FITLX vs. VOOG
Compare and contrast key facts about Fidelity US Sustainability Index Fund (FITLX) and Vanguard S&P 500 Growth ETF (VOOG).
FITLX is managed by Fidelity. It was launched on May 9, 2017. VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth Index. It was launched on Apr 5, 2019.
Performance
FITLX vs. VOOG - Performance Comparison
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FITLX vs. VOOG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FITLX Fidelity US Sustainability Index Fund | -5.94% | 18.77% | 23.59% | 29.04% | -20.28% | 31.55% | 18.69% | 31.54% | -3.32% | 13.07% |
VOOG Vanguard S&P 500 Growth ETF | -6.97% | 22.11% | 35.89% | 29.96% | -29.48% | 31.95% | 33.35% | 30.93% | -0.21% | 14.00% |
Returns By Period
In the year-to-date period, FITLX achieves a -5.94% return, which is significantly higher than VOOG's -6.97% return.
FITLX
- 1D
- 3.06%
- 1M
- -5.69%
- YTD
- -5.94%
- 6M
- -2.92%
- 1Y
- 18.96%
- 3Y*
- 18.12%
- 5Y*
- 11.53%
- 10Y*
- —
VOOG
- 1D
- 1.30%
- 1M
- -4.28%
- YTD
- -6.97%
- 6M
- -5.29%
- 1Y
- 23.21%
- 3Y*
- 22.32%
- 5Y*
- 12.46%
- 10Y*
- 15.86%
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FITLX vs. VOOG - Expense Ratio Comparison
FITLX has a 0.11% expense ratio, which is higher than VOOG's 0.07% expense ratio. However, 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
FITLX vs. VOOG — Risk / Return Rank
FITLX
VOOG
FITLX vs. VOOG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity US Sustainability Index Fund (FITLX) and Vanguard S&P 500 Growth ETF (VOOG). 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.
| FITLX | VOOG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 1.05 | +0.01 |
Sortino ratioReturn per unit of downside risk | 1.63 | 1.62 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.23 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.75 | 1.76 | -0.01 |
Martin ratioReturn relative to average drawdown | 7.04 | 6.81 | +0.23 |
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
| FITLX | VOOG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 1.05 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.59 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.77 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.84 | -0.11 |
Correlation
The correlation between FITLX and VOOG is 0.94, 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
FITLX vs. VOOG - Dividend Comparison
FITLX's dividend yield for the trailing twelve months is around 1.18%, more than VOOG's 0.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FITLX Fidelity US Sustainability Index Fund | 1.18% | 1.11% | 1.29% | 1.12% | 1.49% | 0.99% | 1.01% | 1.41% | 1.58% | 0.76% | 0.00% | 0.00% |
VOOG Vanguard S&P 500 Growth ETF | 0.53% | 0.49% | 0.49% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% |
Drawdowns
FITLX vs. VOOG - Drawdown Comparison
The maximum FITLX drawdown since its inception was -34.35%, roughly equal to the maximum VOOG drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for FITLX and VOOG.
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Drawdown Indicators
| FITLX | VOOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.35% | -32.73% | -1.62% |
Max Drawdown (1Y)Largest decline over 1 year | -11.38% | -13.71% | +2.33% |
Max Drawdown (5Y)Largest decline over 5 years | -26.91% | -32.73% | +5.82% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.73% | — |
Current DrawdownCurrent decline from peak | -8.43% | -9.07% | +0.64% |
Average DrawdownAverage peak-to-trough decline | -5.14% | -5.01% | -0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 3.54% | -0.71% |
Volatility
FITLX vs. VOOG - Volatility Comparison
The current volatility for Fidelity US Sustainability Index Fund (FITLX) is 5.61%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 7.28%. This indicates that FITLX experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FITLX | VOOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.61% | 7.28% | -1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 10.07% | 12.68% | -2.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.49% | 22.28% | -3.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.55% | 21.16% | -3.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.19% | 20.65% | -1.46% |