FALGX vs. FLCOX
Compare and contrast key facts about Fidelity Advisor Large Cap Fund Class M (FALGX) and Fidelity Large Cap Value Index Fund (FLCOX).
FALGX is managed by Fidelity. It was launched on Feb 20, 1996. 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
FALGX vs. FLCOX - Performance Comparison
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FALGX vs. FLCOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FALGX Fidelity Advisor Large Cap Fund Class M | 0.00% | 19.09% | 18.68% | 22.88% | -8.40% | 25.20% | 8.27% | 31.01% | -8.88% | 15.61% |
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
FALGX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- -1.25%
- 1Y
- 21.57%
- 3Y*
- 17.76%
- 5Y*
- 11.89%
- 10Y*
- 13.44%
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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FALGX vs. FLCOX - Expense Ratio Comparison
FALGX has a 1.05% expense ratio, which is higher than FLCOX's 0.04% expense ratio.
Return for Risk
FALGX vs. FLCOX — Risk / Return Rank
FALGX
FLCOX
FALGX vs. FLCOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Large Cap Fund Class M (FALGX) 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.
| FALGX | FLCOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.42 | 1.02 | +0.41 |
Sortino ratioReturn per unit of downside risk | 2.04 | 1.48 | +0.56 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.22 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 1.08 | 1.44 | -0.35 |
Martin ratioReturn relative to average drawdown | 4.50 | 6.76 | -2.26 |
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
| FALGX | FLCOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.42 | 1.02 | +0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.62 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.54 | -0.09 |
Correlation
The correlation between FALGX and FLCOX is 0.90, 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
FALGX vs. FLCOX - Dividend Comparison
FALGX's dividend yield for the trailing twelve months is around 5.76%, more than FLCOX's 1.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FALGX Fidelity Advisor Large Cap Fund Class M | 5.76% | 5.76% | 0.00% | 3.20% | 1.91% | 6.44% | 5.25% | 8.39% | 16.99% | 6.42% | 1.85% | 2.74% |
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
FALGX vs. FLCOX - Drawdown Comparison
The maximum FALGX drawdown since its inception was -64.07%, which is greater than FLCOX's maximum drawdown of -38.28%. Use the drawdown chart below to compare losses from any high point for FALGX and FLCOX.
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Drawdown Indicators
| FALGX | FLCOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.07% | -38.28% | -25.79% |
Max Drawdown (1Y)Largest decline over 1 year | -12.31% | -11.81% | -0.50% |
Max Drawdown (5Y)Largest decline over 5 years | -21.78% | -19.00% | -2.78% |
Max Drawdown (10Y)Largest decline over 10 years | -37.58% | — | — |
Current DrawdownCurrent decline from peak | -4.20% | -4.82% | +0.62% |
Average DrawdownAverage peak-to-trough decline | -14.47% | -4.52% | -9.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.56% | 2.51% | +1.05% |
Volatility
FALGX vs. FLCOX - Volatility Comparison
The current volatility for Fidelity Advisor Large Cap Fund Class M (FALGX) is 0.00%, while Fidelity Large Cap Value Index Fund (FLCOX) has a volatility of 4.38%. This indicates that FALGX experiences smaller price fluctuations and is considered to be less risky 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
| FALGX | FLCOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 4.38% | -4.38% |
Volatility (6M)Calculated over the trailing 6-month period | 5.81% | 8.29% | -2.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.16% | 15.73% | +1.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.75% | 14.83% | +1.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.71% | 17.73% | +0.98% |