioReturn per unit of downside risk | 1.69 | 1.48 | +0.21 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.22 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.62 | 1.44 | +0.18 |
Martin ratioReturn relative to average drawdown | 7.33 | 6.76 | +0.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EQNIX | FLCOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 1.02 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.62 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.54 | +0.19 |
Correlation
The correlation between EQNIX and FLCOX is 0.94, 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.
Dividends
EQNIX vs. FLCOX - Dividend Comparison
EQNIX's dividend yield for the trailing twelve months is around 11.84%, more than FLCOX's 1.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EQNIX MFS Equity Income Fund | 11.84% | 12.17% | 6.60% | 4.05% | 6.24% | 8.38% | 3.71% | 2.29% | 7.27% | 4.75% | 2.42% | 2.89% |
FLCOX Fidelity Large Cap Value Index Fund | 1.48% | 1.51% | 1.92% | 1.99% | 2.01% | 1.55% | 2.28% | 3.82% | 2.79% | 0.60% | 0.00% | 0.00% |
Drawdowns
EQNIX vs. FLCOX - Drawdown Comparison
The maximum EQNIX drawdown since its inception was -36.60%, roughly equal to the maximum FLCOX drawdown of -38.28%. Use the drawdown chart below to compare losses from any high point for EQNIX and FLCOX.
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Drawdown Indicators
| EQNIX | FLCOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.60% | -38.28% | +1.68% |
Max Drawdown (1Y)Largest decline over 1 year | -12.70% | -11.81% | -0.89% |
Max Drawdown (5Y)Largest decline over 5 years | -18.64% | -19.00% | +0.36% |
Max Drawdown (10Y)Largest decline over 10 years | -36.60% | — | — |
Current DrawdownCurrent decline from peak | -5.76% | -4.82% | -0.94% |
Average DrawdownAverage peak-to-trough decline | -3.48% | -4.52% | +1.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 2.51% | +0.30% |
Volatility
EQNIX vs. FLCOX - Volatility Comparison
MFS Equity Income Fund (EQNIX) has a higher volatility of 5.15% compared to Fidelity Large Cap Value Index Fund (FLCOX) at 4.38%. This indicates that EQNIX's price experiences larger fluctuations and is considered to be riskier than FLCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EQNIX | FLCOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.15% | 4.38% | +0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 9.18% | 8.29% | +0.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.72% | 15.73% | +0.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.90% | 14.83% | +0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.13% | 17.73% | -0.60% |