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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.


-0.50.00.51.0
Correlation: 0.9

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%NovemberDecember2025FebruaryMarchApril
110.91%
96.11%
FHOFX
FITLX

Key characteristics

Sharpe Ratio

FHOFX:

-0.09

FITLX:

-0.26

Sortino Ratio

FHOFX:

0.01

FITLX:

-0.23

Omega Ratio

FHOFX:

1.00

FITLX:

0.97

Calmar Ratio

FHOFX:

-0.09

FITLX:

-0.24

Martin Ratio

FHOFX:

-0.38

FITLX:

-1.11

Ulcer Index

FHOFX:

5.24%

FITLX:

4.05%

Daily Std Dev

FHOFX:

21.14%

FITLX:

17.00%

Max Drawdown

FHOFX:

-34.13%

FITLX:

-34.35%

Current Drawdown

FHOFX:

-21.99%

FITLX:

-18.37%

Returns By Period

In the year-to-date period, FHOFX achieves a -18.70% return, which is significantly lower than FITLX's -14.53% return.


FHOFX

YTD

-18.70%

1M

-15.89%

6M

-12.79%

1Y

-0.65%

5Y*

17.45%

10Y*

N/A

FITLX

YTD

-14.53%

1M

-12.61%

6M

-12.56%

1Y

-3.17%

5Y*

16.62%

10Y*

N/A

*Annualized

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 is 0.11%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FITLX: 0.11%
Expense ratio chart for FHOFX: current value is 0.00%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FHOFX: 0.00%

Risk-Adjusted Performance

FHOFX vs. FITLX — Risk-Adjusted Performance Rank

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

FHOFX
The Risk-Adjusted Performance Rank of FHOFX is 3333
Overall Rank
The Sharpe Ratio Rank of FHOFX is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of FHOFX is 3535
Sortino Ratio Rank
The Omega Ratio Rank of FHOFX is 3535
Omega Ratio Rank
The Calmar Ratio Rank of FHOFX is 3232
Calmar Ratio Rank
The Martin Ratio Rank of FHOFX is 3232
Martin Ratio Rank

FITLX
The Risk-Adjusted Performance Rank of FITLX is 2121
Overall Rank
The Sharpe Ratio Rank of FITLX is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of FITLX is 2323
Sortino Ratio Rank
The Omega Ratio Rank of FITLX is 2424
Omega Ratio Rank
The Calmar Ratio Rank of FITLX is 2020
Calmar Ratio Rank
The Martin Ratio Rank of FITLX is 1616
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 -0.09, compared to the broader market-1.000.001.002.003.00
FHOFX: -0.09
FITLX: -0.26
The chart of Sortino ratio for FHOFX, currently valued at 0.01, compared to the broader market-2.000.002.004.006.008.0010.00
FHOFX: 0.01
FITLX: -0.23
The chart of Omega ratio for FHOFX, currently valued at 1.00, compared to the broader market0.501.001.502.002.503.003.50
FHOFX: 1.00
FITLX: 0.97
The chart of Calmar ratio for FHOFX, currently valued at -0.09, compared to the broader market0.005.0010.0015.00
FHOFX: -0.09
FITLX: -0.24
The chart of Martin ratio for FHOFX, currently valued at -0.38, compared to the broader market0.0020.0040.0060.00
FHOFX: -0.38
FITLX: -1.11

The current FHOFX Sharpe Ratio is -0.09, which is higher than the FITLX Sharpe Ratio of -0.26. 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.09
-0.26
FHOFX
FITLX

Dividends

FHOFX vs. FITLX - Dividend Comparison

FHOFX's dividend yield for the trailing twelve months is around 0.67%, less than FITLX's 1.51% yield.


TTM20242023202220212020201920182017
FHOFX
Fidelity Series Large Cap Growth Index Fund
0.67%0.55%0.83%0.99%0.64%0.83%0.87%0.56%0.00%
FITLX
Fidelity US Sustainability Index Fund
1.51%1.29%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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-21.99%
-18.37%
FHOFX
FITLX

Volatility

FHOFX vs. FITLX - Volatility Comparison

Fidelity Series Large Cap Growth Index Fund (FHOFX) has a higher volatility of 11.00% compared to Fidelity US Sustainability Index Fund (FITLX) at 8.95%. 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%10.00%NovemberDecember2025FebruaryMarchApril
11.00%
8.95%
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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