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FCPI vs. VONG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCPI vs. VONG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Stocks for Inflation ETF (FCPI) and Vanguard Russell 1000 Growth ETF (VONG). The values are adjusted to include any dividend payments, if applicable.

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FCPI vs. VONG - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FCPI
Fidelity Stocks for Inflation ETF
-0.24%16.24%25.54%15.40%-7.11%34.19%2.19%4.43%
VONG
Vanguard Russell 1000 Growth ETF
-9.79%18.45%33.20%42.67%-29.18%27.60%38.30%6.37%

Returns By Period

In the year-to-date period, FCPI achieves a -0.24% return, which is significantly higher than VONG's -9.79% return.


FCPI

1D
2.52%
1M
-4.85%
YTD
-0.24%
6M
-0.82%
1Y
15.67%
3Y*
17.96%
5Y*
13.93%
10Y*

VONG

1D
3.76%
1M
-5.21%
YTD
-9.79%
6M
-8.75%
1Y
18.79%
3Y*
21.10%
5Y*
12.35%
10Y*
16.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCPI vs. VONG - Expense Ratio Comparison

FCPI has a 0.15% expense ratio, which is higher than VONG's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FCPI vs. VONG — Risk / Return Rank

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

FCPI
FCPI Risk / Return Rank: 5959
Overall Rank
FCPI Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
FCPI Sortino Ratio Rank: 5454
Sortino Ratio Rank
FCPI Omega Ratio Rank: 5757
Omega Ratio Rank
FCPI Calmar Ratio Rank: 6262
Calmar Ratio Rank
FCPI Martin Ratio Rank: 7171
Martin Ratio Rank

VONG
VONG Risk / Return Rank: 5151
Overall Rank
VONG Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
VONG Sortino Ratio Rank: 5656
Sortino Ratio Rank
VONG Omega Ratio Rank: 5454
Omega Ratio Rank
VONG Calmar Ratio Rank: 5151
Calmar Ratio Rank
VONG Martin Ratio Rank: 4545
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.

FCPI vs. VONG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Stocks for Inflation ETF (FCPI) and Vanguard Russell 1000 Growth ETF (VONG). 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.


FCPIVONGDifference

Sharpe ratio

Return per unit of total volatility

0.92

0.84

+0.07

Sortino ratio

Return per unit of downside risk

1.38

1.36

+0.02

Omega ratio

Gain probability vs. loss probability

1.21

1.19

+0.02

Calmar ratio

Return relative to maximum drawdown

1.50

1.16

+0.34

Martin ratio

Return relative to average drawdown

7.03

4.00

+3.03

FCPI vs. VONG - Sharpe Ratio Comparison

The current FCPI Sharpe Ratio is 0.92, which is comparable to the VONG Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of FCPI and VONG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FCPIVONGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

0.84

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.58

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.84

-0.18

Correlation

The correlation between FCPI and VONG is 0.80, 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

FCPI vs. VONG - Dividend Comparison

FCPI's dividend yield for the trailing twelve months is around 1.80%, more than VONG's 0.51% yield.


TTM20252024202320222021202020192018201720162015
FCPI
Fidelity Stocks for Inflation ETF
1.80%1.74%1.29%1.88%1.77%1.19%3.53%0.43%0.00%0.00%0.00%0.00%
VONG
Vanguard Russell 1000 Growth ETF
0.51%0.45%0.55%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%

Drawdowns

FCPI vs. VONG - Drawdown Comparison

The maximum FCPI drawdown since its inception was -37.26%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for FCPI and VONG.


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Drawdown Indicators


FCPIVONGDifference

Max Drawdown

Largest peak-to-trough decline

-37.26%

-32.72%

-4.54%

Max Drawdown (1Y)

Largest decline over 1 year

-11.98%

-16.23%

+4.25%

Max Drawdown (5Y)

Largest decline over 5 years

-18.25%

-32.72%

+14.47%

Max Drawdown (10Y)

Largest decline over 10 years

-32.72%

Current Drawdown

Current decline from peak

-5.55%

-13.09%

+7.54%

Average Drawdown

Average peak-to-trough decline

-4.48%

-4.90%

+0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

4.72%

-2.17%

Volatility

FCPI vs. VONG - Volatility Comparison

The current volatility for Fidelity Stocks for Inflation ETF (FCPI) is 5.30%, while Vanguard Russell 1000 Growth ETF (VONG) has a volatility of 6.72%. This indicates that FCPI experiences smaller price fluctuations and is considered to be less risky than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCPIVONGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.30%

6.72%

-1.42%

Volatility (6M)

Calculated over the trailing 6-month period

9.39%

12.34%

-2.95%

Volatility (1Y)

Calculated over the trailing 1-year period

17.27%

22.40%

-5.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.65%

21.35%

-4.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.30%

20.82%

-0.52%