FGLGX vs. SCHG
Compare and contrast key facts about Fidelity Series Large Cap Stock Fund (FGLGX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
FGLGX is managed by Fidelity. It was launched on Dec 6, 2012. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. It was launched on Dec 11, 2009.
Performance
FGLGX vs. SCHG - Performance Comparison
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FGLGX vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FGLGX Fidelity Series Large Cap Stock Fund | -4.68% | 28.57% | 27.45% | 24.80% | -7.23% | 26.53% | 10.01% | 32.37% | -8.95% | 16.64% |
SCHG Schwab U.S. Large-Cap Growth ETF | -10.59% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 36.02% | -1.36% | 28.05% |
Returns By Period
In the year-to-date period, FGLGX achieves a -4.68% return, which is significantly higher than SCHG's -10.59% return. Over the past 10 years, FGLGX has underperformed SCHG with an annualized return of 15.16%, while SCHG has yielded a comparatively higher 16.83% annualized return.
FGLGX
- 1D
- -0.59%
- 1M
- -7.96%
- YTD
- -4.68%
- 6M
- 0.33%
- 1Y
- 25.34%
- 3Y*
- 22.22%
- 5Y*
- 15.33%
- 10Y*
- 15.16%
SCHG
- 1D
- 3.67%
- 1M
- -5.12%
- YTD
- -10.59%
- 6M
- -8.51%
- 1Y
- 16.81%
- 3Y*
- 21.91%
- 5Y*
- 12.55%
- 10Y*
- 16.83%
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FGLGX vs. SCHG - Expense Ratio Comparison
FGLGX has a 0.00% expense ratio, which is lower than SCHG's 0.04% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
FGLGX vs. SCHG — Risk / Return Rank
FGLGX
SCHG
FGLGX vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Large Cap Stock Fund (FGLGX) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.
| FGLGX | SCHG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.42 | 0.75 | +0.67 |
Sortino ratioReturn per unit of downside risk | 2.00 | 1.23 | +0.77 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.17 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.91 | 1.03 | +0.88 |
Martin ratioReturn relative to average drawdown | 8.85 | 3.54 | +5.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FGLGX | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.42 | 0.75 | +0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 0.57 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | 0.79 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.79 | +0.03 |
Correlation
The correlation between FGLGX and SCHG is 0.82, 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.
Dividends
FGLGX vs. SCHG - Dividend Comparison
FGLGX's dividend yield for the trailing twelve months is around 10.32%, more than SCHG's 0.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FGLGX Fidelity Series Large Cap Stock Fund | 10.32% | 9.84% | 7.99% | 5.29% | 6.55% | 9.22% | 5.36% | 7.25% | 12.29% | 4.61% | 1.69% | 5.94% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.43% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
Drawdowns
FGLGX vs. SCHG - Drawdown Comparison
The maximum FGLGX drawdown since its inception was -36.42%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for FGLGX and SCHG.
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Drawdown Indicators
| FGLGX | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.42% | -34.59% | -1.83% |
Max Drawdown (1Y)Largest decline over 1 year | -12.19% | -16.41% | +4.22% |
Max Drawdown (5Y)Largest decline over 5 years | -21.21% | -34.59% | +13.38% |
Max Drawdown (10Y)Largest decline over 10 years | -36.42% | -34.59% | -1.83% |
Current DrawdownCurrent decline from peak | -9.43% | -13.34% | +3.91% |
Average DrawdownAverage peak-to-trough decline | -3.82% | -5.22% | +1.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 4.78% | -2.15% |
Volatility
FGLGX vs. SCHG - Volatility Comparison
The current volatility for Fidelity Series Large Cap Stock Fund (FGLGX) is 4.44%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 6.67%. This indicates that FGLGX experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FGLGX | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.44% | 6.67% | -2.23% |
Volatility (6M)Calculated over the trailing 6-month period | 9.46% | 12.51% | -3.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.22% | 22.43% | -4.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.86% | 22.32% | -5.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.35% | 21.51% | -3.16% |