PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FECGX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FECGX and VOO is 0.82, 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. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Small Cap Growth Index Fund (FECGX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
6.77%
9.63%
FECGX
VOO

Key characteristics

Sharpe Ratio

FECGX:

1.25

VOO:

2.21

Sortino Ratio

FECGX:

1.80

VOO:

2.93

Omega Ratio

FECGX:

1.22

VOO:

1.41

Calmar Ratio

FECGX:

0.95

VOO:

3.35

Martin Ratio

FECGX:

6.06

VOO:

14.09

Ulcer Index

FECGX:

4.39%

VOO:

2.01%

Daily Std Dev

FECGX:

21.39%

VOO:

12.78%

Max Drawdown

FECGX:

-43.43%

VOO:

-33.99%

Current Drawdown

FECGX:

-9.69%

VOO:

-0.46%

Returns By Period

In the year-to-date period, FECGX achieves a 4.80% return, which is significantly higher than VOO's 2.90% return.


FECGX

YTD

4.80%

1M

3.71%

6M

6.77%

1Y

22.91%

5Y*

6.63%

10Y*

N/A

VOO

YTD

2.90%

1M

2.05%

6M

9.63%

1Y

26.44%

5Y*

14.54%

10Y*

13.46%

*Annualized

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. VOO - Expense Ratio Comparison

FECGX has a 0.05% expense ratio, which is higher than VOO's 0.03% 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 VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

FECGX vs. VOO — Risk-Adjusted Performance Rank

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

FECGX
The Risk-Adjusted Performance Rank of FECGX is 6060
Overall Rank
The Sharpe Ratio Rank of FECGX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of FECGX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of FECGX is 5555
Omega Ratio Rank
The Calmar Ratio Rank of FECGX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of FECGX is 6464
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8383
Overall Rank
The Sharpe Ratio Rank of VOO is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8383
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FECGX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Small Cap Growth Index Fund (FECGX) and Vanguard S&P 500 ETF (VOO). 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 1.25, compared to the broader market-1.000.001.002.003.004.001.252.21
The chart of Sortino ratio for FECGX, currently valued at 1.80, compared to the broader market0.005.0010.001.802.93
The chart of Omega ratio for FECGX, currently valued at 1.22, compared to the broader market1.002.003.004.001.221.41
The chart of Calmar ratio for FECGX, currently valued at 0.95, compared to the broader market0.005.0010.0015.0020.000.953.35
The chart of Martin ratio for FECGX, currently valued at 6.06, compared to the broader market0.0020.0040.0060.0080.006.0614.09
FECGX
VOO

The current FECGX Sharpe Ratio is 1.25, which is lower than the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of FECGX and VOO, 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
1.25
2.21
FECGX
VOO

Dividends

FECGX vs. VOO - Dividend Comparison

FECGX's dividend yield for the trailing twelve months is around 1.19%, less than VOO's 1.21% yield.


TTM20242023202220212020201920182017201620152014
FECGX
Fidelity Small Cap Growth Index Fund
1.19%1.25%0.81%0.80%0.57%0.38%0.24%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.21%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

FECGX vs. VOO - Drawdown Comparison

The maximum FECGX drawdown since its inception was -43.43%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FECGX and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-9.69%
-0.46%
FECGX
VOO

Volatility

FECGX vs. VOO - Volatility Comparison

Fidelity Small Cap Growth Index Fund (FECGX) has a higher volatility of 6.78% compared to Vanguard S&P 500 ETF (VOO) at 5.12%. This indicates that FECGX's price experiences larger fluctuations and is considered to be riskier than VOO 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%AugustSeptemberOctoberNovemberDecember2025
6.78%
5.12%
FECGX
VOO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab