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FCPGX vs. FSPGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FCPGX and FSPGX is 0.81, 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.


-0.50.00.51.00.8

Performance

FCPGX vs. FSPGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Small Cap Growth Fund (FCPGX) and Fidelity Large Cap Growth Index Fund (FSPGX). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%300.00%350.00%JulyAugustSeptemberOctoberNovemberDecember
83.42%
345.80%
FCPGX
FSPGX

Key characteristics

Sharpe Ratio

FCPGX:

1.28

FSPGX:

2.11

Sortino Ratio

FCPGX:

1.81

FSPGX:

2.72

Omega Ratio

FCPGX:

1.22

FSPGX:

1.38

Calmar Ratio

FCPGX:

0.78

FSPGX:

2.77

Martin Ratio

FCPGX:

7.29

FSPGX:

10.77

Ulcer Index

FCPGX:

3.50%

FSPGX:

3.38%

Daily Std Dev

FCPGX:

19.99%

FSPGX:

17.25%

Max Drawdown

FCPGX:

-59.11%

FSPGX:

-32.66%

Current Drawdown

FCPGX:

-15.09%

FSPGX:

-3.03%

Returns By Period

In the year-to-date period, FCPGX achieves a 21.09% return, which is significantly lower than FSPGX's 34.68% return.


FCPGX

YTD

21.09%

1M

-3.48%

6M

9.78%

1Y

23.23%

5Y*

4.48%

10Y*

6.86%

FSPGX

YTD

34.68%

1M

3.41%

6M

11.82%

1Y

34.88%

5Y*

19.32%

10Y*

N/A

Compare stocks, funds, or ETFs

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


FCPGX vs. FSPGX - Expense Ratio Comparison

FCPGX has a 1.00% expense ratio, which is higher than FSPGX's 0.04% expense ratio.


FCPGX
Fidelity Small Cap Growth Fund
Expense ratio chart for FCPGX: current value at 1.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.00%
Expense ratio chart for FSPGX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

FCPGX vs. FSPGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Small Cap Growth Fund (FCPGX) and Fidelity Large Cap Growth Index Fund (FSPGX). 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.


Sharpe ratio
The chart of Sharpe ratio for FCPGX, currently valued at 1.28, compared to the broader market-1.000.001.002.003.004.001.282.11
The chart of Sortino ratio for FCPGX, currently valued at 1.81, compared to the broader market-2.000.002.004.006.008.0010.001.812.72
The chart of Omega ratio for FCPGX, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.003.501.221.38
The chart of Calmar ratio for FCPGX, currently valued at 0.78, compared to the broader market0.002.004.006.008.0010.0012.0014.000.782.77
The chart of Martin ratio for FCPGX, currently valued at 7.29, compared to the broader market0.0020.0040.0060.007.2910.77
FCPGX
FSPGX

The current FCPGX Sharpe Ratio is 1.28, which is lower than the FSPGX Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of FCPGX and FSPGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.28
2.11
FCPGX
FSPGX

Dividends

FCPGX vs. FSPGX - Dividend Comparison

FCPGX's dividend yield for the trailing twelve months is around 0.83%, more than FSPGX's 0.04% yield.


TTM20232022202120202019201820172016201520142013
FCPGX
Fidelity Small Cap Growth Fund
0.83%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%4.32%8.37%16.99%
FSPGX
Fidelity Large Cap Growth Index Fund
0.04%0.73%0.86%0.54%0.74%0.99%1.14%0.99%0.30%0.00%0.00%0.00%

Drawdowns

FCPGX vs. FSPGX - Drawdown Comparison

The maximum FCPGX drawdown since its inception was -59.11%, which is greater than FSPGX's maximum drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for FCPGX and FSPGX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.09%
-3.03%
FCPGX
FSPGX

Volatility

FCPGX vs. FSPGX - Volatility Comparison

Fidelity Small Cap Growth Fund (FCPGX) has a higher volatility of 6.26% compared to Fidelity Large Cap Growth Index Fund (FSPGX) at 4.95%. This indicates that FCPGX's price experiences larger fluctuations and is considered to be riskier than FSPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.26%
4.95%
FCPGX
FSPGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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