FGLGX vs. POGRX

Last updated Aug 4, 2026

FGLGX (Fidelity Series Large Cap Stock Fund) and POGRX (PRIMECAP Odyssey Growth Fund) are both Large Cap Blend Equities funds. Both are actively managed. Over the past 10 years, FGLGX returned 16.43%/yr vs 16.51%/yr for POGRX. Their correlation of 0.85 means they have usually moved in the same direction. FGLGX charges 0.00%/yr vs 0.66%/yr for POGRX.

Performance

FGLGX vs. POGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series Large Cap Stock Fund (FGLGX) and PRIMECAP Odyssey Growth Fund (POGRX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FGLGX achieves a 12.21% return, which is significantly lower than POGRX's 22.34% return. Both investments have delivered pretty close results over the past 10 years, with FGLGX having a 16.43% annualized return and POGRX not far ahead at 16.51%.

FGLGX

• 1D: 0.94%
• 1M: 0.94%
• 6M: 8.16%
• YTD: 12.21%
• 1Y: 25.70%
• 3Y*: 24.41%
• 5Y*: 17.52%
• 10Y*: 16.43%
• ALL TIME*: 15.12%

POGRX

• 1D: -0.42%
• 1M: -4.43%
• 6M: 14.83%
• YTD: 22.34%
• 1Y: 51.58%
• 3Y*: 25.42%
• 5Y*: 14.87%
• 10Y*: 16.51%
• ALL TIME*: 12.93%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FGLGX Fidelity Series Large Cap Stock Fund	$0.00	$0.00	$0.00
POGRX PRIMECAP Odyssey Growth Fund	$0.00	$0.00	$0.00

FGLGX vs. POGRX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FGLGX Fidelity Series Large Cap Stock Fund	12.21%	28.57%	27.45%	24.80%	-7.23%	26.53%	10.01%	32.37%	-8.95%	16.64%
POGRX PRIMECAP Odyssey Growth Fund	22.34%	32.99%	13.09%	23.85%	-14.61%	18.81%	17.05%	23.98%	-4.56%	32.07%

Correlation

The correlation between FGLGX and POGRX is 0.75, 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.	0.75
Correlation (3Y) Balances recent behavior with more history.	0.83
Correlation (5Y) Shows whether the relationship held over a longer period.	0.87
Correlation (10Y) Provides a long-term view across more market conditions.	0.85
Correlation (All Time) Calculated using the full available price history since Dec 11, 2012	0.85

The correlation between FGLGX and POGRX shifts across timeframes, from 0.75 (1 year) to 0.87 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

FGLGX vs. POGRX — Risk / Return Rank

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

FGLGX

FGLGX Risk / Return Rank: 76
FGLGX Sharpe Ratio Rank: 76
FGLGX Sortino Ratio Rank: 74
FGLGX Omega Ratio Rank: 71
FGLGX Calmar Ratio Rank: 75
FGLGX Martin Ratio Rank: 86

POGRX

POGRX Risk / Return Rank: 88
POGRX Sharpe Ratio Rank: 91
POGRX Sortino Ratio Rank: 87
POGRX Omega Ratio Rank: 83
POGRX Calmar Ratio Rank: 90
POGRX Martin Ratio Rank: 90

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. POGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Large Cap Stock Fund (FGLGX) and PRIMECAP Odyssey Growth Fund (POGRX). 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.

	FGLGX	POGRX	Difference
Sharpe ratio: Return per unit of total volatility	1.83	2.35	-0.52
Sortino ratio: Return per unit of downside risk	2.56	3.19	-0.62
Omega ratio: Gain probability vs. loss probability	1.32	1.41	-0.09
Calmar ratio: Return relative to maximum drawdown	2.53	3.47	-0.94
Martin ratio: Return relative to average drawdown	11.29	12.54	-1.25

FGLGX vs. POGRX - Sharpe Ratio Comparison

The current FGLGX Sharpe Ratio is 1.83, which is comparable to the POGRX Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of FGLGX and POGRX, 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

FGLGX vs. POGRX - Drawdown Comparison

The maximum FGLGX drawdown since its inception was -36.42%, smaller than the maximum POGRX drawdown of -51.63%. Use the drawdown chart below to compare losses from any high point for FGLGX and POGRX.

Drawdown Indicators

	FGLGX	POGRX	Difference
Max Drawdown Largest peak-to-trough decline	-36.42%	-51.63%	+15.21%
Max Drawdown (1Y) Largest decline over 1 year	-9.43%	-14.40%	+4.97%
Max Drawdown (3Y) Largest decline over 3 years	-18.75%	-22.13%	+3.38%
Max Drawdown (5Y) Largest decline over 5 years	-21.21%	-26.85%	+5.64%
Max Drawdown (10Y) Largest decline over 10 years	-36.42%	-35.29%	-1.13%
Current Drawdown Current decline from peak	-0.10%	-8.61%	+8.51%
Average Drawdown Average peak-to-trough decline	-3.75%	-7.11%	+3.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.11%	3.98%	-1.87%

Volatility

FGLGX vs. POGRX - Volatility Comparison

The current volatility for Fidelity Series Large Cap Stock Fund (FGLGX) is 3.53%, while PRIMECAP Odyssey Growth Fund (POGRX) has a volatility of 7.17%. This indicates that FGLGX experiences smaller price fluctuations and is considered to be less risky than POGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FGLGX	POGRX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.53%	7.17%	-3.64%
Volatility (6M) Calculated over the trailing 6-month period	10.11%	18.17%	-8.06%
Volatility (1Y) Calculated over the trailing 1-year period	13.05%	21.30%	-8.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.87%	20.20%	-3.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.31%	20.66%	-2.35%

FGLGX vs. POGRX - Expense Ratio Comparison

FGLGX has a 0.00% expense ratio, which is lower than POGRX's 0.66% expense ratio.

Dividends

FGLGX vs. POGRX - Dividend Comparison

FGLGX's dividend yield for the trailing twelve months is around 8.77%, less than POGRX's 20.35% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FGLGX Fidelity Series Large Cap Stock Fund	8.77%	9.84%	7.99%	5.29%	6.55%	9.22%	5.36%	7.25%	12.29%	4.61%	1.69%	5.94%
POGRX PRIMECAP Odyssey Growth Fund	20.35%	24.89%	20.79%	13.28%	12.36%	13.68%	12.50%	5.13%	2.45%	1.54%	5.83%	1.29%

Frequently Asked Questions

Can I hold both FGLGX and POGRX in my portfolio?

FGLGX and POGRX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FGLGX or POGRX?

POGRX has higher volatility (7.17%) compared to FGLGX (3.53%). In terms of maximum drawdown, FGLGX dropped -36.42% vs POGRX's -51.63%.

Which has better risk-adjusted returns?

POGRX currently has the higher Sharpe Ratio (2.35 vs 1.83), 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.