FGIKX vs. SFLNX

Last updated Jun 26, 2026

FGIKX (Fidelity Growth & Income Portfolio Class K) and SFLNX (Schwab Fundamental US Large Company Index Fund) are both Large Cap Value Equities funds. Over the past 10 years, FGIKX returned 14.43%/yr vs 14.46%/yr for SFLNX. With a 0.96 correlation, they move nearly in lockstep. FGIKX charges 0.49%/yr vs 0.25%/yr for SFLNX.

Performance

FGIKX vs. SFLNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Growth & Income Portfolio Class K (FGIKX) and Schwab Fundamental US Large Company Index Fund (SFLNX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FGIKX achieves a 7.41% return, which is significantly lower than SFLNX's 14.22% return. Both investments have delivered pretty close results over the past 10 years, with FGIKX having a 14.43% annualized return and SFLNX not far ahead at 14.46%.

FGIKX

• 1D: 0.33%
• 1M: 0.14%
• YTD: 7.41%
• 6M: 4.24%
• 1Y: 17.72%
• 3Y*: 19.07%
• 5Y*: 12.68%
• 10Y*: 14.43%

SFLNX

• 1D: -0.03%
• 1M: 0.19%
• YTD: 14.22%
• 6M: 13.16%
• 1Y: 29.88%
• 3Y*: 20.32%
• 5Y*: 13.10%
• 10Y*: 14.46%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FGIKX vs. SFLNX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FGIKX Fidelity Growth & Income Portfolio Class K	7.41%	19.16%	19.57%	18.75%	-4.88%	25.95%	8.09%	30.39%	-8.88%	17.03%
SFLNX Schwab Fundamental US Large Company Index Fund	14.22%	17.02%	16.78%	18.16%	-6.89%	31.64%	9.12%	28.91%	-7.43%	17.08%

Correlation

The correlation between FGIKX and SFLNX is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.85
Correlation (3Y) Calculated over the trailing 3-year period	0.90
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (10Y) Calculated over the trailing 10-year period	0.95
Correlation (All Time) Calculated using the full available price history since May 9, 2008	0.96

The correlation between FGIKX and SFLNX shifts across timeframes, from 0.85 (1 year) to 0.96 (all time), reflecting how their relationship changes across market environments.

Return for Risk

FGIKX vs. SFLNX — Risk / Return Rank

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

FGIKX

FGIKX Risk / Return Rank: 45
FGIKX Sharpe Ratio Rank: 44
FGIKX Sortino Ratio Rank: 43
FGIKX Omega Ratio Rank: 43
FGIKX Calmar Ratio Rank: 43
FGIKX Martin Ratio Rank: 50

SFLNX

SFLNX Risk / Return Rank: 92
SFLNX Sharpe Ratio Rank: 93
SFLNX Sortino Ratio Rank: 90
SFLNX Omega Ratio Rank: 86
SFLNX Calmar Ratio Rank: 94
SFLNX Martin Ratio Rank: 95

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FGIKX vs. SFLNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth & Income Portfolio Class K (FGIKX) and Schwab Fundamental US Large Company Index Fund (SFLNX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	FGIKX	SFLNX	Difference
Sharpe ratio: Return per unit of total volatility	1.60	2.78	-1.17
Sortino ratio: Return per unit of downside risk	2.25	3.85	-1.61
Omega ratio: Gain probability vs. loss probability	1.29	1.51	-0.22
Calmar ratio: Return relative to maximum drawdown	2.15	4.82	-2.67
Martin ratio: Return relative to average drawdown	8.84	18.64	-9.80

FGIKX vs. SFLNX - Sharpe Ratio Comparison

The current FGIKX Sharpe Ratio is 1.60, which is lower than the SFLNX Sharpe Ratio of 2.78. The chart below compares the historical Sharpe Ratios of FGIKX and SFLNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FGIKX vs. SFLNX - Drawdown Comparison

The maximum FGIKX drawdown since its inception was -62.07%, which is greater than SFLNX's maximum drawdown of -56.18%. Use the drawdown chart below to compare losses from any high point for FGIKX and SFLNX.

Drawdown Indicators

	FGIKX	SFLNX	Difference
Max Drawdown Largest peak-to-trough decline	-62.07%	-56.18%	-5.89%
Max Drawdown (1Y) Largest decline over 1 year	-8.33%	-6.10%	-2.23%
Max Drawdown (3Y) Largest decline over 3 years	-17.20%	-16.27%	-0.93%
Max Drawdown (5Y) Largest decline over 5 years	-19.20%	-18.98%	-0.22%
Max Drawdown (10Y) Largest decline over 10 years	-35.61%	-37.59%	+1.98%
Current Drawdown Current decline from peak	-1.27%	-1.48%	+0.21%
Average Drawdown Average peak-to-trough decline	-10.62%	-5.99%	-4.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.02%	1.58%	+0.44%

Volatility

FGIKX vs. SFLNX - Volatility Comparison

Fidelity Growth & Income Portfolio Class K (FGIKX) and Schwab Fundamental US Large Company Index Fund (SFLNX) have volatilities of 3.39% and 3.33%, 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.

Volatility by Period

	FGIKX	SFLNX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.39%	3.33%	+0.06%
Volatility (6M) Calculated over the trailing 6-month period	8.64%	7.81%	+0.83%
Volatility (1Y) Calculated over the trailing 1-year period	11.21%	10.62%	+0.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.57%	15.25%	+0.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.43%	18.38%	-0.95%

FGIKX vs. SFLNX - Expense Ratio Comparison

FGIKX has a 0.49% expense ratio, which is higher than SFLNX's 0.25% expense ratio.

Dividends

FGIKX vs. SFLNX - Dividend Comparison

FGIKX's dividend yield for the trailing twelve months is around 7.22%, more than SFLNX's 1.47% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FGIKX Fidelity Growth & Income Portfolio Class K	7.22%	7.74%	4.66%	4.03%	3.52%	6.11%	3.71%	2.94%	3.51%	1.63%	1.92%	2.23%
SFLNX Schwab Fundamental US Large Company Index Fund	1.47%	1.68%	1.78%	1.86%	2.09%	4.78%	6.17%	5.33%	9.69%	3.28%	7.23%	5.68%

Frequently Asked Questions

Can I hold both FGIKX and SFLNX in my portfolio?

FGIKX and SFLNX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FGIKX or SFLNX?

FGIKX has higher volatility (3.39%) compared to SFLNX (3.33%). In terms of maximum drawdown, FGIKX dropped -62.07% vs SFLNX's -56.18%.

Which has better risk-adjusted returns?

SFLNX currently has the higher Sharpe Ratio (2.78 vs 1.60), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.