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FFLV vs. FFLG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

FFLV vs. FFLG - 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 Growth ETF (FFLG). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
11.81%
12.09%
FFLV
FFLG

Returns By Period


FFLV

YTD

N/A

1M

3.62%

6M

11.81%

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

FFLG

YTD

32.31%

1M

1.37%

6M

12.09%

1Y

40.44%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


FFLVFFLG
Daily Std Dev13.47%19.12%
Max Drawdown-5.99%-44.52%
Current Drawdown-0.03%-1.26%

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FFLV vs. FFLG - Expense Ratio Comparison

Both FFLV and FFLG 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 FFLG: 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

-0.50.00.51.00.4

The correlation between FFLV and FFLG is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

FFLV vs. FFLG - 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 Growth ETF (FFLG). 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
FFLG

Chart placeholderNot enough data

Dividends

FFLV vs. FFLG - Dividend Comparison

FFLV's dividend yield for the trailing twelve months is around 0.93%, more than FFLG's 0.03% yield.


TTM202320222021
FFLV
Fidelity Fundamental Large Cap Value ETF
0.93%0.00%0.00%0.00%
FFLG
Fidelity Fundamental Large Cap Growth ETF
0.03%0.00%1.50%0.55%

Drawdowns

FFLV vs. FFLG - Drawdown Comparison

The maximum FFLV drawdown since its inception was -5.99%, smaller than the maximum FFLG drawdown of -44.52%. Use the drawdown chart below to compare losses from any high point for FFLV and FFLG. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.03%
-1.26%
FFLV
FFLG

Volatility

FFLV vs. FFLG - Volatility Comparison

The current volatility for Fidelity Fundamental Large Cap Value ETF (FFLV) is 4.23%, while Fidelity Fundamental Large Cap Growth ETF (FFLG) has a volatility of 5.80%. This indicates that FFLV experiences smaller price fluctuations and is considered to be less risky than FFLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.23%
5.80%
FFLV
FFLG