FBCVX vs. FNDX
Compare and contrast key facts about Fidelity Blue Chip Value Fund (FBCVX) and Schwab Fundamental U.S. Large Company Index ETF (FNDX).
FBCVX is managed by Fidelity. It was launched on Jun 17, 2003. FNDX is a passively managed fund by Charles Schwab that tracks the performance of the Russell Fundamental U.S. Large Company Index. It was launched on Aug 15, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FBCVX or FNDX.
Performance
FBCVX vs. FNDX - Performance Comparison
Returns By Period
In the year-to-date period, FBCVX achieves a 11.34% return, which is significantly lower than FNDX's 21.00% return. Over the past 10 years, FBCVX has underperformed FNDX with an annualized return of 7.39%, while FNDX has yielded a comparatively higher 13.93% annualized return.
FBCVX
11.34%
1.87%
4.30%
16.23%
8.31%
7.39%
FNDX
21.00%
1.33%
11.28%
30.74%
17.62%
13.93%
Key characteristics
| FBCVX | FNDX | |
|---|---|---|
| Sharpe Ratio | 1.50 | 2.77 |
| Sortino Ratio | 2.19 | 3.80 |
| Omega Ratio | 1.26 | 1.50 |
| Calmar Ratio | 3.13 | 4.70 |
| Martin Ratio | 7.69 | 17.88 |
| Ulcer Index | 2.12% | 1.70% |
| Daily Std Dev | 10.87% | 10.96% |
| Max Drawdown | -63.06% | -37.71% |
| Current Drawdown | -1.06% | -1.61% |
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FBCVX vs. FNDX - Expense Ratio Comparison
FBCVX has a 0.63% expense ratio, which is higher than FNDX's 0.25% expense ratio.
Correlation
The correlation between FBCVX and FNDX is 0.91, 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.
Risk-Adjusted Performance
FBCVX vs. FNDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Blue Chip Value Fund (FBCVX) and Schwab Fundamental U.S. Large Company Index ETF (FNDX). 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.
Dividends
FBCVX vs. FNDX - Dividend Comparison
FBCVX's dividend yield for the trailing twelve months is around 1.51%, less than FNDX's 2.45% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FBCVX Fidelity Blue Chip Value Fund | 1.51% | 1.53% | 1.07% | 1.26% | 1.07% | 1.48% | 1.62% | 1.09% | 1.05% | 1.77% | 1.39% | 0.60% |
FNDX Schwab Fundamental U.S. Large Company Index ETF | 2.45% | 3.56% | 4.30% | 4.24% | 3.38% | 3.25% | 3.58% | 2.92% | 4.98% | 3.81% | 4.03% | 1.24% |
Drawdowns
FBCVX vs. FNDX - Drawdown Comparison
The maximum FBCVX drawdown since its inception was -63.06%, which is greater than FNDX's maximum drawdown of -37.71%. Use the drawdown chart below to compare losses from any high point for FBCVX and FNDX. For additional features, visit the drawdowns tool.
Volatility
FBCVX vs. FNDX - Volatility Comparison
The current volatility for Fidelity Blue Chip Value Fund (FBCVX) is 3.46%, while Schwab Fundamental U.S. Large Company Index ETF (FNDX) has a volatility of 3.92%. This indicates that FBCVX experiences smaller price fluctuations and is considered to be less risky than FNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.