FFIDX vs. SWLSX

In the year-to-date period, FFIDX achieves a -0.11% return, which is significantly lower than SWLSX's 1.17% return. Both investments have delivered pretty close results over the past 10 years, with FFIDX having a 12.89% annualized return and SWLSX not far ahead at 13.28%.

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FFIDX has a 0.45% expense ratio, which is lower than SWLSX's 0.99% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Fidelity Fund (FFIDX) and Schwab Large-Cap Growth Fund™ (SWLSX). 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 FFIDX Sharpe Ratio is 0.42, which is lower than the SWLSX Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of FFIDX and SWLSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FFIDX has not paid dividends to shareholders, while SWLSX's dividend yield for the trailing twelve months is around 0.11%.

The maximum FFIDX drawdown since its inception was -55.29%, which is greater than SWLSX's maximum drawdown of -49.89%. Use the drawdown chart below to compare losses from any high point for FFIDX and SWLSX.

The current volatility for Fidelity Fund (FFIDX) is 4.96%, while Schwab Large-Cap Growth Fund™ (SWLSX) has a volatility of 5.71%. This indicates that FFIDX experiences smaller price fluctuations and is considered to be less risky than SWLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.