FCPGX vs. SPY
Compare and contrast key facts about Fidelity Small Cap Growth Fund (FCPGX) and SPDR S&P 500 ETF (SPY).
FCPGX is managed by Fidelity. It was launched on Nov 3, 2004. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FCPGX or SPY.
Performance
FCPGX vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, FCPGX achieves a 23.52% return, which is significantly lower than SPY's 24.91% return. Over the past 10 years, FCPGX has underperformed SPY with an annualized return of 7.51%, while SPY has yielded a comparatively higher 13.04% annualized return.
FCPGX
23.52%
-0.06%
9.25%
40.09%
5.59%
7.51%
SPY
24.91%
0.61%
11.66%
32.24%
15.43%
13.04%
Key characteristics
| FCPGX | SPY | |
|---|---|---|
| Sharpe Ratio | 2.11 | 2.67 |
| Sortino Ratio | 2.86 | 3.56 |
| Omega Ratio | 1.35 | 1.50 |
| Calmar Ratio | 1.08 | 3.85 |
| Martin Ratio | 12.56 | 17.38 |
| Ulcer Index | 3.30% | 1.86% |
| Daily Std Dev | 19.67% | 12.17% |
| Max Drawdown | -59.11% | -55.19% |
| Current Drawdown | -13.39% | -1.77% |
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FCPGX vs. SPY - Expense Ratio Comparison
FCPGX has a 1.00% expense ratio, which is higher than SPY's 0.09% expense ratio.
Correlation
The correlation between FCPGX and SPY is 0.84, 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. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Small Cap Growth Fund (FCPGX) and SPDR S&P 500 ETF (SPY). 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. SPY - Dividend Comparison
FCPGX's dividend yield for the trailing twelve months is around 0.82%, less than SPY's 1.19% 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% |
SPY SPDR S&P 500 ETF | 1.19% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
FCPGX vs. SPY - Drawdown Comparison
The maximum FCPGX drawdown since its inception was -59.11%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for FCPGX and SPY. For additional features, visit the drawdowns tool.
Volatility
FCPGX vs. SPY - Volatility Comparison
Fidelity Small Cap Growth Fund (FCPGX) has a higher volatility of 6.51% compared to SPDR S&P 500 ETF (SPY) at 4.08%. This indicates that FCPGX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.