FFIDX vs. COP
FFIDX (Fidelity Fund) is Large Cap Growth Equities fund managed by Fidelity, while COP (ConocoPhillips Company) is a stock. Over the past 10 years, FFIDX returned 15.27%/yr vs 13.66%/yr for COP. At a 0.39 correlation, their price movements are largely independent.
Performance
FFIDX vs. COP - Performance Comparison
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Returns By Period
In the year-to-date period, FFIDX achieves a 1.42% return, which is significantly lower than COP's 26.87% return. Over the past 10 years, FFIDX has outperformed COP with an annualized return of 15.27%, while COP has yielded a comparatively lower 13.66% annualized return.
FFIDX
- 1D
- 1.17%
- 1M
- -1.74%
- YTD
- 1.42%
- 6M
- 2.47%
- 1Y
- 17.90%
- 3Y*
- 20.25%
- 5Y*
- 12.27%
- 10Y*
- 15.27%
COP
- 1D
- 1.40%
- 1M
- -0.36%
- YTD
- 26.87%
- 6M
- 24.31%
- 1Y
- 27.63%
- 3Y*
- 7.68%
- 5Y*
- 18.49%
- 10Y*
- 13.66%
FFIDX vs. COP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FFIDX Fidelity Fund | 1.42% | 20.04% | 27.13% | 30.93% | -25.88% | 33.22% | 26.43% | 33.46% | -5.31% | 23.28% |
COP ConocoPhillips Company | 26.87% | -2.34% | -12.02% | 1.98% | 71.69% | 86.60% | -36.04% | 6.63% | 15.63% | 11.95% |
Correlation
The correlation between FFIDX and COP is -0.19, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 1981 | 0.39 |
The correlation between FFIDX and COP shifts across timeframes, from -0.19 (1 year) to 0.39 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FFIDX vs. COP — Risk / Return Rank
FFIDX
COP
FFIDX vs. COP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Fund (FFIDX) and ConocoPhillips Company (COP). 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.
| FFIDX | COP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.49 | ||
| Sortino ratioReturn per unit of downside risk | +0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.17 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.68 | 1.86 | -0.18 |
| Martin ratioReturn relative to average drawdown | 7.01 | 4.08 | +2.93 |
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Drawdowns
FFIDX vs. COP - Drawdown Comparison
The maximum FFIDX drawdown since its inception was -55.35%, smaller than the maximum COP drawdown of -84.55%. Use the drawdown chart below to compare losses from any high point for FFIDX and COP.
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Drawdown Indicators
| FFIDX | COP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.35% | -84.55% | +29.20% |
Max Drawdown (1Y)Largest decline over 1 year | -10.87% | -14.90% | +4.03% |
Max Drawdown (3Y)Largest decline over 3 years | -22.42% | -36.19% | +13.77% |
Max Drawdown (5Y)Largest decline over 5 years | -30.33% | -36.19% | +5.86% |
Max Drawdown (10Y)Largest decline over 10 years | -30.66% | -70.66% | +40.00% |
Current DrawdownCurrent decline from peak | -2.92% | -11.92% | +9.00% |
Average DrawdownAverage peak-to-trough decline | -11.85% | -25.49% | +13.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 6.80% | -4.19% |
Volatility
FFIDX vs. COP - Volatility Comparison
The current volatility for Fidelity Fund (FFIDX) is 3.70%, while ConocoPhillips Company (COP) has a volatility of 8.72%. This indicates that FFIDX experiences smaller price fluctuations and is considered to be less risky than COP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FFIDX | COP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.70% | 8.72% | -5.02% |
Volatility (6M)Calculated over the trailing 6-month period | 9.48% | 23.05% | -13.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.77% | 29.33% | -16.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.18% | 32.80% | -13.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.43% | 37.64% | -18.21% |
Dividends
FFIDX vs. COP - Dividend Comparison
FFIDX's dividend yield for the trailing twelve months is around 1.16%, less than COP's 2.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COP ConocoPhillips Company | 2.82% | 3.40% | 3.35% | 3.37% | 4.23% | 2.70% | 4.23% | 2.05% | 1.86% | 1.93% | 1.99% | 6.30% |
FFIDX Fidelity Fund | 1.16% | 1.18% | 0.00% | 2.41% | 0.67% | 4.60% | 2.71% | 5.41% | 7.40% | 11.12% | 7.01% | 5.48% |
Frequently Asked Questions
FFIDX and COP have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COP has higher volatility (8.72%) compared to FFIDX (3.70%). In terms of maximum drawdown, FFIDX dropped -55.35% vs COP's -84.55%.
FFIDX currently has the higher Sharpe Ratio (1.43 vs 0.95), 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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