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

Correlation

The correlation between FFDKX and FSPGX is 0.94, 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.


Performance

FFDKX vs. FSPGX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FFDKX:

0.44

FSPGX:

0.71

Sortino Ratio

FFDKX:

0.73

FSPGX:

1.12

Omega Ratio

FFDKX:

1.10

FSPGX:

1.16

Calmar Ratio

FFDKX:

0.43

FSPGX:

0.75

Martin Ratio

FFDKX:

1.43

FSPGX:

2.50

Ulcer Index

FFDKX:

6.70%

FSPGX:

7.00%

Daily Std Dev

FFDKX:

22.83%

FSPGX:

25.41%

Max Drawdown

FFDKX:

-52.63%

FSPGX:

-32.66%

Current Drawdown

FFDKX:

-5.21%

FSPGX:

-3.82%

Returns By Period

In the year-to-date period, FFDKX achieves a 0.44% return, which is significantly higher than FSPGX's 0.23% return.


FFDKX

YTD

0.44%

1M

15.05%

6M

0.54%

1Y

9.97%

3Y*

17.61%

5Y*

13.65%

10Y*

8.99%

FSPGX

YTD

0.23%

1M

17.51%

6M

3.53%

1Y

17.87%

3Y*

22.65%

5Y*

18.21%

10Y*

N/A

*Annualized

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Fidelity Fund Class K

FFDKX vs. FSPGX - Expense Ratio Comparison

FFDKX has a 0.38% expense ratio, which is higher than FSPGX's 0.04% expense ratio.


Risk-Adjusted Performance

FFDKX vs. FSPGX — Risk-Adjusted Performance Rank

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

FFDKX
The Risk-Adjusted Performance Rank of FFDKX is 4747
Overall Rank
The Sharpe Ratio Rank of FFDKX is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of FFDKX is 4545
Sortino Ratio Rank
The Omega Ratio Rank of FFDKX is 4646
Omega Ratio Rank
The Calmar Ratio Rank of FFDKX is 5353
Calmar Ratio Rank
The Martin Ratio Rank of FFDKX is 4545
Martin Ratio Rank

FSPGX
The Risk-Adjusted Performance Rank of FSPGX is 6767
Overall Rank
The Sharpe Ratio Rank of FSPGX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPGX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of FSPGX is 6767
Omega Ratio Rank
The Calmar Ratio Rank of FSPGX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of FSPGX is 6363
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.

FFDKX vs. FSPGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Fund Class K (FFDKX) 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.


The current FFDKX Sharpe Ratio is 0.44, which is lower than the FSPGX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of FFDKX 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.


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Dividends

FFDKX vs. FSPGX - Dividend Comparison

FFDKX has not paid dividends to shareholders, while FSPGX's dividend yield for the trailing twelve months is around 0.37%.


TTM20242023202220212020201920182017201620152014
FFDKX
Fidelity Fund Class K
0.00%0.00%0.73%0.74%0.33%0.84%0.91%1.19%1.09%1.16%5.32%12.54%
FSPGX
Fidelity Large Cap Growth Index Fund
0.37%0.37%0.73%0.86%0.54%0.74%0.99%1.14%0.99%0.30%0.00%0.00%

Drawdowns

FFDKX vs. FSPGX - Drawdown Comparison

The maximum FFDKX drawdown since its inception was -52.63%, which is greater than FSPGX's maximum drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for FFDKX and FSPGX. For additional features, visit the drawdowns tool.


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Volatility

FFDKX vs. FSPGX - Volatility Comparison

The current volatility for Fidelity Fund Class K (FFDKX) is 5.93%, while Fidelity Large Cap Growth Index Fund (FSPGX) has a volatility of 6.88%. This indicates that FFDKX experiences smaller price fluctuations and is considered to be less risky than FSPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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