PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FFLV vs. FFLC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

FFLV vs. FFLC - Performance Comparison

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

0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
11.81%
12.36%
FFLV
FFLC

Returns By Period


FFLV

YTD

N/A

1M

3.62%

6M

11.81%

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

FFLC

YTD

31.09%

1M

1.03%

6M

12.36%

1Y

37.13%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


FFLVFFLC
Daily Std Dev13.47%13.19%
Max Drawdown-5.99%-15.86%
Current Drawdown-0.03%-1.17%

Compare stocks, funds, or ETFs

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


FFLV vs. FFLC - Expense Ratio Comparison

Both FFLV and FFLC have an expense ratio of 0.38%.


FFLV
Fidelity Fundamental Large Cap Value ETF
Expense ratio chart for FFLV: current value at 0.38% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.38%
Expense ratio chart for FFLC: current value at 0.38% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.38%

Correlation

-0.50.00.51.00.6

The correlation between FFLV and FFLC is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

FFLV vs. FFLC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Fundamental Large Cap Value ETF (FFLV) and Fidelity Fundamental Large Cap Core ETF (FFLC). 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.


Sharpe ratio
No data
FFLV
FFLC

Chart placeholderNot enough data

Dividends

FFLV vs. FFLC - Dividend Comparison

FFLV's dividend yield for the trailing twelve months is around 0.93%, more than FFLC's 0.68% yield.


TTM2023202220212020
FFLV
Fidelity Fundamental Large Cap Value ETF
0.93%0.00%0.00%0.00%0.00%
FFLC
Fidelity Fundamental Large Cap Core ETF
0.68%0.57%1.67%1.68%0.89%

Drawdowns

FFLV vs. FFLC - Drawdown Comparison

The maximum FFLV drawdown since its inception was -5.99%, smaller than the maximum FFLC drawdown of -15.86%. Use the drawdown chart below to compare losses from any high point for FFLV and FFLC. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.03%
-1.17%
FFLV
FFLC

Volatility

FFLV vs. FFLC - Volatility Comparison

Fidelity Fundamental Large Cap Value ETF (FFLV) and Fidelity Fundamental Large Cap Core ETF (FFLC) have volatilities of 4.23% and 4.15%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
4.23%
4.15%
FFLV
FFLC