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

Correlation

The correlation between FFDKX and FSPGX is 0.97, 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.


-0.50.00.51.01.0

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.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
4.88%
10.33%
FFDKX
FSPGX

Key characteristics

Sharpe Ratio

FFDKX:

1.30

FSPGX:

1.48

Sortino Ratio

FFDKX:

1.77

FSPGX:

1.99

Omega Ratio

FFDKX:

1.24

FSPGX:

1.27

Calmar Ratio

FFDKX:

1.87

FSPGX:

2.01

Martin Ratio

FFDKX:

7.06

FSPGX:

7.57

Ulcer Index

FFDKX:

2.97%

FSPGX:

3.50%

Daily Std Dev

FFDKX:

16.08%

FSPGX:

17.93%

Max Drawdown

FFDKX:

-52.63%

FSPGX:

-32.66%

Current Drawdown

FFDKX:

-4.15%

FSPGX:

-3.16%

Returns By Period

In the year-to-date period, FFDKX achieves a 1.56% return, which is significantly higher than FSPGX's 0.92% return.


FFDKX

YTD

1.56%

1M

-3.70%

6M

4.88%

1Y

17.67%

5Y*

12.92%

10Y*

9.28%

FSPGX

YTD

0.92%

1M

-2.56%

6M

10.33%

1Y

23.03%

5Y*

17.62%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


FFDKX vs. FSPGX - Expense Ratio Comparison

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


FFDKX
Fidelity Fund Class K
Expense ratio chart for FFDKX: current value at 0.38% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.38%
Expense ratio chart for FSPGX: 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

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 7171
Overall Rank
The Sharpe Ratio Rank of FFDKX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of FFDKX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of FFDKX is 6767
Omega Ratio Rank
The Calmar Ratio Rank of FFDKX is 8282
Calmar Ratio Rank
The Martin Ratio Rank of FFDKX is 7676
Martin Ratio Rank

FSPGX
The Risk-Adjusted Performance Rank of FSPGX is 7777
Overall Rank
The Sharpe Ratio Rank of FSPGX is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPGX is 7373
Sortino Ratio Rank
The Omega Ratio Rank of FSPGX is 7474
Omega Ratio Rank
The Calmar Ratio Rank of FSPGX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of FSPGX is 7979
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.


Sharpe ratio
The chart of Sharpe ratio for FFDKX, currently valued at 1.30, compared to the broader market-1.000.001.002.003.004.001.301.48
The chart of Sortino ratio for FFDKX, currently valued at 1.77, compared to the broader market0.002.004.006.008.0010.0012.001.771.99
The chart of Omega ratio for FFDKX, currently valued at 1.24, compared to the broader market1.002.003.004.001.241.27
The chart of Calmar ratio for FFDKX, currently valued at 1.87, compared to the broader market0.005.0010.0015.0020.001.872.01
The chart of Martin ratio for FFDKX, currently valued at 7.06, compared to the broader market0.0020.0040.0060.0080.007.067.57
FFDKX
FSPGX

The current FFDKX Sharpe Ratio is 1.30, which is comparable to the FSPGX Sharpe Ratio of 1.48. 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.


Rolling 12-month Sharpe Ratio1.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.30
1.48
FFDKX
FSPGX

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.15%
-3.16%
FFDKX
FSPGX

Volatility

FFDKX vs. FSPGX - Volatility Comparison

Fidelity Fund Class K (FFDKX) and Fidelity Large Cap Growth Index Fund (FSPGX) have volatilities of 5.34% and 5.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
5.34%
5.27%
FFDKX
FSPGX
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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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