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FIOOX vs. SCHV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIOOX and SCHV is 0.89, 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

FIOOX vs. SCHV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series Large Cap Value Index Fund (FIOOX) and Schwab U.S. Large-Cap Value ETF (SCHV). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
113.92%
262.18%
FIOOX
SCHV

Key characteristics

Sharpe Ratio

FIOOX:

0.30

SCHV:

0.59

Sortino Ratio

FIOOX:

0.53

SCHV:

0.91

Omega Ratio

FIOOX:

1.08

SCHV:

1.13

Calmar Ratio

FIOOX:

0.29

SCHV:

0.61

Martin Ratio

FIOOX:

1.07

SCHV:

2.38

Ulcer Index

FIOOX:

4.60%

SCHV:

3.89%

Daily Std Dev

FIOOX:

16.28%

SCHV:

15.83%

Max Drawdown

FIOOX:

-39.14%

SCHV:

-37.08%

Current Drawdown

FIOOX:

-9.81%

SCHV:

-8.07%

Returns By Period

In the year-to-date period, FIOOX achieves a -2.10% return, which is significantly lower than SCHV's -1.48% return. Over the past 10 years, FIOOX has underperformed SCHV with an annualized return of 5.76%, while SCHV has yielded a comparatively higher 11.40% annualized return.


FIOOX

YTD

-2.10%

1M

-4.38%

6M

-4.80%

1Y

5.17%

5Y*

10.88%

10Y*

5.76%

SCHV

YTD

-1.48%

1M

-4.13%

6M

-3.25%

1Y

9.68%

5Y*

15.25%

10Y*

11.40%

*Annualized

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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%.


Expense ratio chart for SCHV: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHV: 0.04%
Expense ratio chart for FIOOX: 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%
FIOOX: 0.00%

Risk-Adjusted Performance

FIOOX vs. SCHV — Risk-Adjusted Performance Rank

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

FIOOX
The Risk-Adjusted Performance Rank of FIOOX is 4343
Overall Rank
The Sharpe Ratio Rank of FIOOX is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of FIOOX is 4343
Sortino Ratio Rank
The Omega Ratio Rank of FIOOX is 4242
Omega Ratio Rank
The Calmar Ratio Rank of FIOOX is 4747
Calmar Ratio Rank
The Martin Ratio Rank of FIOOX is 4343
Martin Ratio Rank

SCHV
The Risk-Adjusted Performance Rank of SCHV is 6666
Overall Rank
The Sharpe Ratio Rank of SCHV is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHV is 6363
Sortino Ratio Rank
The Omega Ratio Rank of SCHV is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SCHV is 7070
Calmar Ratio Rank
The Martin Ratio Rank of SCHV is 6666
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.

FIOOX vs. SCHV - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for FIOOX, currently valued at 0.30, compared to the broader market-1.000.001.002.003.00
FIOOX: 0.30
SCHV: 0.59
The chart of Sortino ratio for FIOOX, currently valued at 0.53, compared to the broader market-2.000.002.004.006.008.00
FIOOX: 0.53
SCHV: 0.91
The chart of Omega ratio for FIOOX, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.00
FIOOX: 1.08
SCHV: 1.13
The chart of Calmar ratio for FIOOX, currently valued at 0.29, compared to the broader market0.002.004.006.008.0010.00
FIOOX: 0.29
SCHV: 0.61
The chart of Martin ratio for FIOOX, currently valued at 1.07, compared to the broader market0.0010.0020.0030.0040.0050.00
FIOOX: 1.07
SCHV: 2.38

The current FIOOX Sharpe Ratio is 0.30, which is lower than the SCHV Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of FIOOX and SCHV, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.30
0.59
FIOOX
SCHV

Dividends

FIOOX vs. SCHV - Dividend Comparison

FIOOX's dividend yield for the trailing twelve months is around 2.16%, less than SCHV's 2.34% yield.


TTM20242023202220212020201920182017201620152014
FIOOX
Fidelity Series Large Cap Value Index Fund
2.16%2.10%2.24%2.38%1.95%2.18%2.54%2.99%2.36%1.63%3.16%5.87%
SCHV
Schwab U.S. Large-Cap Value ETF
2.34%2.25%2.42%2.38%1.93%3.03%3.02%3.05%2.37%3.96%2.69%2.38%

Drawdowns

FIOOX vs. SCHV - Drawdown Comparison

The maximum FIOOX drawdown since its inception was -39.14%, which is greater than SCHV's maximum drawdown of -37.08%. Use the drawdown chart below to compare losses from any high point for FIOOX and SCHV. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.81%
-8.07%
FIOOX
SCHV

Volatility

FIOOX vs. SCHV - Volatility Comparison

Fidelity Series Large Cap Value Index Fund (FIOOX) and Schwab U.S. Large-Cap Value ETF (SCHV) have volatilities of 11.88% and 11.67%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.88%
11.67%
FIOOX
SCHV