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

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%JuneJulyAugustSeptemberOctoberNovember
12.39%
7.33%
FFLV
VDIGX

Returns By Period


FFLV

YTD

N/A

1M

4.61%

6M

12.38%

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

VDIGX

YTD

12.52%

1M

-0.80%

6M

7.33%

1Y

17.38%

5Y (annualized)

10.90%

10Y (annualized)

10.85%

Key characteristics


FFLVVDIGX
Daily Std Dev13.46%8.76%
Max Drawdown-5.99%-45.23%
Current Drawdown0.00%-2.63%

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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%

Correlation

-0.50.00.51.00.7

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.

Risk-Adjusted Performance

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 0.93%, less than VDIGX's 1.64% yield.


TTM20232022202120202019201820172016201520142013
FFLV
Fidelity Fundamental Large Cap Value ETF
0.93%0.00%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
1.64%1.69%1.67%1.46%1.62%1.72%2.15%1.92%1.92%1.93%1.91%1.80%

Drawdowns

FFLV vs. VDIGX - Drawdown Comparison

The maximum FFLV drawdown since its inception was -5.99%, 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.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-2.63%
FFLV
VDIGX

Volatility

FFLV vs. VDIGX - Volatility Comparison

Fidelity Fundamental Large Cap Value ETF (FFLV) has a higher volatility of 4.27% compared to Vanguard Dividend Growth Fund (VDIGX) at 2.52%. This indicates that FFLV's price experiences larger fluctuations and is considered to be riskier than VDIGX based on this measure. 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
4.27%
2.52%
FFLV
VDIGX