FFLG vs. FNCMX
Compare and contrast key facts about Fidelity Fundamental Large Cap Growth ETF (FFLG) and Fidelity NASDAQ Composite Index Fund (FNCMX).
FFLG is an actively managed fund by Fidelity. It was launched on Feb 2, 2021. FNCMX is managed by Fidelity.
Performance
FFLG vs. FNCMX - Performance Comparison
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FFLG vs. FNCMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FFLG Fidelity Fundamental Large Cap Growth ETF | -5.74% | 19.61% | 32.29% | 49.71% | -37.86% | 1.72% |
FNCMX Fidelity NASDAQ Composite Index Fund | -6.99% | 21.11% | 29.48% | 45.13% | -32.40% | 14.33% |
Returns By Period
In the year-to-date period, FFLG achieves a -5.74% return, which is significantly higher than FNCMX's -6.99% return.
FFLG
- 1D
- 1.47%
- 1M
- -4.23%
- YTD
- -5.74%
- 6M
- -4.38%
- 1Y
- 26.46%
- 3Y*
- 24.30%
- 5Y*
- 8.29%
- 10Y*
- —
FNCMX
- 1D
- 3.83%
- 1M
- -5.04%
- YTD
- -6.99%
- 6M
- -4.89%
- 1Y
- 24.46%
- 3Y*
- 21.83%
- 5Y*
- 10.80%
- 10Y*
- 16.86%
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FFLG vs. FNCMX - Expense Ratio Comparison
FFLG has a 0.38% expense ratio, which is higher than FNCMX's 0.29% expense ratio.
Return for Risk
FFLG vs. FNCMX — Risk / Return Rank
FFLG
FNCMX
FFLG vs. FNCMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Fundamental Large Cap Growth ETF (FFLG) and Fidelity NASDAQ Composite Index Fund (FNCMX). 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.
| FFLG | FNCMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 1.10 | -0.05 |
Sortino ratioReturn per unit of downside risk | 1.61 | 1.70 | -0.09 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.24 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.94 | 1.92 | +0.03 |
Martin ratioReturn relative to average drawdown | 6.85 | 7.03 | -0.18 |
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
| FFLG | FNCMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 1.10 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.48 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.77 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.53 | -0.26 |
Correlation
The correlation between FFLG and FNCMX is 0.96, 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
FFLG vs. FNCMX - Dividend Comparison
FFLG's dividend yield for the trailing twelve months is around 0.16%, less than FNCMX's 0.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FFLG Fidelity Fundamental Large Cap Growth ETF | 0.16% | 0.14% | 0.09% | 0.00% | 1.50% | 0.55% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FNCMX Fidelity NASDAQ Composite Index Fund | 0.55% | 0.51% | 0.61% | 0.67% | 0.88% | 0.47% | 0.67% | 4.41% | 1.93% | 0.03% | 1.01% | 1.50% |
Drawdowns
FFLG vs. FNCMX - Drawdown Comparison
The maximum FFLG drawdown since its inception was -44.52%, smaller than the maximum FNCMX drawdown of -55.08%. Use the drawdown chart below to compare losses from any high point for FFLG and FNCMX.
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Drawdown Indicators
| FFLG | FNCMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.52% | -55.08% | +10.56% |
Max Drawdown (1Y)Largest decline over 1 year | -14.23% | -13.25% | -0.98% |
Max Drawdown (5Y)Largest decline over 5 years | -44.52% | -35.64% | -8.88% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.64% | — |
Current DrawdownCurrent decline from peak | -8.77% | -9.68% | +0.91% |
Average DrawdownAverage peak-to-trough decline | -14.70% | -7.91% | -6.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.04% | 3.61% | +0.43% |
Volatility
FFLG vs. FNCMX - Volatility Comparison
Fidelity Fundamental Large Cap Growth ETF (FFLG) has a higher volatility of 8.55% compared to Fidelity NASDAQ Composite Index Fund (FNCMX) at 6.98%. This indicates that FFLG's price experiences larger fluctuations and is considered to be riskier than FNCMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FFLG | FNCMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.55% | 6.98% | +1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 14.90% | 13.04% | +1.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.19% | 23.31% | +1.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.39% | 22.47% | +2.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.59% | 22.01% | +3.58% |