FELCX vs. FLCOX
FELCX (Fidelity Advisor Semiconductors Fund Class C) and FLCOX (Fidelity Large Cap Value Index Fund) are both mutual funds - FELCX is a Technology Equities fund managed by Fidelity, while FLCOX is a Large Cap Value Equities fund tracking the Russell 1000 Value Index. Over the past 5 years, FELCX returned 33.94%/yr vs 12.11%/yr for FLCOX. Their 0.59 correlation means they have sometimes moved together and sometimes differently. FELCX charges 1.76%/yr vs 0.04%/yr for FLCOX.
Performance
FELCX vs. FLCOX - Performance Comparison
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Returns By Period
In the year-to-date period, FELCX achieves a 50.29% return, which is significantly higher than FLCOX's 21.79% return.
FELCX
- 1D
- 1.17%
- 1M
- -7.16%
- 6M
- 35.60%
- YTD
- 50.29%
- 1Y
- 84.08%
- 3Y*
- 48.33%
- 5Y*
- 33.94%
- 10Y*
- 32.29%
- ALL TIME*
- 13.82%
FLCOX
- 1D
- 1.00%
- 1M
- 2.94%
- 6M
- 15.38%
- YTD
- 21.79%
- 1Y
- 32.76%
- 3Y*
- 19.01%
- 5Y*
- 12.11%
- 10Y*
- —
- ALL TIME*
- 11.15%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
FELCX vs. FLCOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FELCX Fidelity Advisor Semiconductors Fund Class C | 50.29% | 43.80% | 42.66% | 73.83% | -35.56% | 56.29% | 42.50% | 62.54% | -13.48% | 33.04% |
FLCOX Fidelity Large Cap Value Index Fund | 21.79% | 15.90% | 14.38% | 11.48% | -7.57% | 25.09% | 2.87% | 26.54% | -8.38% | 10.90% |
Correlation
The correlation between FELCX and FLCOX is 0.47, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.47 |
Correlation (3Y) Balances recent behavior with more history. | 0.46 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.56 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.59 |
The correlation between FELCX and FLCOX shifts across timeframes, from 0.46 (3 years) to 0.59 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FELCX vs. FLCOX — Risk / Return Rank
FELCX
FLCOX
FELCX vs. FLCOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Semiconductors Fund Class C (FELCX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FELCX | FLCOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.68 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.55 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 3.26 | 5.04 | -1.79 |
| Martin ratioReturn relative to average drawdown | 13.22 | 21.64 | -8.42 |
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Drawdowns
FELCX vs. FLCOX - Drawdown Comparison
The maximum FELCX drawdown since its inception was -72.55%, which is greater than FLCOX's maximum drawdown of -38.28%. Use the drawdown chart below to compare losses from any high point for FELCX and FLCOX.
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Drawdown Indicators
| FELCX | FLCOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.55% | -38.28% | -34.27% |
Max Drawdown (1Y)Largest decline over 1 year | -26.96% | -6.80% | -20.16% |
Max Drawdown (3Y)Largest decline over 3 years | -36.53% | -15.60% | -20.93% |
Max Drawdown (5Y)Largest decline over 5 years | -46.47% | -19.00% | -27.47% |
Max Drawdown (10Y)Largest decline over 10 years | -46.47% | — | — |
Current DrawdownCurrent decline from peak | -19.97% | 0.00% | -19.97% |
Average DrawdownAverage peak-to-trough decline | -23.49% | -4.38% | -19.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.63% | 1.58% | +5.05% |
Volatility
FELCX vs. FLCOX - Volatility Comparison
Fidelity Advisor Semiconductors Fund Class C (FELCX) has a higher volatility of 15.70% compared to Fidelity Large Cap Value Index Fund (FLCOX) at 2.81%. This indicates that FELCX'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
| FELCX | FLCOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.70% | 2.81% | +12.89% |
Volatility (6M)Calculated over the trailing 6-month period | 34.34% | 8.76% | +25.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.71% | 11.34% | +29.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.85% | 14.84% | +25.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.50% | 17.56% | +17.94% |
FELCX vs. FLCOX - Expense Ratio Comparison
FELCX has a 1.76% expense ratio, which is higher than FLCOX's 0.04% expense ratio.
Dividends
FELCX vs. FLCOX - Dividend Comparison
FELCX's dividend yield for the trailing twelve months is around 5.56%, more than FLCOX's 0.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FELCX Fidelity Advisor Semiconductors Fund Class C | 5.56% | 8.35% | 8.97% | 4.24% | 4.07% | 4.95% | 5.13% | 0.93% | 22.41% | 10.39% | 0.14% | 11.27% |
FLCOX Fidelity Large Cap Value Index Fund | 0.86% | 1.51% | 1.92% | 1.99% | 2.01% | 1.55% | 2.28% | 3.82% | 2.79% | 0.60% | 0.00% | 0.00% |
Frequently Asked Questions
FELCX and FLCOX have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FELCX has higher volatility (15.70%) compared to FLCOX (2.81%). In terms of maximum drawdown, FELCX dropped -72.55% vs FLCOX's -38.28%.
FLCOX currently has the higher Sharpe Ratio (3.03 vs 2.16), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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