FDFIX vs. TPLGX
Compare and contrast key facts about Fidelity Flex 500 Index Fund (FDFIX) and T. Rowe Price Institutional Large Cap Core Growth Fund (TPLGX).
FDFIX is managed by Fidelity. It was launched on Mar 9, 2017. TPLGX is managed by T. Rowe Price. It was launched on Sep 30, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FDFIX or TPLGX.
Performance
FDFIX vs. TPLGX - Performance Comparison
Returns By Period
In the year-to-date period, FDFIX achieves a 24.60% return, which is significantly lower than TPLGX's 32.83% return.
FDFIX
24.60%
0.20%
11.45%
31.90%
15.34%
N/A
TPLGX
32.83%
2.25%
13.66%
33.52%
11.25%
12.29%
Key characteristics
| FDFIX | TPLGX | |
|---|---|---|
| Sharpe Ratio | 2.63 | 1.96 |
| Sortino Ratio | 3.51 | 2.60 |
| Omega Ratio | 1.49 | 1.36 |
| Calmar Ratio | 3.82 | 1.23 |
| Martin Ratio | 17.26 | 10.17 |
| Ulcer Index | 1.87% | 3.37% |
| Daily Std Dev | 12.28% | 17.52% |
| Max Drawdown | -33.77% | -56.03% |
| Current Drawdown | -2.15% | -2.78% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FDFIX vs. TPLGX - Expense Ratio Comparison
FDFIX has a 0.00% expense ratio, which is lower than TPLGX's 0.57% expense ratio.
Correlation
The correlation between FDFIX and TPLGX is 0.90, 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
FDFIX vs. TPLGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Flex 500 Index Fund (FDFIX) and T. Rowe Price Institutional Large Cap Core Growth Fund (TPLGX). 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
FDFIX vs. TPLGX - Dividend Comparison
FDFIX's dividend yield for the trailing twelve months is around 1.25%, more than TPLGX's 0.03% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDFIX Fidelity Flex 500 Index Fund | 1.25% | 1.48% | 1.70% | 1.18% | 1.52% | 1.78% | 1.81% | 0.85% | 0.00% | 0.00% | 0.00% | 0.00% |
TPLGX T. Rowe Price Institutional Large Cap Core Growth Fund | 0.03% | 0.03% | 0.00% | 0.00% | 0.02% | 0.18% | 0.16% | 0.19% | 0.25% | 0.11% | 0.08% | 0.15% |
Drawdowns
FDFIX vs. TPLGX - Drawdown Comparison
The maximum FDFIX drawdown since its inception was -33.77%, smaller than the maximum TPLGX drawdown of -56.03%. Use the drawdown chart below to compare losses from any high point for FDFIX and TPLGX. For additional features, visit the drawdowns tool.
Volatility
FDFIX vs. TPLGX - Volatility Comparison
The current volatility for Fidelity Flex 500 Index Fund (FDFIX) is 4.04%, while T. Rowe Price Institutional Large Cap Core Growth Fund (TPLGX) has a volatility of 5.31%. This indicates that FDFIX experiences smaller price fluctuations and is considered to be less risky than TPLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.