FGLGX vs. VSMPX
FGLGX (Fidelity Series Large Cap Stock Fund) and VSMPX (Vanguard Total Stock Market Index Fund Institutional Plus Shares) are both Large Cap Blend Equities funds. Over the past 10 years, FGLGX returned 16.35%/yr vs 15.05%/yr for VSMPX. Their correlation of 0.92 suggests significant overlap in exposure. FGLGX charges 0.00%/yr vs 0.02%/yr for VSMPX.
Performance
FGLGX vs. VSMPX - Performance Comparison
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Returns By Period
In the year-to-date period, FGLGX achieves a 9.14% return, which is significantly lower than VSMPX's 11.14% return. Over the past 10 years, FGLGX has outperformed VSMPX with an annualized return of 16.35%, while VSMPX has yielded a comparatively lower 15.05% annualized return.
FGLGX
- 1D
- -0.88%
- 1M
- 1.53%
- YTD
- 9.14%
- 6M
- 10.82%
- 1Y
- 30.75%
- 3Y*
- 26.19%
- 5Y*
- 16.63%
- 10Y*
- 16.35%
VSMPX
- 1D
- -0.76%
- 1M
- 4.07%
- YTD
- 11.14%
- 6M
- 10.87%
- 1Y
- 28.12%
- 3Y*
- 22.06%
- 5Y*
- 12.70%
- 10Y*
- 15.05%
FGLGX vs. VSMPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FGLGX Fidelity Series Large Cap Stock Fund | 9.14% | 28.57% | 27.45% | 24.80% | -7.23% | 26.53% | 10.01% | 32.37% | -8.95% | 16.64% |
VSMPX Vanguard Total Stock Market Index Fund Institutional Plus Shares | 11.14% | 17.15% | 23.26% | 26.53% | -19.50% | 25.74% | 21.01% | 30.79% | -5.16% | 21.19% |
Correlation
The correlation between FGLGX and VSMPX is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.92 |
The correlation between FGLGX and VSMPX has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.
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Return for Risk
FGLGX vs. VSMPX — Risk / Return Rank
FGLGX
VSMPX
FGLGX vs. VSMPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Large Cap Stock Fund (FGLGX) and Vanguard Total Stock Market Index Fund Institutional Plus Shares (VSMPX). 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 | VSMPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.42 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.29 | 3.17 | +0.12 |
| Martin ratioReturn relative to average drawdown | 15.06 | 14.62 | +0.44 |
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 | VSMPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.53 | 2.32 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.99 | 0.74 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.89 | 0.82 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.82 | +0.06 |
Drawdowns
FGLGX vs. VSMPX - Drawdown Comparison
The maximum FGLGX drawdown since its inception was -36.42%, roughly equal to the maximum VSMPX drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for FGLGX and VSMPX.
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Drawdown Indicators
| FGLGX | VSMPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.42% | -34.97% | -1.45% |
Max Drawdown (1Y)Largest decline over 1 year | -9.43% | -8.92% | -0.51% |
Max Drawdown (3Y)Largest decline over 3 years | -18.75% | -19.36% | +0.61% |
Max Drawdown (5Y)Largest decline over 5 years | -21.21% | -25.35% | +4.14% |
Max Drawdown (10Y)Largest decline over 10 years | -36.42% | -34.97% | -1.45% |
Current DrawdownCurrent decline from peak | -1.12% | -0.76% | -0.36% |
Average DrawdownAverage peak-to-trough decline | -3.78% | -4.59% | +0.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 1.93% | +0.13% |
Volatility
FGLGX vs. VSMPX - Volatility Comparison
Fidelity Series Large Cap Stock Fund (FGLGX) and Vanguard Total Stock Market Index Fund Institutional Plus Shares (VSMPX) have volatilities of 2.97% and 3.05%, 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.
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Volatility by Period
| FGLGX | VSMPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.97% | 3.05% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 9.36% | 9.20% | +0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.30% | 12.22% | +0.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.90% | 17.36% | -0.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.37% | 18.41% | -0.04% |
FGLGX vs. VSMPX - Expense Ratio Comparison
FGLGX has a 0.00% expense ratio, which is lower than VSMPX's 0.02% 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%.
Dividends
FGLGX vs. VSMPX - Dividend Comparison
FGLGX's dividend yield for the trailing twelve months is around 9.02%, more than VSMPX's 1.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FGLGX Fidelity Series Large Cap Stock Fund | 9.02% | 9.84% | 7.99% | 5.29% | 6.55% | 9.22% | 5.36% | 7.25% | 12.29% | 4.61% | 1.69% | 5.94% |
VSMPX Vanguard Total Stock Market Index Fund Institutional Plus Shares | 1.02% | 1.13% | 1.27% | 1.43% | 1.67% | 1.22% | 1.43% | 1.78% | 2.05% | 1.73% | 1.95% | 0.00% |
Frequently Asked Questions
With a correlation of 0.94, FGLGX and VSMPX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
VSMPX has higher volatility (3.05%) compared to FGLGX (2.97%). In terms of maximum drawdown, FGLGX dropped -36.42% vs VSMPX's -34.97%.
FGLGX currently has the higher Sharpe Ratio (2.53 vs 2.32), 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.
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