FBCVX vs. SCHX
Compare and contrast key facts about Fidelity Blue Chip Value Fund (FBCVX) and Schwab U.S. Large-Cap ETF (SCHX).
FBCVX is managed by Fidelity. It was launched on Jun 17, 2003. SCHX is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Total Stock Market Index. It was launched on Nov 3, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FBCVX or SCHX.
Performance
FBCVX vs. SCHX - Performance Comparison
Returns By Period
In the year-to-date period, FBCVX achieves a 11.34% return, which is significantly lower than SCHX's 26.42% return. Over the past 10 years, FBCVX has underperformed SCHX with an annualized return of 7.39%, while SCHX has yielded a comparatively higher 14.82% annualized return.
FBCVX
11.34%
1.87%
4.30%
16.23%
8.31%
7.39%
SCHX
26.42%
1.56%
13.18%
33.66%
17.11%
14.82%
Key characteristics
| FBCVX | SCHX | |
|---|---|---|
| Sharpe Ratio | 1.50 | 2.70 |
| Sortino Ratio | 2.19 | 3.60 |
| Omega Ratio | 1.26 | 1.50 |
| Calmar Ratio | 3.13 | 3.90 |
| Martin Ratio | 7.69 | 17.48 |
| Ulcer Index | 2.12% | 1.91% |
| Daily Std Dev | 10.87% | 12.36% |
| Max Drawdown | -63.06% | -34.33% |
| Current Drawdown | -1.06% | -1.35% |
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FBCVX vs. SCHX - Expense Ratio Comparison
FBCVX has a 0.63% expense ratio, which is higher than SCHX's 0.03% expense ratio.
Correlation
The correlation between FBCVX and SCHX is 0.86, 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. SCHX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Blue Chip Value Fund (FBCVX) and Schwab U.S. Large-Cap ETF (SCHX). 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. SCHX - Dividend Comparison
FBCVX's dividend yield for the trailing twelve months is around 1.51%, more than SCHX's 1.19% 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% |
SCHX Schwab U.S. Large-Cap ETF | 1.19% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.17% | 1.70% | 1.92% | 2.04% | 1.76% | 1.65% |
Drawdowns
FBCVX vs. SCHX - Drawdown Comparison
The maximum FBCVX drawdown since its inception was -63.06%, which is greater than SCHX's maximum drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for FBCVX and SCHX. For additional features, visit the drawdowns tool.
Volatility
FBCVX vs. SCHX - Volatility Comparison
The current volatility for Fidelity Blue Chip Value Fund (FBCVX) is 3.46%, while Schwab U.S. Large-Cap ETF (SCHX) has a volatility of 4.24%. This indicates that FBCVX experiences smaller price fluctuations and is considered to be less risky than SCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.