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FFLG vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFLG vs. VOO - Performance Comparison

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

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FFLG vs. VOO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FFLG
Fidelity Fundamental Large Cap Growth ETF
-7.11%19.61%32.29%49.71%-37.86%1.72%
VOO
Vanguard S&P 500 ETF
-4.42%17.82%24.98%26.32%-18.17%24.68%

Returns By Period

In the year-to-date period, FFLG achieves a -7.11% return, which is significantly lower than VOO's -4.42% return.


FFLG

1D
4.82%
1M
-5.34%
YTD
-7.11%
6M
-5.65%
1Y
25.80%
3Y*
23.70%
5Y*
7.97%
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)

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FFLG vs. VOO - Expense Ratio Comparison

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


Return for Risk

FFLG vs. VOO — Risk / Return Rank

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

FFLG
FFLG Risk / Return Rank: 6666
Overall Rank
FFLG Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FFLG Sortino Ratio Rank: 6464
Sortino Ratio Rank
FFLG Omega Ratio Rank: 6363
Omega Ratio Rank
FFLG Calmar Ratio Rank: 7373
Calmar Ratio Rank
FFLG Martin Ratio Rank: 6868
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.

FFLG vs. VOO - Risk-Adjusted Trends Comparison

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


FFLGVOODifference

Sharpe ratio

Return per unit of total volatility

1.03

0.98

+0.05

Sortino ratio

Return per unit of downside risk

1.58

1.50

+0.08

Omega ratio

Gain probability vs. loss probability

1.22

1.23

0.00

Calmar ratio

Return relative to maximum drawdown

1.81

1.53

+0.27

Martin ratio

Return relative to average drawdown

6.42

7.29

-0.87

FFLG vs. VOO - Sharpe Ratio Comparison

The current FFLG Sharpe Ratio is 1.03, which is comparable to the VOO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of FFLG 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.


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Sharpe Ratios by Period


FFLGVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

0.98

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.70

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.83

-0.57

Correlation

The correlation between FFLG and VOO is 0.89, 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. VOO - Dividend Comparison

FFLG's dividend yield for the trailing twelve months is around 0.16%, less than VOO's 1.19% yield.


TTM20252024202320222021202020192018201720162015
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%
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

FFLG vs. VOO - Drawdown Comparison

The maximum FFLG drawdown since its inception was -44.52%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FFLG and VOO.


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Drawdown Indicators


FFLGVOODifference

Max Drawdown

Largest peak-to-trough decline

-44.52%

-33.99%

-10.53%

Max Drawdown (1Y)

Largest decline over 1 year

-14.23%

-11.98%

-2.25%

Max Drawdown (5Y)

Largest decline over 5 years

-44.52%

-24.52%

-20.00%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-10.09%

-6.29%

-3.80%

Average Drawdown

Average peak-to-trough decline

-14.71%

-3.72%

-10.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.00%

2.52%

+1.48%

Volatility

FFLG vs. VOO - Volatility Comparison

Fidelity Fundamental Large Cap Growth ETF (FFLG) has a higher volatility of 8.50% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that FFLG'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.


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Volatility by Period


FFLGVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.50%

5.29%

+3.21%

Volatility (6M)

Calculated over the trailing 6-month period

14.83%

9.44%

+5.39%

Volatility (1Y)

Calculated over the trailing 1-year period

25.16%

18.10%

+7.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.40%

16.82%

+8.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.59%

17.99%

+7.60%