ESGEX vs. FOCKX

Last updated Jun 5, 2026

ESGEX (Reynders McVeigh Core Equity Fund) and FOCKX (Fidelity OTC Portfolio Class K) are both Large Cap Growth Equities funds. Over the past 5 years, ESGEX returned 6.83%/yr vs 19.37%/yr for FOCKX. Their correlation of 0.84 suggests significant overlap in exposure. ESGEX charges 1.25%/yr vs 0.73%/yr for FOCKX.

Performance

ESGEX vs. FOCKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Reynders McVeigh Core Equity Fund (ESGEX) and Fidelity OTC Portfolio Class K (FOCKX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ESGEX achieves a 3.90% return, which is significantly lower than FOCKX's 28.33% return.

ESGEX

• 1D: -1.09%
• 1M: 4.10%
• YTD: 3.90%
• 6M: 2.42%
• 1Y: 15.27%
• 3Y*: 15.22%
• 5Y*: 6.83%
• 10Y*: —

FOCKX

• 1D: 0.53%
• 1M: 9.68%
• YTD: 28.33%
• 6M: 29.20%
• 1Y: 61.84%
• 3Y*: 35.16%
• 5Y*: 19.37%
• 10Y*: 22.80%

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

ESGEX vs. FOCKX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
ESGEX Reynders McVeigh Core Equity Fund	3.90%	18.30%	14.03%	18.49%	-23.44%	18.09%	46.35%	12.54%
FOCKX Fidelity OTC Portfolio Class K	28.33%	22.28%	38.91%	42.92%	-32.07%	25.06%	46.83%	18.78%

Correlation

The correlation between ESGEX and FOCKX is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.74
Correlation (3Y) Calculated over the trailing 3-year period	0.77
Correlation (5Y) Calculated over the trailing 5-year period	0.83
Correlation (All Time) Calculated using the full available price history since Apr 1, 2019	0.84

The correlation between ESGEX and FOCKX shifts across timeframes, from 0.74 (1 year) to 0.84 (all time), reflecting how their relationship changes across market environments.

Return for Risk

ESGEX vs. FOCKX — Risk / Return Rank

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

ESGEX

ESGEX Risk / Return Rank: 15
ESGEX Sharpe Ratio Rank: 16
ESGEX Sortino Ratio Rank: 16
ESGEX Omega Ratio Rank: 15
ESGEX Calmar Ratio Rank: 13
ESGEX Martin Ratio Rank: 15

FOCKX

FOCKX Risk / Return Rank: 92
FOCKX Sharpe Ratio Rank: 96
FOCKX Sortino Ratio Rank: 89
FOCKX Omega Ratio Rank: 85
FOCKX Calmar Ratio Rank: 94
FOCKX Martin Ratio Rank: 96

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.

ESGEX vs. FOCKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Reynders McVeigh Core Equity Fund (ESGEX) and Fidelity OTC Portfolio Class K (FOCKX). 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.

	ESGEX	FOCKX	Difference
Sharpe ratio: Return per unit of total volatility	1.10	3.57	-2.48
Sortino ratio: Return per unit of downside risk	1.64	4.42	-2.78
Omega ratio: Gain probability vs. loss probability	1.19	1.59	-0.40
Calmar ratio: Return relative to maximum drawdown	1.16	5.63	-4.48
Martin ratio: Return relative to average drawdown	4.09	24.93	-20.84
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ESGEX vs. FOCKX - Sharpe Ratio Comparison

The current ESGEX Sharpe Ratio is 1.10, which is lower than the FOCKX Sharpe Ratio of 3.57. The chart below compares the historical Sharpe Ratios of ESGEX and FOCKX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ESGEX	FOCKX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.10	3.57	-2.48
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.39	0.86	-0.47
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.02	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.70	0.74	-0.04

Drawdowns

ESGEX vs. FOCKX - Drawdown Comparison

The maximum ESGEX drawdown since its inception was -31.73%, smaller than the maximum FOCKX drawdown of -53.33%. Use the drawdown chart below to compare losses from any high point for ESGEX and FOCKX.

Drawdown Indicators

	ESGEX	FOCKX	Difference
Max Drawdown Largest peak-to-trough decline	-31.73%	-53.33%	+21.60%
Max Drawdown (1Y) Largest decline over 1 year	-13.58%	-11.28%	-2.30%
Max Drawdown (3Y) Largest decline over 3 years	-18.40%	-24.83%	+6.43%
Max Drawdown (5Y) Largest decline over 5 years	-31.73%	-36.97%	+5.24%
Max Drawdown (10Y) Largest decline over 10 years	—	-36.97%	—
Current Drawdown Current decline from peak	-1.09%	0.00%	-1.09%
Average Drawdown Average peak-to-trough decline	-7.99%	-8.38%	+0.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.84%	2.54%	+1.30%

Volatility

ESGEX vs. FOCKX - Volatility Comparison

The current volatility for Reynders McVeigh Core Equity Fund (ESGEX) is 4.53%, while Fidelity OTC Portfolio Class K (FOCKX) has a volatility of 5.38%. This indicates that ESGEX experiences smaller price fluctuations and is considered to be less risky than FOCKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ESGEX	FOCKX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.53%	5.38%	-0.85%
Volatility (6M) Calculated over the trailing 6-month period	11.11%	13.94%	-2.83%
Volatility (1Y) Calculated over the trailing 1-year period	14.36%	17.78%	-3.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.46%	22.68%	-5.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.27%	22.45%	-3.18%

ESGEX vs. FOCKX - Expense Ratio Comparison

ESGEX has a 1.25% expense ratio, which is higher than FOCKX's 0.73% expense ratio.

Dividends

ESGEX vs. FOCKX - Dividend Comparison

ESGEX's dividend yield for the trailing twelve months is around 5.01%, less than FOCKX's 5.89% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ESGEX Reynders McVeigh Core Equity Fund	5.01%	5.20%	1.57%	0.48%	0.96%	4.20%	0.06%	0.12%	0.00%	0.00%	0.00%	0.00%
FOCKX Fidelity OTC Portfolio Class K	5.89%	7.56%	16.42%	0.09%	3.97%	11.34%	6.18%	7.49%	7.81%	4.85%	3.25%	5.42%

Frequently Asked Questions

Can I hold both ESGEX and FOCKX in my portfolio?

ESGEX and FOCKX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ESGEX or FOCKX?

FOCKX has higher volatility (5.38%) compared to ESGEX (4.53%). In terms of maximum drawdown, ESGEX dropped -31.73% vs FOCKX's -53.33%.

Which has better risk-adjusted returns?

FOCKX currently has the higher Sharpe Ratio (3.57 vs 1.10), 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.