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FELC vs. VUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FELC and VUG is 0.92, 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.


-0.50.00.51.00.9

Performance

FELC vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Enhanced Large Cap Core ETF (FELC) and Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
6.60%
8.07%
FELC
VUG

Key characteristics

Sharpe Ratio

FELC:

2.08

VUG:

2.02

Sortino Ratio

FELC:

2.75

VUG:

2.62

Omega Ratio

FELC:

1.39

VUG:

1.36

Calmar Ratio

FELC:

2.99

VUG:

2.71

Martin Ratio

FELC:

12.68

VUG:

10.54

Ulcer Index

FELC:

2.05%

VUG:

3.33%

Daily Std Dev

FELC:

12.52%

VUG:

17.41%

Max Drawdown

FELC:

-8.70%

VUG:

-50.68%

Current Drawdown

FELC:

-2.97%

VUG:

-3.24%

Returns By Period

In the year-to-date period, FELC achieves a 0.64% return, which is significantly lower than VUG's 0.79% return.


FELC

YTD

0.64%

1M

-2.20%

6M

5.76%

1Y

25.91%

5Y*

N/A

10Y*

N/A

VUG

YTD

0.79%

1M

-1.47%

6M

5.81%

1Y

34.81%

5Y*

17.98%

10Y*

15.95%

*Annualized

Compare stocks, funds, or ETFs

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


FELC vs. VUG - Expense Ratio Comparison

FELC has a 0.18% expense ratio, which is higher than VUG'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%.


FELC
Fidelity Enhanced Large Cap Core ETF
Expense ratio chart for FELC: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
Expense ratio chart for VUG: 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

FELC vs. VUG — Risk-Adjusted Performance Rank

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

FELC
The Risk-Adjusted Performance Rank of FELC is 8181
Overall Rank
The Sharpe Ratio Rank of FELC is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of FELC is 7979
Sortino Ratio Rank
The Omega Ratio Rank of FELC is 8282
Omega Ratio Rank
The Calmar Ratio Rank of FELC is 8080
Calmar Ratio Rank
The Martin Ratio Rank of FELC is 8282
Martin Ratio Rank

VUG
The Risk-Adjusted Performance Rank of VUG is 7979
Overall Rank
The Sharpe Ratio Rank of VUG is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of VUG is 7878
Sortino Ratio Rank
The Omega Ratio Rank of VUG is 8080
Omega Ratio Rank
The Calmar Ratio Rank of VUG is 7777
Calmar Ratio Rank
The Martin Ratio Rank of VUG is 7777
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.

FELC vs. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Enhanced Large Cap Core ETF (FELC) and Vanguard Growth ETF (VUG). 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 FELC, currently valued at 2.08, compared to the broader market0.002.004.002.082.02
The chart of Sortino ratio for FELC, currently valued at 2.75, compared to the broader market-2.000.002.004.006.008.0010.002.752.62
The chart of Omega ratio for FELC, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.391.36
The chart of Calmar ratio for FELC, currently valued at 2.99, compared to the broader market0.005.0010.0015.002.992.71
The chart of Martin ratio for FELC, currently valued at 12.68, compared to the broader market0.0020.0040.0060.0080.00100.0012.6810.54
FELC
VUG

The current FELC Sharpe Ratio is 2.08, which is comparable to the VUG Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of FELC and VUG, 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 Ratio1.802.002.202.402.602.803.00Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05
2.08
2.02
FELC
VUG

Dividends

FELC vs. VUG - Dividend Comparison

FELC's dividend yield for the trailing twelve months is around 1.02%, more than VUG's 0.46% yield.


TTM20242023202220212020201920182017201620152014
FELC
Fidelity Enhanced Large Cap Core ETF
1.02%1.03%0.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VUG
Vanguard Growth ETF
0.46%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%

Drawdowns

FELC vs. VUG - Drawdown Comparison

The maximum FELC drawdown since its inception was -8.70%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for FELC and VUG. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-2.97%
-3.24%
FELC
VUG

Volatility

FELC vs. VUG - Volatility Comparison

The current volatility for Fidelity Enhanced Large Cap Core ETF (FELC) is 4.44%, while Vanguard Growth ETF (VUG) has a volatility of 5.82%. This indicates that FELC experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember2025
4.44%
5.82%
FELC
VUG
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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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