PortfoliosLab logoPortfoliosLab logo
FBLEX vs. FSKAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FBLEX vs. FSKAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series Stock Selector Large Cap Value Fund (FBLEX) and Fidelity Total Market Index Fund (FSKAX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FBLEX achieves a 8.36% return, which is significantly lower than FSKAX's 12.08% return. Over the past 10 years, FBLEX has underperformed FSKAX with an annualized return of 11.89%, while FSKAX has yielded a comparatively higher 15.09% annualized return.


FBLEX

1D
0.33%
1M
2.07%
YTD
8.36%
6M
9.82%
1Y
22.33%
3Y*
19.15%
5Y*
11.55%
10Y*
11.89%

FSKAX

1D
0.24%
1M
5.80%
YTD
12.08%
6M
11.98%
1Y
29.13%
3Y*
22.42%
5Y*
13.08%
10Y*
15.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FBLEX vs. FSKAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FBLEX
Fidelity Series Stock Selector Large Cap Value Fund
8.36%17.06%18.04%15.60%-4.82%26.83%4.34%25.57%-9.04%12.38%
FSKAX
Fidelity Total Market Index Fund
12.08%17.06%23.89%26.12%-19.53%25.66%20.79%30.92%-5.32%20.85%

Correlation

The correlation between FBLEX and FSKAX is 0.79, 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

0.79

Correlation (3Y)
Calculated over the trailing 3-year period

0.78

Correlation (5Y)
Calculated over the trailing 5-year period

0.84

Correlation (10Y)
Calculated over the trailing 10-year period

0.86

Correlation (All Time)
Calculated using the full available price history since Dec 11, 2012

0.89

The correlation between FBLEX and FSKAX shifts across timeframes, from 0.78 (3 years) to 0.89 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FBLEX vs. FSKAX — Risk / Return Rank

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

FBLEX
FBLEX Risk / Return Rank: 6262
Overall Rank
FBLEX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
FBLEX Sortino Ratio Rank: 5656
Sortino Ratio Rank
FBLEX Omega Ratio Rank: 5252
Omega Ratio Rank
FBLEX Calmar Ratio Rank: 7373
Calmar Ratio Rank
FBLEX Martin Ratio Rank: 7171
Martin Ratio Rank

FSKAX
FSKAX Risk / Return Rank: 7171
Overall Rank
FSKAX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FSKAX Sortino Ratio Rank: 6464
Sortino Ratio Rank
FSKAX Omega Ratio Rank: 6363
Omega Ratio Rank
FSKAX Calmar Ratio Rank: 7474
Calmar Ratio Rank
FSKAX Martin Ratio Rank: 8282
Martin Ratio Rank
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.

FBLEX vs. FSKAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Stock Selector Large Cap Value Fund (FBLEX) and Fidelity Total Market Index Fund (FSKAX). 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.


FBLEXFSKAXDifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

1.40

1.44

-0.05

Calmar ratioReturn relative to maximum drawdown

3.35

3.38

-0.03

Martin ratioReturn relative to average drawdown

13.56

15.52

-1.96

FBLEX vs. FSKAX - Sharpe Ratio Comparison

The current FBLEX Sharpe Ratio is 2.20, which is comparable to the FSKAX Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of FBLEX and FSKAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


FBLEXFSKAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.20

2.46

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.76

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.82

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.85

-0.12

Drawdowns

FBLEX vs. FSKAX - Drawdown Comparison

The maximum FBLEX drawdown since its inception was -39.73%, which is greater than FSKAX's maximum drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for FBLEX and FSKAX.


Loading charts...

Drawdown Indicators


FBLEXFSKAXDifference

Max Drawdown

Largest peak-to-trough decline

-39.73%

-35.01%

-4.72%

Max Drawdown (1Y)

Largest decline over 1 year

-6.89%

-8.92%

+2.03%

Max Drawdown (3Y)

Largest decline over 3 years

-14.71%

-19.43%

+4.72%

Max Drawdown (5Y)

Largest decline over 5 years

-19.00%

-25.39%

+6.39%

Max Drawdown (10Y)

Largest decline over 10 years

-39.73%

-35.01%

-4.72%

Current Drawdown

Current decline from peak

-0.20%

0.00%

-0.20%

Average Drawdown

Average peak-to-trough decline

-3.83%

-4.02%

+0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.70%

1.94%

-0.24%

Volatility

FBLEX vs. FSKAX - Volatility Comparison

The current volatility for Fidelity Series Stock Selector Large Cap Value Fund (FBLEX) is 2.69%, while Fidelity Total Market Index Fund (FSKAX) has a volatility of 2.97%. This indicates that FBLEX experiences smaller price fluctuations and is considered to be less risky than FSKAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FBLEXFSKAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.69%

2.97%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

7.89%

9.23%

-1.34%

Volatility (1Y)

Calculated over the trailing 1-year period

10.50%

12.26%

-1.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.79%

17.41%

-2.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.40%

18.46%

-1.06%

FBLEX vs. FSKAX - Expense Ratio Comparison

FBLEX has a 0.01% expense ratio, which is lower than FSKAX's 0.02% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

FBLEX vs. FSKAX - Dividend Comparison

FBLEX's dividend yield for the trailing twelve months is around 10.25%, more than FSKAX's 0.93% yield.


PositionTTM20252024202320222021202020192018201720162015
FBLEX
Fidelity Series Stock Selector Large Cap Value Fund
10.25%9.95%12.63%5.05%12.66%14.51%3.85%5.65%10.97%7.09%2.47%13.81%
FSKAX
Fidelity Total Market Index Fund
0.93%1.01%1.19%1.41%1.62%1.15%1.45%1.94%2.54%2.07%2.43%0.82%

Frequently Asked Questions


FBLEX and FSKAX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSKAX has higher volatility (2.97%) compared to FBLEX (2.69%). In terms of maximum drawdown, FBLEX dropped -39.73% vs FSKAX's -35.01%.

FSKAX currently has the higher Sharpe Ratio (2.46 vs 2.20), 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.

Portfolio Optimizer

Find the right allocation for FBLEX and FSKAX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer