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

Correlation

The correlation between FIOOX and SFLNX 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. SFLNX - 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 Fundamental US Large Company Index Fund (SFLNX). The values are adjusted to include any dividend payments, if applicable.

100.00%120.00%140.00%160.00%180.00%NovemberDecember2025FebruaryMarchApril
113.92%
147.76%
FIOOX
SFLNX

Key characteristics

Sharpe Ratio

FIOOX:

0.30

SFLNX:

0.35

Sortino Ratio

FIOOX:

0.53

SFLNX:

0.61

Omega Ratio

FIOOX:

1.08

SFLNX:

1.09

Calmar Ratio

FIOOX:

0.29

SFLNX:

0.37

Martin Ratio

FIOOX:

1.07

SFLNX:

1.53

Ulcer Index

FIOOX:

4.60%

SFLNX:

3.89%

Daily Std Dev

FIOOX:

16.28%

SFLNX:

16.87%

Max Drawdown

FIOOX:

-39.14%

SFLNX:

-60.04%

Current Drawdown

FIOOX:

-9.81%

SFLNX:

-9.10%

Returns By Period

In the year-to-date period, FIOOX achieves a -2.10% return, which is significantly higher than SFLNX's -3.95% return. Over the past 10 years, FIOOX has underperformed SFLNX with an annualized return of 5.85%, while SFLNX has yielded a comparatively higher 7.95% annualized return.


FIOOX

YTD

-2.10%

1M

-3.10%

6M

-4.80%

1Y

5.17%

5Y*

10.75%

10Y*

5.85%

SFLNX

YTD

-3.95%

1M

-3.25%

6M

-4.15%

1Y

6.25%

5Y*

15.08%

10Y*

7.95%

*Annualized

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FIOOX vs. SFLNX - Expense Ratio Comparison

FIOOX has a 0.00% expense ratio, which is lower than SFLNX's 0.25% 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 SFLNX: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SFLNX: 0.25%
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. SFLNX — 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 4141
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

SFLNX
The Risk-Adjusted Performance Rank of SFLNX is 4949
Overall Rank
The Sharpe Ratio Rank of SFLNX is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of SFLNX is 4646
Sortino Ratio Rank
The Omega Ratio Rank of SFLNX is 4848
Omega Ratio Rank
The Calmar Ratio Rank of SFLNX is 5252
Calmar Ratio Rank
The Martin Ratio Rank of SFLNX is 5151
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. SFLNX - 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 Fundamental US Large Company Index Fund (SFLNX). 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
SFLNX: 0.35
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
SFLNX: 0.61
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
SFLNX: 1.09
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
SFLNX: 0.37
The chart of Martin ratio for FIOOX, currently valued at 1.07, compared to the broader market0.0010.0020.0030.0040.00
FIOOX: 1.07
SFLNX: 1.53

The current FIOOX Sharpe Ratio is 0.30, which is comparable to the SFLNX Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of FIOOX and SFLNX, 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
0.30
0.35
FIOOX
SFLNX

Dividends

FIOOX vs. SFLNX - Dividend Comparison

FIOOX's dividend yield for the trailing twelve months is around 2.16%, more than SFLNX's 1.86% 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%
SFLNX
Schwab Fundamental US Large Company Index Fund
1.86%1.78%1.86%2.09%1.74%2.43%2.39%2.86%2.10%2.25%2.42%1.73%

Drawdowns

FIOOX vs. SFLNX - Drawdown Comparison

The maximum FIOOX drawdown since its inception was -39.14%, smaller than the maximum SFLNX drawdown of -60.04%. Use the drawdown chart below to compare losses from any high point for FIOOX and SFLNX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.81%
-9.10%
FIOOX
SFLNX

Volatility

FIOOX vs. SFLNX - Volatility Comparison

The current volatility for Fidelity Series Large Cap Value Index Fund (FIOOX) is 11.88%, while Schwab Fundamental US Large Company Index Fund (SFLNX) has a volatility of 12.54%. This indicates that FIOOX experiences smaller price fluctuations and is considered to be less risky than SFLNX 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%12.00%NovemberDecember2025FebruaryMarchApril
11.88%
12.54%
FIOOX
SFLNX