PortfoliosLab logoPortfoliosLab logo
FFLC vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFLC vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Fundamental Large Cap Core ETF (FFLC) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FFLC vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FFLC
Fidelity Fundamental Large Cap Core ETF
-3.67%17.67%27.89%25.07%-0.04%24.53%18.76%
VOO
Vanguard S&P 500 ETF
-4.42%17.82%24.98%26.32%-18.17%28.79%21.68%

Returns By Period

In the year-to-date period, FFLC achieves a -3.67% return, which is significantly higher than VOO's -4.42% return.


FFLC

1D
3.48%
1M
-5.49%
YTD
-3.67%
6M
-0.80%
1Y
19.26%
3Y*
19.56%
5Y*
14.40%
10Y*

VOO

1D
2.86%
1M
-5.01%
YTD
-4.42%
6M
-1.84%
1Y
17.67%
3Y*
18.27%
5Y*
11.75%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


FFLC vs. VOO - Expense Ratio Comparison

FFLC has a 0.38% expense ratio, which is higher than VOO's 0.03% expense ratio.


Return for Risk

FFLC vs. VOO — Risk / Return Rank

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

FFLC
FFLC Risk / Return Rank: 6767
Overall Rank
FFLC Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
FFLC Sortino Ratio Rank: 6464
Sortino Ratio Rank
FFLC Omega Ratio Rank: 6767
Omega Ratio Rank
FFLC Calmar Ratio Rank: 6868
Calmar Ratio Rank
FFLC Martin Ratio Rank: 7373
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6565
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6565
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FFLC vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Fundamental Large Cap Core ETF (FFLC) and Vanguard S&P 500 ETF (VOO). 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.


FFLCVOODifference

Sharpe ratio

Return per unit of total volatility

1.04

0.98

+0.06

Sortino ratio

Return per unit of downside risk

1.55

1.50

+0.05

Omega ratio

Gain probability vs. loss probability

1.23

1.23

+0.01

Calmar ratio

Return relative to maximum drawdown

1.65

1.53

+0.12

Martin ratio

Return relative to average drawdown

7.14

7.29

-0.16

FFLC vs. VOO - Sharpe Ratio Comparison

The current FFLC Sharpe Ratio is 1.04, which is comparable to the VOO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of FFLC and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FFLCVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

0.98

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.70

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

0.83

+0.21

Correlation

The correlation between FFLC and VOO is 0.88, 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.


Dividends

FFLC vs. VOO - Dividend Comparison

FFLC's dividend yield for the trailing twelve months is around 1.14%, less than VOO's 1.19% yield.


TTM20252024202320222021202020192018201720162015
FFLC
Fidelity Fundamental Large Cap Core ETF
1.14%1.10%0.82%0.57%1.67%1.68%0.89%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.19%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

FFLC vs. VOO - Drawdown Comparison

The maximum FFLC drawdown since its inception was -19.72%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FFLC and VOO.


Loading graphics...

Drawdown Indicators


FFLCVOODifference

Max Drawdown

Largest peak-to-trough decline

-19.72%

-33.99%

+14.27%

Max Drawdown (1Y)

Largest decline over 1 year

-11.92%

-11.98%

+0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-19.72%

-24.52%

+4.80%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-6.85%

-6.29%

-0.56%

Average Drawdown

Average peak-to-trough decline

-3.05%

-3.72%

+0.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

2.52%

+0.24%

Volatility

FFLC vs. VOO - Volatility Comparison

Fidelity Fundamental Large Cap Core ETF (FFLC) has a higher volatility of 6.13% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that FFLC's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FFLCVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.13%

5.29%

+0.84%

Volatility (6M)

Calculated over the trailing 6-month period

10.24%

9.44%

+0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

18.67%

18.10%

+0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.94%

16.82%

+0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.78%

17.99%

-0.21%