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

Key characteristics


FIOOXVOO
YTD Return19.44%26.59%
1Y Return32.49%38.23%
3Y Return (Ann)7.57%9.99%
5Y Return (Ann)10.44%15.91%
10Y Return (Ann)9.37%13.40%
Sharpe Ratio2.913.11
Sortino Ratio4.114.14
Omega Ratio1.531.58
Calmar Ratio3.514.54
Martin Ratio18.6320.72
Ulcer Index1.72%1.85%
Daily Std Dev11.03%12.33%
Max Drawdown-38.31%-33.99%
Current Drawdown-0.28%0.00%

Correlation

-0.50.00.51.00.9

The correlation between FIOOX and VOO is 0.90, 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.

Performance

FIOOX vs. VOO - Performance Comparison

In the year-to-date period, FIOOX achieves a 19.44% return, which is significantly lower than VOO's 26.59% return. Over the past 10 years, FIOOX has underperformed VOO with an annualized return of 9.37%, while VOO has yielded a comparatively higher 13.40% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
11.22%
15.27%
FIOOX
VOO

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. VOO - Expense Ratio Comparison

FIOOX has a 0.00% expense ratio, which is lower than VOO's 0.03% 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%.


VOO
Vanguard S&P 500 ETF
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
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%

Risk-Adjusted Performance

FIOOX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Large Cap Value Index Fund (FIOOX) and Vanguard S&P 500 ETF (VOO). 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
Sharpe ratio
The chart of Sharpe ratio for FIOOX, currently valued at 2.91, compared to the broader market0.002.004.002.91
Sortino ratio
The chart of Sortino ratio for FIOOX, currently valued at 4.11, compared to the broader market0.005.0010.004.11
Omega ratio
The chart of Omega ratio for FIOOX, currently valued at 1.53, compared to the broader market1.002.003.004.001.53
Calmar ratio
The chart of Calmar ratio for FIOOX, currently valued at 3.51, compared to the broader market0.005.0010.0015.0020.0025.003.51
Martin ratio
The chart of Martin ratio for FIOOX, currently valued at 18.63, compared to the broader market0.0020.0040.0060.0080.00100.0018.63
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 3.11, compared to the broader market0.002.004.003.11
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 4.14, compared to the broader market0.005.0010.004.14
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.58, compared to the broader market1.002.003.004.001.58
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 4.54, compared to the broader market0.005.0010.0015.0020.0025.004.54
Martin ratio
The chart of Martin ratio for VOO, currently valued at 20.72, compared to the broader market0.0020.0040.0060.0080.00100.0020.72

FIOOX vs. VOO - Sharpe Ratio Comparison

The current FIOOX Sharpe Ratio is 2.91, which is comparable to the VOO Sharpe Ratio of 3.11. The chart below compares the historical Sharpe Ratios of FIOOX and VOO, 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.91
3.11
FIOOX
VOO

Dividends

FIOOX vs. VOO - Dividend Comparison

FIOOX's dividend yield for the trailing twelve months is around 1.89%, more than VOO's 1.24% yield.


TTM20232022202120202019201820172016201520142013
FIOOX
Fidelity Series Large Cap Value Index Fund
1.89%2.24%2.38%1.95%2.18%2.54%2.99%2.36%1.63%3.16%5.87%0.34%
VOO
Vanguard S&P 500 ETF
1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

FIOOX vs. VOO - Drawdown Comparison

The maximum FIOOX drawdown since its inception was -38.31%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FIOOX and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.28%
0
FIOOX
VOO

Volatility

FIOOX vs. VOO - Volatility Comparison

Fidelity Series Large Cap Value Index Fund (FIOOX) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.82% and 3.95%, 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%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.82%
3.95%
FIOOX
VOO