PortfoliosLab logoPortfoliosLab logo
FCLKX vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCLKX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Large Cap Stock K6 Fund (FCLKX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FCLKX vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCLKX
Fidelity Large Cap Stock K6 Fund
-4.87%27.34%26.36%23.93%-6.79%25.71%9.15%31.46%-9.00%11.97%
VOO
Vanguard S&P 500 ETF
-4.42%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%12.14%

Returns By Period

In the year-to-date period, FCLKX achieves a -4.87% return, which is significantly lower than VOO's -4.42% return.


FCLKX

1D
-0.61%
1M
-8.06%
YTD
-4.87%
6M
-0.14%
1Y
24.04%
3Y*
21.16%
5Y*
14.66%
10Y*

VOO

1D
2.86%
1M
-5.01%
YTD
-4.42%
6M
-1.84%
1Y
17.67%
3Y*
18.27%
5Y*
11.75%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


FCLKX vs. VOO - Expense Ratio Comparison

FCLKX has a 0.45% expense ratio, which is higher than VOO's 0.03% expense ratio.


Return for Risk

FCLKX vs. VOO — Risk / Return Rank

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

FCLKX
FCLKX Risk / Return Rank: 7676
Overall Rank
FCLKX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FCLKX Sortino Ratio Rank: 7777
Sortino Ratio Rank
FCLKX Omega Ratio Rank: 8080
Omega Ratio Rank
FCLKX Calmar Ratio Rank: 7070
Calmar Ratio Rank
FCLKX Martin Ratio Rank: 7878
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6565
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6565
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
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.

FCLKX vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Large Cap Stock K6 Fund (FCLKX) and Vanguard S&P 500 ETF (VOO). 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.


FCLKXVOODifference

Sharpe ratio

Return per unit of total volatility

1.34

0.98

+0.36

Sortino ratio

Return per unit of downside risk

1.90

1.50

+0.41

Omega ratio

Gain probability vs. loss probability

1.31

1.23

+0.08

Calmar ratio

Return relative to maximum drawdown

1.60

1.53

+0.07

Martin ratio

Return relative to average drawdown

7.60

7.29

+0.31

FCLKX vs. VOO - Sharpe Ratio Comparison

The current FCLKX Sharpe Ratio is 1.34, which is higher than the VOO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of FCLKX and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FCLKXVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

0.98

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

0.70

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.83

-0.09

Correlation

The correlation between FCLKX and VOO 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.


Dividends

FCLKX vs. VOO - Dividend Comparison

FCLKX's dividend yield for the trailing twelve months is around 4.78%, more than VOO's 1.19% yield.


TTM20252024202320222021202020192018201720162015
FCLKX
Fidelity Large Cap Stock K6 Fund
4.78%4.55%4.65%3.07%35.30%6.51%3.43%2.52%4.11%0.58%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.19%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

FCLKX vs. VOO - Drawdown Comparison

The maximum FCLKX drawdown since its inception was -37.09%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FCLKX and VOO.


Loading graphics...

Drawdown Indicators


FCLKXVOODifference

Max Drawdown

Largest peak-to-trough decline

-37.09%

-33.99%

-3.10%

Max Drawdown (1Y)

Largest decline over 1 year

-12.55%

-11.98%

-0.57%

Max Drawdown (5Y)

Largest decline over 5 years

-22.16%

-24.52%

+2.36%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-9.42%

-6.29%

-3.13%

Average Drawdown

Average peak-to-trough decline

-4.53%

-3.72%

-0.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

2.52%

+0.26%

Volatility

FCLKX vs. VOO - Volatility Comparison

The current volatility for Fidelity Large Cap Stock K6 Fund (FCLKX) is 4.49%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. This indicates that FCLKX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FCLKXVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.49%

5.29%

-0.80%

Volatility (6M)

Calculated over the trailing 6-month period

9.28%

9.44%

-0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

18.34%

18.10%

+0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.78%

16.82%

-0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.25%

17.99%

+1.26%