FCPGX vs. IWV
Compare and contrast key facts about Fidelity Small Cap Growth Fund (FCPGX) and iShares Russell 3000 ETF (IWV).
FCPGX is managed by Fidelity. It was launched on Nov 3, 2004. IWV is a passively managed fund by iShares that tracks the performance of the Russell 3000 Index. It was launched on May 22, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FCPGX or IWV.
Performance
FCPGX vs. IWV - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with FCPGX having a 23.52% return and IWV slightly lower at 23.45%. Over the past 10 years, FCPGX has underperformed IWV with an annualized return of 7.52%, while IWV has yielded a comparatively higher 12.46% annualized return.
FCPGX
23.52%
-0.06%
10.60%
40.09%
5.58%
7.52%
IWV
23.45%
0.90%
11.43%
32.17%
14.54%
12.46%
Key characteristics
| FCPGX | IWV | |
|---|---|---|
| Sharpe Ratio | 2.02 | 2.56 |
| Sortino Ratio | 2.75 | 3.43 |
| Omega Ratio | 1.34 | 1.47 |
| Calmar Ratio | 1.03 | 3.83 |
| Martin Ratio | 12.13 | 16.68 |
| Ulcer Index | 3.28% | 1.93% |
| Daily Std Dev | 19.69% | 12.55% |
| Max Drawdown | -59.11% | -55.61% |
| Current Drawdown | -13.39% | -2.46% |
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FCPGX vs. IWV - Expense Ratio Comparison
FCPGX has a 1.00% expense ratio, which is higher than IWV's 0.20% expense ratio.
Correlation
The correlation between FCPGX and IWV is 0.88, 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
FCPGX vs. IWV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Small Cap Growth Fund (FCPGX) and iShares Russell 3000 ETF (IWV). 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
FCPGX vs. IWV - Dividend Comparison
FCPGX's dividend yield for the trailing twelve months is around 0.82%, less than IWV's 1.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCPGX Fidelity Small Cap Growth Fund | 0.82% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 4.32% | 8.37% | 16.99% |
IWV iShares Russell 3000 ETF | 1.09% | 1.30% | 1.56% | 1.04% | 1.30% | 1.69% | 1.97% | 1.58% | 1.79% | 1.99% | 1.62% | 1.61% |
Drawdowns
FCPGX vs. IWV - Drawdown Comparison
The maximum FCPGX drawdown since its inception was -59.11%, which is greater than IWV's maximum drawdown of -55.61%. Use the drawdown chart below to compare losses from any high point for FCPGX and IWV. For additional features, visit the drawdowns tool.
Volatility
FCPGX vs. IWV - Volatility Comparison
Fidelity Small Cap Growth Fund (FCPGX) has a higher volatility of 6.51% compared to iShares Russell 3000 ETF (IWV) at 4.32%. This indicates that FCPGX's price experiences larger fluctuations and is considered to be riskier than IWV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.