FELC vs. FGLGX

In the year-to-date period, FELC achieves a -1.50% return, which is significantly lower than FGLGX's 3.75% return.

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FELC has a 0.18% expense ratio, which is higher than FGLGX's 0.00% 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%.

This table presents a comparison of risk-adjusted performance metrics for Fidelity Enhanced Large Cap Core ETF (FELC) and Fidelity Series Large Cap Stock Fund (FGLGX). 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.

The current FELC Sharpe Ratio is 0.57, which is comparable to the FGLGX Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of FELC and FGLGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FELC's dividend yield for the trailing twelve months is around 1.06%, less than FGLGX's 7.70% yield.

The maximum FELC drawdown since its inception was -18.59%, smaller than the maximum FGLGX drawdown of -36.42%. Use the drawdown chart below to compare losses from any high point for FELC and FGLGX.

Fidelity Enhanced Large Cap Core ETF (FELC) has a higher volatility of 4.25% compared to Fidelity Series Large Cap Stock Fund (FGLGX) at 3.93%. This indicates that FELC's price experiences larger fluctuations and is considered to be riskier than FGLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.