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FIVFX vs. FSPGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIVFX vs. FSPGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity International Capital Appreciation Fund (FIVFX) and Fidelity Large Cap Growth Index Fund (FSPGX). The values are adjusted to include any dividend payments, if applicable.

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FIVFX vs. FSPGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIVFX
Fidelity International Capital Appreciation Fund
0.00%19.54%8.05%27.58%-26.48%12.14%22.32%33.05%-12.87%35.90%
FSPGX
Fidelity Large Cap Growth Index Fund
-13.03%18.54%33.27%42.77%-29.17%27.57%38.46%36.38%-1.79%27.70%

Returns By Period


FIVFX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

FSPGX

1D
-0.45%
1M
-8.63%
YTD
-13.03%
6M
-12.06%
1Y
14.49%
3Y*
19.68%
5Y*
11.91%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIVFX vs. FSPGX - Expense Ratio Comparison

FIVFX has a 1.00% expense ratio, which is higher than FSPGX's 0.04% expense ratio.


Return for Risk

FIVFX vs. FSPGX — Risk / Return Rank

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

FIVFX

FSPGX
FSPGX Risk / Return Rank: 2828
Overall Rank
FSPGX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
FSPGX Sortino Ratio Rank: 3333
Sortino Ratio Rank
FSPGX Omega Ratio Rank: 3232
Omega Ratio Rank
FSPGX Calmar Ratio Rank: 2525
Calmar Ratio Rank
FSPGX Martin Ratio Rank: 2323
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FIVFX vs. FSPGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Capital Appreciation Fund (FIVFX) and Fidelity Large Cap Growth Index Fund (FSPGX). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

FIVFX vs. FSPGX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FIVFXFSPGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

Correlation

The correlation between FIVFX and FSPGX is 0.76, 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

FIVFX vs. FSPGX - Dividend Comparison

FIVFX's dividend yield for the trailing twelve months is around 10.67%, more than FSPGX's 0.40% yield.


TTM20252024202320222021202020192018201720162015
FIVFX
Fidelity International Capital Appreciation Fund
10.67%10.67%4.19%0.38%0.05%9.08%1.28%3.29%3.00%2.99%0.68%1.57%
FSPGX
Fidelity Large Cap Growth Index Fund
0.40%0.34%0.37%0.73%0.86%2.22%1.76%1.04%1.32%0.22%0.00%0.00%

Drawdowns

FIVFX vs. FSPGX - Drawdown Comparison


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Drawdown Indicators


FIVFXFSPGXDifference

Max Drawdown

Largest peak-to-trough decline

-32.66%

Max Drawdown (1Y)

Largest decline over 1 year

-16.17%

Max Drawdown (5Y)

Largest decline over 5 years

-32.66%

Current Drawdown

Current decline from peak

-16.17%

Average Drawdown

Average peak-to-trough decline

-6.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.63%

Volatility

FIVFX vs. FSPGX - Volatility Comparison


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Volatility by Period


FIVFXFSPGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.33%

Volatility (6M)

Calculated over the trailing 6-month period

11.79%

Volatility (1Y)

Calculated over the trailing 1-year period

22.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.63%