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FHOFX vs. FITLX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.9

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.

100.00%120.00%140.00%160.00%180.00%JulyAugustSeptemberOctoberNovemberDecember
163.10%
130.28%
FHOFX
FITLX

Key characteristics

Sharpe Ratio

FHOFX:

2.14

FITLX:

1.83

Sortino Ratio

FHOFX:

2.76

FITLX:

2.46

Omega Ratio

FHOFX:

1.39

FITLX:

1.34

Calmar Ratio

FHOFX:

2.81

FITLX:

2.68

Martin Ratio

FHOFX:

10.94

FITLX:

10.93

Ulcer Index

FHOFX:

3.38%

FITLX:

2.33%

Daily Std Dev

FHOFX:

17.29%

FITLX:

13.95%

Max Drawdown

FHOFX:

-34.13%

FITLX:

-34.35%

Current Drawdown

FHOFX:

-2.68%

FITLX:

-4.45%

Returns By Period

In the year-to-date period, FHOFX achieves a 35.26% return, which is significantly higher than FITLX's 23.39% return.


FHOFX

YTD

35.26%

1M

3.77%

6M

12.23%

1Y

35.45%

5Y*

18.20%

10Y*

N/A

FITLX

YTD

23.39%

1M

-1.69%

6M

6.11%

1Y

24.09%

5Y*

14.67%

10Y*

N/A

Compare stocks, funds, or ETFs

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


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%.


FITLX
Fidelity US Sustainability Index Fund
Expense ratio chart for FITLX: current value at 0.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.11%
Expense ratio chart for FHOFX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

FHOFX vs. FITLX - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for FHOFX, currently valued at 2.14, compared to the broader market-1.000.001.002.003.004.002.141.83
The chart of Sortino ratio for FHOFX, currently valued at 2.76, compared to the broader market-2.000.002.004.006.008.0010.002.762.46
The chart of Omega ratio for FHOFX, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.003.501.391.34
The chart of Calmar ratio for FHOFX, currently valued at 2.81, compared to the broader market0.002.004.006.008.0010.0012.0014.002.812.68
The chart of Martin ratio for FHOFX, currently valued at 10.94, compared to the broader market0.0020.0040.0060.0010.9410.93
FHOFX
FITLX

The current FHOFX Sharpe Ratio is 2.14, which is comparable to the FITLX Sharpe Ratio of 1.83. 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.


Rolling 12-month Sharpe Ratio1.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.14
1.83
FHOFX
FITLX

Dividends

FHOFX vs. FITLX - Dividend Comparison

FHOFX's dividend yield for the trailing twelve months is around 0.60%, while FITLX has not paid dividends to shareholders.


TTM2023202220212020201920182017
FHOFX
Fidelity Series Large Cap Growth Index Fund
0.60%0.83%0.99%0.64%0.83%0.87%0.56%0.00%
FITLX
Fidelity US Sustainability Index Fund
0.00%1.12%1.49%0.81%1.01%1.27%1.37%0.71%

Drawdowns

FHOFX vs. FITLX - Drawdown Comparison

The maximum FHOFX drawdown since its inception was -34.13%, roughly equal to the maximum FITLX drawdown of -34.35%. Use the drawdown chart below to compare losses from any high point for FHOFX and FITLX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.68%
-4.45%
FHOFX
FITLX

Volatility

FHOFX vs. FITLX - Volatility Comparison

Fidelity Series Large Cap Growth Index Fund (FHOFX) has a higher volatility of 5.00% compared to Fidelity US Sustainability Index Fund (FITLX) at 4.44%. 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.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.00%
4.44%
FHOFX
FITLX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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