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FECGX vs. FSPGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FECGX and FSPGX is 0.77, 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.


-0.50.00.51.00.8

Performance

FECGX vs. FSPGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Small Cap Growth Index Fund (FECGX) and Fidelity Large Cap Growth Index Fund (FSPGX). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
49.82%
161.95%
FECGX
FSPGX

Key characteristics

Sharpe Ratio

FECGX:

0.89

FSPGX:

2.11

Sortino Ratio

FECGX:

1.36

FSPGX:

2.72

Omega Ratio

FECGX:

1.16

FSPGX:

1.38

Calmar Ratio

FECGX:

0.71

FSPGX:

2.77

Martin Ratio

FECGX:

4.55

FSPGX:

10.77

Ulcer Index

FECGX:

4.21%

FSPGX:

3.38%

Daily Std Dev

FECGX:

21.46%

FSPGX:

17.25%

Max Drawdown

FECGX:

-41.85%

FSPGX:

-32.66%

Current Drawdown

FECGX:

-10.96%

FSPGX:

-3.03%

Returns By Period

In the year-to-date period, FECGX achieves a 15.85% return, which is significantly lower than FSPGX's 34.68% return.


FECGX

YTD

15.85%

1M

-2.88%

6M

11.90%

1Y

16.86%

5Y*

7.02%

10Y*

N/A

FSPGX

YTD

34.68%

1M

3.41%

6M

11.82%

1Y

34.88%

5Y*

19.32%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FECGX vs. FSPGX - Expense Ratio Comparison

FECGX has a 0.05% expense ratio, which is higher than FSPGX's 0.04% 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%.


FECGX
Fidelity Small Cap Growth Index Fund
Expense ratio chart for FECGX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for FSPGX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

FECGX vs. FSPGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Small Cap Growth Index Fund (FECGX) and Fidelity Large Cap Growth Index Fund (FSPGX). 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.


Sharpe ratio
The chart of Sharpe ratio for FECGX, currently valued at 0.89, compared to the broader market-1.000.001.002.003.004.000.892.11
The chart of Sortino ratio for FECGX, currently valued at 1.36, compared to the broader market-2.000.002.004.006.008.0010.001.362.72
The chart of Omega ratio for FECGX, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.003.501.161.38
The chart of Calmar ratio for FECGX, currently valued at 0.71, compared to the broader market0.002.004.006.008.0010.0012.0014.000.712.77
The chart of Martin ratio for FECGX, currently valued at 4.55, compared to the broader market0.0020.0040.0060.004.5510.77
FECGX
FSPGX

The current FECGX Sharpe Ratio is 0.89, which is lower than the FSPGX Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of FECGX and FSPGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.89
2.11
FECGX
FSPGX

Dividends

FECGX vs. FSPGX - Dividend Comparison

FECGX's dividend yield for the trailing twelve months is around 0.71%, more than FSPGX's 0.04% yield.


TTM20232022202120202019201820172016
FECGX
Fidelity Small Cap Growth Index Fund
0.71%0.81%0.80%0.57%0.38%0.24%0.00%0.00%0.00%
FSPGX
Fidelity Large Cap Growth Index Fund
0.04%0.73%0.86%0.54%0.74%0.99%1.14%0.99%0.30%

Drawdowns

FECGX vs. FSPGX - Drawdown Comparison

The maximum FECGX drawdown since its inception was -41.85%, which is greater than FSPGX's maximum drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for FECGX and FSPGX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.96%
-3.03%
FECGX
FSPGX

Volatility

FECGX vs. FSPGX - Volatility Comparison

Fidelity Small Cap Growth Index Fund (FECGX) has a higher volatility of 6.47% compared to Fidelity Large Cap Growth Index Fund (FSPGX) at 4.95%. This indicates that FECGX's price experiences larger fluctuations and is considered to be riskier than FSPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.47%
4.95%
FECGX
FSPGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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