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

Performance

FIOOX vs. SWLVX - 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 Index Fund (SWLVX). The values are adjusted to include any dividend payments, if applicable.

65.00%70.00%75.00%80.00%85.00%JuneJulyAugustSeptemberOctoberNovember
83.41%
82.33%
FIOOX
SWLVX

Returns By Period

The year-to-date returns for both investments are quite close, with FIOOX having a 18.62% return and SWLVX slightly higher at 18.64%.


FIOOX

YTD

18.62%

1M

-0.29%

6M

8.94%

1Y

27.62%

5Y (annualized)

10.28%

10Y (annualized)

9.23%

SWLVX

YTD

18.64%

1M

-0.18%

6M

8.89%

1Y

28.17%

5Y (annualized)

10.12%

10Y (annualized)

N/A

Key characteristics


FIOOXSWLVX
Sharpe Ratio2.582.47
Sortino Ratio3.623.46
Omega Ratio1.471.45
Calmar Ratio4.634.53
Martin Ratio16.1215.90
Ulcer Index1.73%1.75%
Daily Std Dev10.82%11.27%
Max Drawdown-38.31%-38.34%
Current Drawdown-1.75%-1.71%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FIOOX vs. SWLVX - Expense Ratio Comparison

FIOOX has a 0.00% expense ratio, which is lower than SWLVX'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%.


SWLVX
Schwab U.S. Large-Cap Value Index Fund
Expense ratio chart for SWLVX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for FIOOX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Correlation

-0.50.00.51.01.0

The correlation between FIOOX and SWLVX is 0.99, 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.

Risk-Adjusted Performance

FIOOX vs. SWLVX - 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 Index Fund (SWLVX). 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.


Sharpe ratio
The chart of Sharpe ratio for FIOOX, currently valued at 2.58, compared to the broader market0.002.004.002.582.47
The chart of Sortino ratio for FIOOX, currently valued at 3.62, compared to the broader market0.005.0010.003.623.46
The chart of Omega ratio for FIOOX, currently valued at 1.47, compared to the broader market1.002.003.004.001.471.45
The chart of Calmar ratio for FIOOX, currently valued at 4.63, compared to the broader market0.005.0010.0015.0020.0025.004.634.53
The chart of Martin ratio for FIOOX, currently valued at 16.12, compared to the broader market0.0020.0040.0060.0080.00100.0016.1215.90
FIOOX
SWLVX

The current FIOOX Sharpe Ratio is 2.58, which is comparable to the SWLVX Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of FIOOX and SWLVX, 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.58
2.47
FIOOX
SWLVX

Dividends

FIOOX vs. SWLVX - Dividend Comparison

FIOOX's dividend yield for the trailing twelve months is around 1.90%, less than SWLVX's 1.93% yield.


TTM20232022202120202019201820172016201520142013
FIOOX
Fidelity Series Large Cap Value Index Fund
1.90%2.24%2.38%1.95%2.18%2.54%2.99%2.36%1.63%3.16%5.87%0.34%
SWLVX
Schwab U.S. Large-Cap Value Index Fund
1.93%2.29%2.16%1.73%2.00%2.42%1.71%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FIOOX vs. SWLVX - Drawdown Comparison

The maximum FIOOX drawdown since its inception was -38.31%, roughly equal to the maximum SWLVX drawdown of -38.34%. Use the drawdown chart below to compare losses from any high point for FIOOX and SWLVX. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.75%
-1.71%
FIOOX
SWLVX

Volatility

FIOOX vs. SWLVX - Volatility Comparison

Fidelity Series Large Cap Value Index Fund (FIOOX) and Schwab U.S. Large-Cap Value Index Fund (SWLVX) have volatilities of 3.74% and 3.70%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%JuneJulyAugustSeptemberOctoberNovember
3.74%
3.70%
FIOOX
SWLVX