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

Correlation

The correlation between FHOFX and TSM is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

FHOFX vs. TSM - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%NovemberDecember2025FebruaryMarchApril
136.24%
333.47%
FHOFX
TSM

Key characteristics

Sharpe Ratio

FHOFX:

0.53

TSM:

0.55

Sortino Ratio

FHOFX:

0.90

TSM:

1.05

Omega Ratio

FHOFX:

1.13

TSM:

1.13

Calmar Ratio

FHOFX:

0.57

TSM:

0.69

Martin Ratio

FHOFX:

2.01

TSM:

1.98

Ulcer Index

FHOFX:

6.60%

TSM:

12.87%

Daily Std Dev

FHOFX:

25.17%

TSM:

46.33%

Max Drawdown

FHOFX:

-34.13%

TSM:

-84.63%

Current Drawdown

FHOFX:

-12.62%

TSM:

-26.21%

Returns By Period

In the year-to-date period, FHOFX achieves a -8.94% return, which is significantly higher than TSM's -16.08% return.


FHOFX

YTD

-8.94%

1M

-1.41%

6M

-4.40%

1Y

11.98%

5Y*

16.29%

10Y*

N/A

TSM

YTD

-16.08%

1M

-0.09%

6M

-18.27%

1Y

21.05%

5Y*

28.07%

10Y*

24.35%

*Annualized

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Risk-Adjusted Performance

FHOFX vs. TSM — 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 6262
Overall Rank
The Sharpe Ratio Rank of FHOFX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of FHOFX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of FHOFX is 6262
Omega Ratio Rank
The Calmar Ratio Rank of FHOFX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of FHOFX is 5959
Martin Ratio Rank

TSM
The Risk-Adjusted Performance Rank of TSM is 7272
Overall Rank
The Sharpe Ratio Rank of TSM is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of TSM is 6868
Sortino Ratio Rank
The Omega Ratio Rank of TSM is 6565
Omega Ratio Rank
The Calmar Ratio Rank of TSM is 7979
Calmar Ratio Rank
The Martin Ratio Rank of TSM is 7373
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. TSM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Large Cap Growth Index Fund (FHOFX) and Taiwan Semiconductor Manufacturing Company Limited (TSM). 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.


The chart of Sharpe ratio for FHOFX, currently valued at 0.53, compared to the broader market-1.000.001.002.003.00
FHOFX: 0.53
TSM: 0.55
The chart of Sortino ratio for FHOFX, currently valued at 0.90, compared to the broader market-2.000.002.004.006.008.00
FHOFX: 0.90
TSM: 1.05
The chart of Omega ratio for FHOFX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.00
FHOFX: 1.13
TSM: 1.13
The chart of Calmar ratio for FHOFX, currently valued at 0.57, compared to the broader market0.002.004.006.008.0010.00
FHOFX: 0.57
TSM: 0.69
The chart of Martin ratio for FHOFX, currently valued at 2.01, compared to the broader market0.0010.0020.0030.0040.0050.00
FHOFX: 2.01
TSM: 1.98

The current FHOFX Sharpe Ratio is 0.53, which is comparable to the TSM Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of FHOFX and TSM, 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
0.53
0.55
FHOFX
TSM

Dividends

FHOFX vs. TSM - Dividend Comparison

FHOFX's dividend yield for the trailing twelve months is around 0.60%, less than TSM's 1.50% yield.


TTM20242023202220212020201920182017201620152014
FHOFX
Fidelity Series Large Cap Growth Index Fund
0.60%0.55%0.83%1.41%3.02%2.91%1.30%0.56%0.00%0.00%0.00%0.00%
TSM
Taiwan Semiconductor Manufacturing Company Limited
1.50%1.18%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%

Drawdowns

FHOFX vs. TSM - Drawdown Comparison

The maximum FHOFX drawdown since its inception was -34.13%, smaller than the maximum TSM drawdown of -84.63%. Use the drawdown chart below to compare losses from any high point for FHOFX and TSM. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.62%
-26.21%
FHOFX
TSM

Volatility

FHOFX vs. TSM - Volatility Comparison

The current volatility for Fidelity Series Large Cap Growth Index Fund (FHOFX) is 16.82%, while Taiwan Semiconductor Manufacturing Company Limited (TSM) has a volatility of 19.77%. This indicates that FHOFX experiences smaller price fluctuations and is considered to be less risky than TSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
16.82%
19.77%
FHOFX
TSM