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FHPFX vs. FSPGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FHPFX vs. FSPGX - Performance Comparison

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

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FHPFX vs. FSPGX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FHPFX
Fidelity Series Investment Grade Securitized Fund
0.03%8.76%1.81%5.29%-12.28%-1.06%4.84%6.69%1.41%
FSPGX
Fidelity Large Cap Growth Index Fund
-13.03%18.54%33.27%42.77%-29.17%27.57%38.46%36.38%-15.50%

Returns By Period

In the year-to-date period, FHPFX achieves a 0.03% return, which is significantly higher than FSPGX's -13.03% return.


FHPFX

1D
0.44%
1M
-2.05%
YTD
0.03%
6M
1.61%
1Y
5.36%
3Y*
4.36%
5Y*
0.53%
10Y*

FSPGX

1D
-0.45%
1M
-8.63%
YTD
-13.03%
6M
-12.06%
1Y
14.49%
3Y*
19.68%
5Y*
11.91%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FHPFX vs. FSPGX - Expense Ratio Comparison

FHPFX has a 0.00% expense ratio, which is lower than FSPGX's 0.04% 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

FHPFX vs. FSPGX — Risk / Return Rank

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

FHPFX
FHPFX Risk / Return Rank: 7272
Overall Rank
FHPFX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FHPFX Sortino Ratio Rank: 7373
Sortino Ratio Rank
FHPFX Omega Ratio Rank: 5858
Omega Ratio Rank
FHPFX Calmar Ratio Rank: 8787
Calmar Ratio Rank
FHPFX Martin Ratio Rank: 6868
Martin Ratio Rank

FSPGX
FSPGX Risk / Return Rank: 2828
Overall Rank
FSPGX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
FSPGX Sortino Ratio Rank: 3333
Sortino Ratio Rank
FSPGX Omega Ratio Rank: 3232
Omega Ratio Rank
FSPGX Calmar Ratio Rank: 2525
Calmar Ratio Rank
FSPGX Martin Ratio Rank: 2323
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.

FHPFX vs. FSPGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Investment Grade Securitized Fund (FHPFX) and Fidelity Large Cap Growth Index Fund (FSPGX). 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.


FHPFXFSPGXDifference

Sharpe ratio

Return per unit of total volatility

1.27

0.66

+0.61

Sortino ratio

Return per unit of downside risk

1.82

1.10

+0.71

Omega ratio

Gain probability vs. loss probability

1.23

1.15

+0.07

Calmar ratio

Return relative to maximum drawdown

2.29

0.72

+1.57

Martin ratio

Return relative to average drawdown

6.49

2.51

+3.97

FHPFX vs. FSPGX - Sharpe Ratio Comparison

The current FHPFX Sharpe Ratio is 1.27, which is higher than the FSPGX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of FHPFX and FSPGX, 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


FHPFXFSPGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

0.66

+0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.56

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.78

-0.45

Correlation

The correlation between FHPFX and FSPGX is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FHPFX vs. FSPGX - Dividend Comparison

FHPFX's dividend yield for the trailing twelve months is around 4.10%, more than FSPGX's 0.40% yield.


TTM202520242023202220212020201920182017
FHPFX
Fidelity Series Investment Grade Securitized Fund
4.10%4.41%4.54%3.53%1.70%0.58%3.20%3.81%1.16%0.00%
FSPGX
Fidelity Large Cap Growth Index Fund
0.40%0.34%0.37%0.73%0.86%2.22%1.76%1.04%1.32%0.22%

Drawdowns

FHPFX vs. FSPGX - Drawdown Comparison

The maximum FHPFX drawdown since its inception was -17.93%, smaller than the maximum FSPGX drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for FHPFX and FSPGX.


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Drawdown Indicators


FHPFXFSPGXDifference

Max Drawdown

Largest peak-to-trough decline

-17.93%

-32.66%

+14.73%

Max Drawdown (1Y)

Largest decline over 1 year

-2.87%

-16.17%

+13.30%

Max Drawdown (5Y)

Largest decline over 5 years

-17.79%

-32.66%

+14.87%

Current Drawdown

Current decline from peak

-2.05%

-16.17%

+14.12%

Average Drawdown

Average peak-to-trough decline

-4.60%

-6.43%

+1.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

4.63%

-3.62%

Volatility

FHPFX vs. FSPGX - Volatility Comparison

The current volatility for Fidelity Series Investment Grade Securitized Fund (FHPFX) is 1.57%, while Fidelity Large Cap Growth Index Fund (FSPGX) has a volatility of 5.33%. This indicates that FHPFX experiences smaller price fluctuations and is considered to be less risky than FSPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FHPFXFSPGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.57%

5.33%

-3.76%

Volatility (6M)

Calculated over the trailing 6-month period

2.67%

11.79%

-9.12%

Volatility (1Y)

Calculated over the trailing 1-year period

4.66%

22.32%

-17.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.63%

21.46%

-14.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.68%

21.63%

-15.95%