FFLG vs. ITOT
Compare and contrast key facts about Fidelity Fundamental Large Cap Growth ETF (FFLG) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).
FFLG and ITOT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FFLG is an actively managed fund by Fidelity. It was launched on Feb 2, 2021. ITOT is a passively managed fund by iShares that tracks the performance of the S&P Composite 1500 Index. It was launched on Jan 20, 2004.
Performance
FFLG vs. ITOT - Performance Comparison
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FFLG vs. ITOT - 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% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | -3.31% | 17.00% | 23.80% | 26.12% | -19.47% | 20.55% |
Returns By Period
In the year-to-date period, FFLG achieves a -5.74% return, which is significantly lower than ITOT's -3.31% return.
FFLG
- 1D
- 1.47%
- 1M
- -4.23%
- YTD
- -5.74%
- 6M
- -4.38%
- 1Y
- 26.46%
- 3Y*
- 24.30%
- 5Y*
- 8.29%
- 10Y*
- —
ITOT
- 1D
- 0.72%
- 1M
- -4.34%
- YTD
- -3.31%
- 6M
- -1.32%
- 1Y
- 18.51%
- 3Y*
- 18.11%
- 5Y*
- 10.62%
- 10Y*
- 13.65%
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FFLG vs. ITOT - Expense Ratio Comparison
FFLG has a 0.38% expense ratio, which is higher than ITOT's 0.03% expense ratio.
Return for Risk
FFLG vs. ITOT — Risk / Return Rank
FFLG
ITOT
FFLG vs. ITOT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Fundamental Large Cap Growth ETF (FFLG) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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 | ITOT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 1.00 | +0.06 |
Sortino ratioReturn per unit of downside risk | 1.61 | 1.52 | +0.09 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.23 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.94 | 1.53 | +0.41 |
Martin ratioReturn relative to average drawdown | 6.85 | 7.25 | -0.39 |
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 | ITOT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 1.00 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.61 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.75 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.54 | -0.27 |
Correlation
The correlation between FFLG and ITOT is 0.90, 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. ITOT - Dividend Comparison
FFLG's dividend yield for the trailing twelve months is around 0.16%, less than ITOT's 1.12% 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% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.12% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
Drawdowns
FFLG vs. ITOT - Drawdown Comparison
The maximum FFLG drawdown since its inception was -44.52%, smaller than the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for FFLG and ITOT.
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Drawdown Indicators
| FFLG | ITOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.52% | -55.20% | +10.68% |
Max Drawdown (1Y)Largest decline over 1 year | -14.23% | -12.34% | -1.89% |
Max Drawdown (5Y)Largest decline over 5 years | -44.52% | -25.36% | -19.16% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.00% | — |
Current DrawdownCurrent decline from peak | -8.77% | -5.51% | -3.26% |
Average DrawdownAverage peak-to-trough decline | -14.70% | -7.02% | -7.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.04% | 2.61% | +1.43% |
Volatility
FFLG vs. ITOT - Volatility Comparison
Fidelity Fundamental Large Cap Growth ETF (FFLG) has a higher volatility of 8.55% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 5.49%. This indicates that FFLG's price experiences larger fluctuations and is considered to be riskier than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FFLG | ITOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.55% | 5.49% | +3.06% |
Volatility (6M)Calculated over the trailing 6-month period | 14.90% | 9.78% | +5.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.19% | 18.68% | +6.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.39% | 17.36% | +8.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.59% | 18.25% | +7.34% |