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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.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
4.40%
-4.49%
FFLV
VDIGX

Key characteristics

Daily Std Dev

FFLV:

13.18%

VDIGX:

13.09%

Max Drawdown

FFLV:

-9.17%

VDIGX:

-46.89%

Current Drawdown

FFLV:

-4.85%

VDIGX:

-10.73%

Returns By Period

The year-to-date returns for both stocks are quite close, with FFLV having a 3.24% return and VDIGX slightly lower at 3.18%.


FFLV

YTD

3.24%

1M

2.79%

6M

4.40%

1Y

N/A

5Y*

N/A

10Y*

N/A

VDIGX

YTD

3.18%

1M

-6.39%

6M

-4.49%

1Y

0.53%

5Y*

5.46%

10Y*

7.13%

*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

VDIGX
The Risk-Adjusted Performance Rank of VDIGX is 88
Overall Rank
The Sharpe Ratio Rank of VDIGX is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of VDIGX is 77
Sortino Ratio Rank
The Omega Ratio Rank of VDIGX is 88
Omega Ratio Rank
The Calmar Ratio Rank of VDIGX is 99
Calmar Ratio Rank
The Martin Ratio Rank of VDIGX is 77
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
No data
FFLV
VDIGX


Chart placeholderNot enough data

Dividends

FFLV vs. VDIGX - Dividend Comparison

FFLV's dividend yield for the trailing twelve months is around 1.42%, less than VDIGX's 1.81% yield.


TTM20242023202220212020201920182017201620152014
FFLV
Fidelity Fundamental Large Cap Value ETF
1.42%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 -46.89%. Use the drawdown chart below to compare losses from any high point for FFLV and VDIGX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-4.85%
-10.73%
FFLV
VDIGX

Volatility

FFLV vs. VDIGX - Volatility Comparison

The current volatility for Fidelity Fundamental Large Cap Value ETF (FFLV) is 3.22%, while Vanguard Dividend Growth Fund (VDIGX) has a volatility of 10.47%. This indicates that FFLV experiences smaller price fluctuations and is considered to be less risky than VDIGX 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%AugustSeptemberOctoberNovemberDecember2025
3.22%
10.47%
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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