FFIDX vs. CVS
FFIDX (Fidelity Fund) is Large Cap Growth Equities fund managed by Fidelity, while CVS (CVS Health Corporation) is a stock. Over the past 10 years, FFIDX returned 15.11%/yr vs 3.16%/yr for CVS. At a 0.41 correlation, their price movements are largely independent.
Performance
FFIDX vs. CVS - Performance Comparison
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Returns By Period
In the year-to-date period, FFIDX achieves a 1.85% return, which is significantly lower than CVS's 24.42% return. Over the past 10 years, FFIDX has outperformed CVS with an annualized return of 15.11%, while CVS has yielded a comparatively lower 3.16% annualized return.
FFIDX
- 1D
- -1.60%
- 1M
- -1.32%
- YTD
- 1.85%
- 6M
- 2.81%
- 1Y
- 18.96%
- 3Y*
- 20.79%
- 5Y*
- 12.61%
- 10Y*
- 15.11%
CVS
- 1D
- 1.20%
- 1M
- 7.21%
- YTD
- 24.42%
- 6M
- 29.02%
- 1Y
- 58.27%
- 3Y*
- 14.98%
- 5Y*
- 6.17%
- 10Y*
- 3.16%
FFIDX vs. CVS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FFIDX Fidelity Fund | 1.85% | 20.04% | 27.13% | 30.93% | -25.88% | 33.22% | 26.43% | 33.46% | -5.31% | 23.28% |
CVS CVS Health Corporation | 24.42% | 84.35% | -40.77% | -12.53% | -7.63% | 54.87% | -5.14% | 17.26% | -7.04% | -5.75% |
Correlation
The correlation between FFIDX and CVS is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Dec 18, 1984 | 0.41 |
Over the past year, the correlation between FFIDX and CVS has dropped to 0.06 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.
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Return for Risk
FFIDX vs. CVS — Risk / Return Rank
FFIDX
CVS
FFIDX vs. CVS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Fund (FFIDX) and CVS Health Corporation (CVS). 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.
| FFIDX | CVS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.35 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.88 | 3.56 | -1.68 |
| Martin ratioReturn relative to average drawdown | 7.93 | 9.17 | -1.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FFIDX | CVS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | 1.89 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.21 | +0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.11 | +0.67 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.34 | +0.14 |
Drawdowns
FFIDX vs. CVS - Drawdown Comparison
The maximum FFIDX drawdown since its inception was -55.35%, smaller than the maximum CVS drawdown of -64.07%. Use the drawdown chart below to compare losses from any high point for FFIDX and CVS.
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Drawdown Indicators
| FFIDX | CVS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.35% | -64.07% | +8.72% |
Max Drawdown (1Y)Largest decline over 1 year | -10.87% | -16.44% | +5.57% |
Max Drawdown (3Y)Largest decline over 3 years | -22.42% | -43.98% | +21.56% |
Max Drawdown (5Y)Largest decline over 5 years | -30.33% | -56.79% | +26.46% |
Max Drawdown (10Y)Largest decline over 10 years | -30.66% | -56.79% | +26.13% |
Current DrawdownCurrent decline from peak | -2.50% | -1.05% | -1.45% |
Average DrawdownAverage peak-to-trough decline | -11.85% | -19.55% | +7.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 6.37% | -3.79% |
Volatility
FFIDX vs. CVS - Volatility Comparison
The current volatility for Fidelity Fund (FFIDX) is 3.22%, while CVS Health Corporation (CVS) has a volatility of 8.88%. This indicates that FFIDX experiences smaller price fluctuations and is considered to be less risky than CVS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FFIDX | CVS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.22% | 8.88% | -5.66% |
Volatility (6M)Calculated over the trailing 6-month period | 9.30% | 25.90% | -16.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.68% | 31.07% | -18.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.16% | 29.96% | -10.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.42% | 29.30% | -9.88% |
Dividends
FFIDX vs. CVS - Dividend Comparison
FFIDX's dividend yield for the trailing twelve months is around 1.15%, less than CVS's 2.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CVS CVS Health Corporation | 2.74% | 3.35% | 5.93% | 3.06% | 2.36% | 1.94% | 2.93% | 2.69% | 3.05% | 2.76% | 2.15% | 1.43% |
FFIDX Fidelity Fund | 1.15% | 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 CVS have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CVS has higher volatility (8.88%) compared to FFIDX (3.22%). In terms of maximum drawdown, FFIDX dropped -55.35% vs CVS's -64.07%.
CVS currently has the higher Sharpe Ratio (1.89 vs 1.62), 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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