FDGKX vs. FLCOX
Compare and contrast key facts about Fidelity Dividend Growth Fund Class K (FDGKX) and Fidelity Large Cap Value Index Fund (FLCOX).
FDGKX is managed by Fidelity. It was launched on May 9, 2008. FLCOX is a passively managed fund by Fidelity that tracks the performance of the Russell 1000 Value Index. It was launched on Jun 7, 2016.
Performance
FDGKX vs. FLCOX - Performance Comparison
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FDGKX vs. FLCOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FDGKX Fidelity Dividend Growth Fund Class K | -0.07% | 19.47% | 24.72% | 18.00% | -11.54% | 28.10% | 2.31% | 28.84% | -7.09% | 17.15% |
FLCOX Fidelity Large Cap Value Index Fund | 2.08% | 15.90% | 14.38% | 11.48% | -7.57% | 25.09% | 2.87% | 26.54% | -8.38% | 10.90% |
Returns By Period
In the year-to-date period, FDGKX achieves a -0.07% return, which is significantly lower than FLCOX's 2.08% return.
FDGKX
- 1D
- 3.16%
- 1M
- -6.31%
- YTD
- -0.07%
- 6M
- 2.15%
- 1Y
- 25.09%
- 3Y*
- 19.89%
- 5Y*
- 12.54%
- 10Y*
- 11.96%
FLCOX
- 1D
- 2.13%
- 1M
- -4.69%
- YTD
- 2.08%
- 6M
- 5.86%
- 1Y
- 15.94%
- 3Y*
- 14.30%
- 5Y*
- 9.21%
- 10Y*
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FDGKX vs. FLCOX - Expense Ratio Comparison
FDGKX has a 0.38% expense ratio, which is higher than FLCOX's 0.04% expense ratio.
Return for Risk
FDGKX vs. FLCOX — Risk / Return Rank
FDGKX
FLCOX
FDGKX vs. FLCOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Dividend Growth Fund Class K (FDGKX) and Fidelity Large Cap Value Index Fund (FLCOX). 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.
| FDGKX | FLCOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.36 | 1.02 | +0.34 |
Sortino ratioReturn per unit of downside risk | 1.92 | 1.48 | +0.44 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.22 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.94 | 1.44 | +0.51 |
Martin ratioReturn relative to average drawdown | 8.55 | 6.76 | +1.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FDGKX | FLCOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 1.02 | +0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.62 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.54 | -0.08 |
Correlation
The correlation between FDGKX and FLCOX is 0.89, 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
FDGKX vs. FLCOX - Dividend Comparison
FDGKX's dividend yield for the trailing twelve months is around 6.82%, more than FLCOX's 1.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDGKX Fidelity Dividend Growth Fund Class K | 6.82% | 6.82% | 7.46% | 3.57% | 11.59% | 7.90% | 1.98% | 4.95% | 23.08% | 15.37% | 1.70% | 8.50% |
FLCOX Fidelity Large Cap Value Index Fund | 1.48% | 1.51% | 1.92% | 1.99% | 2.01% | 1.55% | 2.28% | 3.82% | 2.79% | 0.60% | 0.00% | 0.00% |
Drawdowns
FDGKX vs. FLCOX - Drawdown Comparison
The maximum FDGKX drawdown since its inception was -53.34%, which is greater than FLCOX's maximum drawdown of -38.28%. Use the drawdown chart below to compare losses from any high point for FDGKX and FLCOX.
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Drawdown Indicators
| FDGKX | FLCOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.34% | -38.28% | -15.06% |
Max Drawdown (1Y)Largest decline over 1 year | -12.20% | -11.81% | -0.39% |
Max Drawdown (5Y)Largest decline over 5 years | -21.35% | -19.00% | -2.35% |
Max Drawdown (10Y)Largest decline over 10 years | -41.28% | — | — |
Current DrawdownCurrent decline from peak | -7.31% | -4.82% | -2.49% |
Average DrawdownAverage peak-to-trough decline | -6.59% | -4.52% | -2.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 2.51% | +0.26% |
Volatility
FDGKX vs. FLCOX - Volatility Comparison
Fidelity Dividend Growth Fund Class K (FDGKX) has a higher volatility of 6.37% compared to Fidelity Large Cap Value Index Fund (FLCOX) at 4.38%. This indicates that FDGKX's price experiences larger fluctuations and is considered to be riskier than FLCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FDGKX | FLCOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.37% | 4.38% | +1.99% |
Volatility (6M)Calculated over the trailing 6-month period | 11.30% | 8.29% | +3.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.37% | 15.73% | +3.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.66% | 14.83% | +1.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.22% | 17.73% | +1.49% |