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FHOFX vs. FITLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FHOFX vs. FITLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series Large Cap Growth Index Fund (FHOFX) and Fidelity US Sustainability Index Fund (FITLX). The values are adjusted to include any dividend payments, if applicable.

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FHOFX vs. FITLX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FHOFX
Fidelity Series Large Cap Growth Index Fund
-13.01%18.55%33.37%42.77%-29.13%27.68%38.39%36.38%-15.37%
FITLX
Fidelity US Sustainability Index Fund
-8.73%18.77%23.59%29.04%-20.28%31.55%18.69%31.54%-10.94%

Returns By Period

In the year-to-date period, FHOFX achieves a -13.01% return, which is significantly lower than FITLX's -8.73% return.


FHOFX

1D
-0.42%
1M
-8.63%
YTD
-13.01%
6M
-12.04%
1Y
14.54%
3Y*
19.73%
5Y*
11.97%
10Y*

FITLX

1D
-0.25%
1M
-8.43%
YTD
-8.73%
6M
-5.26%
1Y
16.00%
3Y*
16.94%
5Y*
11.13%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FHOFX vs. FITLX - Expense Ratio Comparison

FHOFX has a 0.00% expense ratio, which is lower than FITLX's 0.11% 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

FHOFX vs. FITLX — Risk / Return Rank

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

FHOFX
FHOFX Risk / Return Rank: 2828
Overall Rank
FHOFX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
FHOFX Sortino Ratio Rank: 3333
Sortino Ratio Rank
FHOFX Omega Ratio Rank: 3131
Omega Ratio Rank
FHOFX Calmar Ratio Rank: 2525
Calmar Ratio Rank
FHOFX Martin Ratio Rank: 2424
Martin Ratio Rank

FITLX
FITLX Risk / Return Rank: 5151
Overall Rank
FITLX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
FITLX Sortino Ratio Rank: 5252
Sortino Ratio Rank
FITLX Omega Ratio Rank: 5252
Omega Ratio Rank
FITLX Calmar Ratio Rank: 5252
Calmar Ratio Rank
FITLX Martin Ratio Rank: 5252
Martin Ratio Rank
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.

FHOFX vs. FITLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Large Cap Growth Index Fund (FHOFX) and Fidelity US Sustainability Index Fund (FITLX). 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.


FHOFXFITLXDifference

Sharpe ratio

Return per unit of total volatility

0.66

0.90

-0.24

Sortino ratio

Return per unit of downside risk

1.11

1.40

-0.29

Omega ratio

Gain probability vs. loss probability

1.16

1.20

-0.05

Calmar ratio

Return relative to maximum drawdown

0.72

1.23

-0.51

Martin ratio

Return relative to average drawdown

2.52

5.04

-2.52

FHOFX vs. FITLX - Sharpe Ratio Comparison

The current FHOFX Sharpe Ratio is 0.66, which is comparable to the FITLX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of FHOFX and FITLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FHOFXFITLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

0.90

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.64

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.71

-0.07

Correlation

The correlation between FHOFX and FITLX is 0.94, 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

FHOFX vs. FITLX - Dividend Comparison

FHOFX's dividend yield for the trailing twelve months is around 1.12%, less than FITLX's 1.22% yield.


TTM202520242023202220212020201920182017
FHOFX
Fidelity Series Large Cap Growth Index Fund
1.12%0.97%0.55%0.83%1.41%3.02%2.91%1.30%0.56%0.00%
FITLX
Fidelity US Sustainability Index Fund
1.22%1.11%1.29%1.12%1.49%0.99%1.01%1.41%1.58%0.76%

Drawdowns

FHOFX vs. FITLX - Drawdown Comparison

The maximum FHOFX drawdown since its inception was -32.62%, smaller than the maximum FITLX drawdown of -34.35%. Use the drawdown chart below to compare losses from any high point for FHOFX and FITLX.


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Drawdown Indicators


FHOFXFITLXDifference

Max Drawdown

Largest peak-to-trough decline

-32.62%

-34.35%

+1.73%

Max Drawdown (1Y)

Largest decline over 1 year

-16.13%

-11.38%

-4.75%

Max Drawdown (5Y)

Largest decline over 5 years

-32.62%

-26.91%

-5.71%

Current Drawdown

Current decline from peak

-16.13%

-11.15%

-4.98%

Average Drawdown

Average peak-to-trough decline

-7.55%

-5.14%

-2.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.62%

2.78%

+1.84%

Volatility

FHOFX vs. FITLX - Volatility Comparison

Fidelity Series Large Cap Growth Index Fund (FHOFX) has a higher volatility of 5.35% compared to Fidelity US Sustainability Index Fund (FITLX) at 4.45%. This indicates that FHOFX's price experiences larger fluctuations and is considered to be riskier than FITLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FHOFXFITLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.35%

4.45%

+0.90%

Volatility (6M)

Calculated over the trailing 6-month period

11.81%

9.61%

+2.20%

Volatility (1Y)

Calculated over the trailing 1-year period

22.33%

18.29%

+4.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.50%

17.50%

+4.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.27%

19.17%

+4.10%