FFLG vs. CCOR

Last updated Aug 4, 2026

FFLG (Fidelity Fundamental Large Cap Growth ETF) and CCOR (Core Alternative ETF) are both Large Cap Growth Equities funds. Both are actively managed. Over the past 5 years, FFLG returned 9.43%/yr vs -1.48%/yr for CCOR. Their -0.03 correlation means they have often moved in opposite directions in the past. FFLG charges 0.38%/yr vs 1.09%/yr for CCOR.

Performance

FFLG vs. CCOR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Fundamental Large Cap Growth ETF (FFLG) and Core Alternative ETF (CCOR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FFLG achieves a 9.18% return, which is significantly higher than CCOR's 1.03% return.

FFLG

• 1D: 2.41%
• 1M: -1.57%
• 6M: 8.17%
• YTD: 9.18%
• 1Y: 20.68%
• 3Y*: 23.88%
• 5Y*: 9.43%
• 10Y*: —
• ALL TIME*: 9.48%

CCOR

• 1D: 0.60%
• 1M: 1.13%
• 6M: -2.83%
• YTD: 1.03%
• 1Y: -0.49%
• 3Y*: -1.09%
• 5Y*: -1.48%
• 10Y*: —
• ALL TIME*: 1.77%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
CCOR Core Alternative ETF	$60.78K	$57.90K	$78.59K
FFLG Fidelity Fundamental Large Cap Growth ETF	$3.52M	$6.28M	$4.13M

FFLG vs. CCOR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
FFLG Fidelity Fundamental Large Cap Growth ETF	9.18%	19.61%	32.29%	49.71%	-37.86%	2.32%
CCOR Core Alternative ETF	1.03%	3.52%	-5.70%	-11.92%	2.51%	12.03%

Correlation

The correlation between FFLG and CCOR is -0.30, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.30
Correlation (3Y) Balances recent behavior with more history.	-0.28
Correlation (5Y) Shows whether the relationship held over a longer period.	-0.04
Correlation (All Time) Calculated using the full available price history since Feb 4, 2021	-0.03

Over the past year, the inverse relationship between FFLG and CCOR has strengthened: their correlation has moved from -0.03 to -0.30, meaning they now move in opposite directions more often than their long-term average.

FFLG vs. CCOR - Sectors Allocation Comparison

Sectors	FFLG	CCOR
Technology	49.2%	15.7%
Communication Services	16.1%	7.8%
Healthcare	7.4%	12.2%
Industrials	7.2%	9.4%
Consumer Cyclical	6.9%	9.1%
Financial Services	3.6%	18.6%
Utilities	1.7%	6.3%
Basic Materials	1.2%	4.9%
Real Estate	0.9%	2.8%
Consumer Defensive	0.6%	6.9%
Energy	0.3%	6.4%

Return for Risk

FFLG vs. CCOR — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FFLG

FFLG Risk / Return Rank: 39
FFLG Sharpe Ratio Rank: 39
FFLG Sortino Ratio Rank: 37
FFLG Omega Ratio Rank: 36
FFLG Calmar Ratio Rank: 40
FFLG Martin Ratio Rank: 42

CCOR

CCOR Risk / Return Rank: 10
CCOR Sharpe Ratio Rank: 10
CCOR Sortino Ratio Rank: 9
CCOR Omega Ratio Rank: 9
CCOR Calmar Ratio Rank: 10
CCOR Martin Ratio Rank: 10

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FFLG vs. CCOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Fundamental Large Cap Growth ETF (FFLG) and Core Alternative ETF (CCOR). 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.

	FFLG	CCOR	Difference
Sharpe ratio: Return per unit of total volatility	0.97	-0.06	+1.03
Sortino ratio: Return per unit of downside risk	1.43	-0.03	+1.45
Omega ratio: Gain probability vs. loss probability	1.18	1.00	+0.18
Calmar ratio: Return relative to maximum drawdown	1.46	-0.06	+1.52
Martin ratio: Return relative to average drawdown	4.69	-0.12	+4.81

FFLG vs. CCOR - Sharpe Ratio Comparison

The current FFLG Sharpe Ratio is 0.97, which is higher than the CCOR Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of FFLG and CCOR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FFLG vs. CCOR - Drawdown Comparison

The maximum FFLG drawdown since its inception was -44.52%, which is greater than CCOR's maximum drawdown of -22.99%. Use the drawdown chart below to compare losses from any high point for FFLG and CCOR.

Drawdown Indicators

	FFLG	CCOR	Difference
Max Drawdown Largest peak-to-trough decline	-44.52%	-22.99%	-21.53%
Max Drawdown (1Y) Largest decline over 1 year	-14.23%	-8.79%	-5.44%
Max Drawdown (3Y) Largest decline over 3 years	-26.72%	-12.31%	-14.41%
Max Drawdown (5Y) Largest decline over 5 years	-44.52%	-22.99%	-21.53%
Current Drawdown Current decline from peak	-7.12%	-16.09%	+8.97%
Average Drawdown Average peak-to-trough decline	-14.01%	-7.47%	-6.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.41%	4.19%	+0.22%

Volatility

FFLG vs. CCOR - Volatility Comparison

Fidelity Fundamental Large Cap Growth ETF (FFLG) has a higher volatility of 7.78% compared to Core Alternative ETF (CCOR) at 3.00%. This indicates that FFLG's price experiences larger fluctuations and is considered to be riskier than CCOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FFLG	CCOR	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.78%	3.00%	+4.78%
Volatility (6M) Calculated over the trailing 6-month period	17.63%	6.47%	+11.16%
Volatility (1Y) Calculated over the trailing 1-year period	21.35%	8.24%	+13.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.80%	11.19%	+14.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.52%	10.78%	+14.74%

FFLG vs. CCOR - Expense Ratio Comparison

FFLG has a 0.38% expense ratio, which is lower than CCOR's 1.09% expense ratio.

Dividends

FFLG vs. CCOR - Dividend Comparison

FFLG's dividend yield for the trailing twelve months is around 0.13%, less than CCOR's 0.99% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
CCOR Core Alternative ETF	0.99%	1.07%	1.18%	1.21%	1.11%	1.02%	1.50%	0.73%	1.53%	0.89%
FFLG Fidelity Fundamental Large Cap Growth ETF	0.13%	0.14%	0.09%	0.00%	1.50%	0.55%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both FFLG and CCOR in my portfolio?

FFLG and CCOR have a correlation of -0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FFLG or CCOR?

FFLG has higher volatility (7.78%) compared to CCOR (3.00%). In terms of maximum drawdown, FFLG dropped -44.52% vs CCOR's -22.99%.

Which ETF is better, FFLG or CCOR?

On 5-year performance, FFLG leads with 9.43% vs -1.48% for CCOR. On fees, FFLG is cheaper at 0.38% per year. On volatility, CCOR has been the lower-risk option at 3.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FFLG or CCOR?

Over the 5-year period, FFLG has performed better with a 9.43% return vs -1.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FFLG or CCOR?

FFLG is cheaper with a 0.38% expense ratio, compared with 1.09% for CCOR.

Which ETF pays a higher dividend yield, FFLG or CCOR?

CCOR has the higher dividend yield at 0.99%, compared with 0.13% for FFLG.

What is the main difference between FFLG and CCOR?

They also come from different issuers: Fidelity and Core Alternative. Their fees differ too: 0.38% for FFLG and 1.09% for CCOR.

Which has better risk-adjusted returns?

FFLG currently has the higher Sharpe Ratio (0.97 vs -0.06), 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.