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

Correlation

The correlation between FFLV and VDIGX is 0.73, 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.


-0.50.00.51.00.7

Performance

FFLV vs. VDIGX - Performance Comparison

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

0.00%5.00%10.00%15.00%OctoberNovemberDecember2025February
11.87%
7.30%
FFLV
VDIGX

Key characteristics

Sharpe Ratio

FFLV:

0.89

VDIGX:

0.78

Sortino Ratio

FFLV:

1.33

VDIGX:

1.12

Omega Ratio

FFLV:

1.17

VDIGX:

1.14

Calmar Ratio

FFLV:

1.25

VDIGX:

0.95

Martin Ratio

FFLV:

3.11

VDIGX:

2.65

Ulcer Index

FFLV:

3.67%

VDIGX:

2.73%

Daily Std Dev

FFLV:

12.88%

VDIGX:

9.32%

Max Drawdown

FFLV:

-9.17%

VDIGX:

-45.23%

Current Drawdown

FFLV:

-4.57%

VDIGX:

-2.68%

Returns By Period

In the year-to-date period, FFLV achieves a 3.54% return, which is significantly higher than VDIGX's 3.26% return.


FFLV

YTD

3.54%

1M

0.26%

6M

1.91%

1Y

11.14%

5Y*

N/A

10Y*

N/A

VDIGX

YTD

3.26%

1M

0.67%

6M

-0.34%

1Y

7.22%

5Y*

11.58%

10Y*

10.65%

*Annualized

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. VDIGX - Expense Ratio Comparison

FFLV has a 0.38% expense ratio, which is higher than VDIGX's 0.27% expense ratio.


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 VDIGX: current value at 0.27% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.27%

Risk-Adjusted Performance

FFLV vs. VDIGX — Risk-Adjusted Performance Rank

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

FFLV
The Risk-Adjusted Performance Rank of FFLV is 4444
Overall Rank
The Sharpe Ratio Rank of FFLV is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of FFLV is 4242
Sortino Ratio Rank
The Omega Ratio Rank of FFLV is 4242
Omega Ratio Rank
The Calmar Ratio Rank of FFLV is 5555
Calmar Ratio Rank
The Martin Ratio Rank of FFLV is 4040
Martin Ratio Rank

VDIGX
The Risk-Adjusted Performance Rank of VDIGX is 5050
Overall Rank
The Sharpe Ratio Rank of VDIGX is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of VDIGX is 4646
Sortino Ratio Rank
The Omega Ratio Rank of VDIGX is 4242
Omega Ratio Rank
The Calmar Ratio Rank of VDIGX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of VDIGX is 4646
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FFLV vs. VDIGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Fundamental Large Cap Value ETF (FFLV) and Vanguard Dividend Growth Fund (VDIGX). 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
The chart of Sharpe ratio for FFLV, currently valued at 0.89, compared to the broader market0.002.004.000.890.78
The chart of Sortino ratio for FFLV, currently valued at 1.33, compared to the broader market-2.000.002.004.006.008.0010.0012.001.331.12
The chart of Omega ratio for FFLV, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.14
The chart of Calmar ratio for FFLV, currently valued at 1.25, compared to the broader market0.005.0010.0015.0020.001.250.95
The chart of Martin ratio for FFLV, currently valued at 3.11, compared to the broader market0.0020.0040.0060.0080.00100.003.112.65
FFLV
VDIGX

The current FFLV Sharpe Ratio is 0.89, which is comparable to the VDIGX Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of FFLV and VDIGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.780.800.820.840.860.88
0.89
0.78
FFLV
VDIGX

Dividends

FFLV vs. VDIGX - Dividend Comparison

FFLV's dividend yield for the trailing twelve months is around 1.41%, less than VDIGX's 1.81% yield.


TTM20242023202220212020201920182017201620152014
FFLV
Fidelity Fundamental Large Cap Value ETF
1.41%1.46%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VDIGX
Vanguard Dividend Growth Fund
1.81%1.87%1.69%1.67%1.46%1.62%1.72%2.15%1.92%1.92%1.93%1.91%

Drawdowns

FFLV vs. VDIGX - Drawdown Comparison

The maximum FFLV drawdown since its inception was -9.17%, smaller than the maximum VDIGX drawdown of -45.23%. Use the drawdown chart below to compare losses from any high point for FFLV and VDIGX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2025February
-4.57%
-2.68%
FFLV
VDIGX

Volatility

FFLV vs. VDIGX - Volatility Comparison

Fidelity Fundamental Large Cap Value ETF (FFLV) and Vanguard Dividend Growth Fund (VDIGX) have volatilities of 2.55% and 2.51%, 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%2.50%3.00%3.50%4.00%4.50%OctoberNovemberDecember2025February
2.55%
2.51%
FFLV
VDIGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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