FIOOX vs. SCHV
Compare and contrast key facts about Fidelity Series Large Cap Value Index Fund (FIOOX) and Schwab U.S. Large-Cap Value ETF (SCHV).
FIOOX is managed by Fidelity. It was launched on Nov 7, 2013. SCHV is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Value Total Stock Market Index. It was launched on Dec 11, 2009.
Performance
FIOOX vs. SCHV - Performance Comparison
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FIOOX vs. SCHV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FIOOX Fidelity Series Large Cap Value Index Fund | 2.08% | 15.95% | 14.34% | 11.60% | -7.56% | 25.23% | 2.85% | 26.57% | -8.28% | 11.06% |
SCHV Schwab U.S. Large-Cap Value ETF | 3.89% | 16.02% | 14.13% | 8.93% | -7.65% | 25.58% | 2.64% | 25.92% | -7.30% | 16.56% |
Returns By Period
In the year-to-date period, FIOOX achieves a 2.08% return, which is significantly lower than SCHV's 3.89% return. Both investments have delivered pretty close results over the past 10 years, with FIOOX having a 10.29% annualized return and SCHV not far ahead at 10.62%.
FIOOX
- 1D
- 2.09%
- 1M
- -4.71%
- YTD
- 2.08%
- 6M
- 5.91%
- 1Y
- 15.98%
- 3Y*
- 14.34%
- 5Y*
- 9.25%
- 10Y*
- 10.29%
SCHV
- 1D
- 0.39%
- 1M
- -4.32%
- YTD
- 3.89%
- 6M
- 6.05%
- 1Y
- 17.64%
- 3Y*
- 14.46%
- 5Y*
- 9.37%
- 10Y*
- 10.62%
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FIOOX vs. SCHV - Expense Ratio Comparison
FIOOX has a 0.00% expense ratio, which is lower than SCHV'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
FIOOX vs. SCHV — Risk / Return Rank
FIOOX
SCHV
FIOOX vs. SCHV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Large Cap Value Index Fund (FIOOX) and Schwab U.S. Large-Cap Value ETF (SCHV). 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.
| FIOOX | SCHV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 1.15 | -0.14 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.64 | -0.16 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.25 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 1.48 | -0.04 |
Martin ratioReturn relative to average drawdown | 6.78 | 6.91 | -0.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FIOOX | SCHV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 1.15 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.65 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.63 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.68 | -0.13 |
Correlation
The correlation between FIOOX and SCHV is 0.98, 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
FIOOX vs. SCHV - Dividend Comparison
FIOOX's dividend yield for the trailing twelve months is around 3.46%, more than SCHV's 1.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIOOX Fidelity Series Large Cap Value Index Fund | 3.46% | 3.66% | 3.30% | 4.31% | 4.39% | 6.12% | 2.59% | 6.82% | 4.99% | 1.74% | 2.48% | 6.77% |
SCHV Schwab U.S. Large-Cap Value ETF | 1.96% | 2.02% | 2.25% | 2.42% | 2.37% | 1.93% | 3.03% | 3.02% | 3.05% | 2.37% | 2.65% | 2.69% |
Drawdowns
FIOOX vs. SCHV - Drawdown Comparison
The maximum FIOOX drawdown since its inception was -38.31%, roughly equal to the maximum SCHV drawdown of -37.08%. Use the drawdown chart below to compare losses from any high point for FIOOX and SCHV.
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Drawdown Indicators
| FIOOX | SCHV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.31% | -37.08% | -1.23% |
Max Drawdown (1Y)Largest decline over 1 year | -11.84% | -11.93% | +0.09% |
Max Drawdown (5Y)Largest decline over 5 years | -19.02% | -19.78% | +0.76% |
Max Drawdown (10Y)Largest decline over 10 years | -38.31% | -37.08% | -1.23% |
Current DrawdownCurrent decline from peak | -4.86% | -4.58% | -0.28% |
Average DrawdownAverage peak-to-trough decline | -4.10% | -3.86% | -0.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 2.55% | -0.04% |
Volatility
FIOOX vs. SCHV - Volatility Comparison
Fidelity Series Large Cap Value Index Fund (FIOOX) has a higher volatility of 4.40% compared to Schwab U.S. Large-Cap Value ETF (SCHV) at 4.13%. This indicates that FIOOX's price experiences larger fluctuations and is considered to be riskier than SCHV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FIOOX | SCHV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 4.13% | +0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 8.32% | 8.08% | +0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.78% | 15.42% | +0.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.87% | 14.48% | +0.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.38% | 16.91% | +0.47% |