PortfoliosLab logoPortfoliosLab logo
FGLGX vs. FCTDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FGLGX vs. FCTDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series Large Cap Stock Fund (FGLGX) and Strategic Advisers Fidelity U.S. Total Stock Fund (FCTDX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FGLGX achieves a 11.16% return, which is significantly lower than FCTDX's 12.81% return.


FGLGX

1D
1.85%
1M
0.00%
6M
7.61%
YTD
11.16%
1Y
24.53%
3Y*
23.85%
5Y*
17.30%
10Y*
16.28%
ALL TIME*
15.04%

FCTDX

1D
1.57%
1M
-0.66%
6M
9.69%
YTD
12.81%
1Y
22.60%
3Y*
19.08%
5Y*
12.15%
10Y*
ALL TIME*
14.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

FGLGX vs. FCTDX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FGLGX
Fidelity Series Large Cap Stock Fund
11.16%28.57%27.45%24.80%-7.23%26.53%10.01%32.37%-5.84%
FCTDX
Strategic Advisers Fidelity U.S. Total Stock Fund
12.81%15.63%23.13%26.72%-17.93%25.40%22.20%29.99%-5.32%

Correlation

The correlation between FGLGX and FCTDX is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.79

Correlation (3Y)
Balances recent behavior with more history.

0.84

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.89

Correlation (All Time)
Calculated using the full available price history since Apr 2, 2018

0.90

The correlation between FGLGX and FCTDX shifts across timeframes, from 0.79 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FGLGX vs. FCTDX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FGLGX
FGLGX Risk / Return Rank: 7676
Overall Rank
FGLGX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FGLGX Sortino Ratio Rank: 7373
Sortino Ratio Rank
FGLGX Omega Ratio Rank: 7171
Omega Ratio Rank
FGLGX Calmar Ratio Rank: 7575
Calmar Ratio Rank
FGLGX Martin Ratio Rank: 8585
Martin Ratio Rank

FCTDX
FCTDX Risk / Return Rank: 8484
Overall Rank
FCTDX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FCTDX Sortino Ratio Rank: 8080
Sortino Ratio Rank
FCTDX Omega Ratio Rank: 7878
Omega Ratio Rank
FCTDX Calmar Ratio Rank: 8686
Calmar Ratio Rank
FCTDX Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FGLGX vs. FCTDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Large Cap Stock Fund (FGLGX) and Strategic Advisers Fidelity U.S. Total Stock Fund (FCTDX). 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.


FGLGXFCTDXDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.31

Omega ratioGain probability vs. loss probability

1.30

1.34

-0.04

Calmar ratioReturn relative to maximum drawdown

2.37

2.92

-0.56

Martin ratioReturn relative to average drawdown

10.54

13.57

-3.03

FGLGX vs. FCTDX - Sharpe Ratio Comparison

The current FGLGX Sharpe Ratio is 1.71, which is comparable to the FCTDX Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of FGLGX and FCTDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

FGLGX vs. FCTDX - Drawdown Comparison

The maximum FGLGX drawdown since its inception was -36.42%, which is greater than FCTDX's maximum drawdown of -34.51%. Use the drawdown chart below to compare losses from any high point for FGLGX and FCTDX.


Loading charts...

Drawdown Indicators


FGLGXFCTDXDifference

Max Drawdown

Largest peak-to-trough decline

-36.42%

-34.51%

-1.91%

Max Drawdown (1Y)

Largest decline over 1 year

-9.43%

-8.96%

-0.47%

Max Drawdown (3Y)

Largest decline over 3 years

-18.75%

-19.08%

+0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-21.21%

-24.92%

+3.71%

Max Drawdown (10Y)

Largest decline over 10 years

-36.42%

Current Drawdown

Current decline from peak

-1.03%

-1.43%

+0.40%

Average Drawdown

Average peak-to-trough decline

-3.75%

-5.11%

+1.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

1.86%

+0.26%

Volatility

FGLGX vs. FCTDX - Volatility Comparison

Fidelity Series Large Cap Stock Fund (FGLGX) has a higher volatility of 3.41% compared to Strategic Advisers Fidelity U.S. Total Stock Fund (FCTDX) at 3.20%. This indicates that FGLGX's price experiences larger fluctuations and is considered to be riskier than FCTDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FGLGXFCTDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.41%

3.20%

+0.21%

Volatility (6M)

Calculated over the trailing 6-month period

10.07%

10.77%

-0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

13.02%

13.65%

-0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.87%

17.59%

-0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.31%

19.58%

-1.27%

FGLGX vs. FCTDX - Expense Ratio Comparison

FGLGX has a 0.00% expense ratio, which is lower than FCTDX's 0.61% expense ratio.


Dividends

FGLGX vs. FCTDX - Dividend Comparison

FGLGX's dividend yield for the trailing twelve months is around 8.85%, more than FCTDX's 5.64% yield.


PositionTTM20252024202320222021202020192018201720162015
FCTDX
Strategic Advisers Fidelity U.S. Total Stock Fund
5.64%1.90%4.33%2.26%5.75%7.90%2.73%2.89%2.38%0.00%0.00%0.00%
FGLGX
Fidelity Series Large Cap Stock Fund
8.85%9.84%7.99%5.29%6.55%9.22%5.36%7.25%12.29%4.61%1.69%5.94%

Frequently Asked Questions


FGLGX and FCTDX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FGLGX has higher volatility (3.41%) compared to FCTDX (3.20%). In terms of maximum drawdown, FGLGX dropped -36.42% vs FCTDX's -34.51%.

FCTDX currently has the higher Sharpe Ratio (1.92 vs 1.71), 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.

Portfolio Optimizer

Find the right allocation for FGLGX and FCTDX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer