FJTDX vs. FSPGX

Last updated Apr 2, 2026

Compare and contrast key facts about Fidelity Flex Conservative Income Bond Fund (FJTDX) and Fidelity Large Cap Growth Index Fund (FSPGX).

FJTDX is managed by Fidelity. It was launched on May 31, 2018. FSPGX is managed by Fidelity.

Performance

FJTDX vs. FSPGX - Performance Comparison

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

FJTDX vs. FSPGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
FJTDX Fidelity Flex Conservative Income Bond Fund	0.55%	4.75%	5.69%	5.48%	1.00%	0.16%	1.57%	3.20%	0.50%
FSPGX Fidelity Large Cap Growth Index Fund	-9.77%	18.54%	33.27%	42.77%	-29.17%	27.57%	38.46%	36.38%	-15.50%

Returns By Period

In the year-to-date period, FJTDX achieves a 0.55% return, which is significantly higher than FSPGX's -9.77% return.

FJTDX

• 1D: 0.00%
• 1M: -0.10%
• YTD: 0.55%
• 6M: 1.62%
• 1Y: 4.10%
• 3Y*: 5.05%
• 5Y*: 3.49%
• 10Y*: —

FSPGX

• 1D: 3.75%
• 1M: -5.52%
• YTD: -9.77%
• 6M: -9.26%
• 1Y: 17.78%
• 3Y*: 21.16%
• 5Y*: 12.38%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FJTDX vs. FSPGX - Expense Ratio Comparison

FJTDX has a 0.00% expense ratio, which is lower than FSPGX'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%.

FSPGX

Fidelity Large Cap Growth Index Fund

FJTDX

Fidelity Flex Conservative Income Bond Fund

Return for Risk

FJTDX vs. FSPGX — Risk / Return Rank

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

FJTDX

FJTDX Risk / Return Rank: 99
FJTDX Sharpe Ratio Rank: 98
FJTDX Sortino Ratio Rank: 100
FJTDX Omega Ratio Rank: 100
FJTDX Calmar Ratio Rank: 100
FJTDX Martin Ratio Rank: 100

FSPGX

FSPGX Risk / Return Rank: 41
FSPGX Sharpe Ratio Rank: 37
FSPGX Sortino Ratio Rank: 44
FSPGX Omega Ratio Rank: 41
FSPGX Calmar Ratio Rank: 46
FSPGX Martin Ratio Rank: 37

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.

FJTDX vs. FSPGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Flex Conservative Income Bond Fund (FJTDX) 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.

	FJTDX	FSPGX	Difference
Sharpe ratio Return per unit of total volatility	3.21	0.84	+2.37
Sortino ratio Return per unit of downside risk	11.70	1.36	+10.34
Omega ratio Gain probability vs. loss probability	4.96	1.19	+3.77
Calmar ratio Return relative to maximum drawdown	15.13	1.17	+13.97
Martin ratio Return relative to average drawdown	67.60	4.02	+63.59
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FJTDX vs. FSPGX - Sharpe Ratio Comparison

The current FJTDX Sharpe Ratio is 3.21, which is higher than the FSPGX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of FJTDX and FSPGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FJTDX	FSPGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.21	0.84	+2.37
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	2.49	0.58	+1.91
Sharpe Ratio (All Time) Calculated using the full available price history	2.37	0.80	+1.57

Correlation

The correlation between FJTDX and FSPGX is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

FJTDX vs. FSPGX - Dividend Comparison

FJTDX's dividend yield for the trailing twelve months is around 4.11%, more than FSPGX's 0.38% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
FJTDX Fidelity Flex Conservative Income Bond Fund	4.11%	4.63%	5.42%	4.70%	1.39%	0.36%	1.45%	2.65%	1.17%	0.00%
FSPGX Fidelity Large Cap Growth Index Fund	0.38%	0.34%	0.37%	0.73%	0.86%	2.22%	1.76%	1.04%	1.32%	0.22%

Drawdowns

FJTDX vs. FSPGX - Drawdown Comparison

The maximum FJTDX drawdown since its inception was -1.90%, smaller than the maximum FSPGX drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for FJTDX and FSPGX.

Drawdown Indicators

	FJTDX	FSPGX	Difference
Max Drawdown Largest peak-to-trough decline	-1.90%	-32.66%	+30.76%
Max Drawdown (1Y) Largest decline over 1 year	-0.30%	-16.17%	+15.87%
Max Drawdown (5Y) Largest decline over 5 years	-0.90%	-32.66%	+31.76%
Current Drawdown Current decline from peak	-0.10%	-13.03%	+12.93%
Average Drawdown Average peak-to-trough decline	-0.08%	-6.43%	+6.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.07%	4.70%	-4.63%

Volatility

FJTDX vs. FSPGX - Volatility Comparison

The current volatility for Fidelity Flex Conservative Income Bond Fund (FJTDX) is 0.10%, while Fidelity Large Cap Growth Index Fund (FSPGX) has a volatility of 6.71%. This indicates that FJTDX experiences smaller price fluctuations and is considered to be less risky than FSPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FJTDX	FSPGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.10%	6.71%	-6.61%
Volatility (6M) Calculated over the trailing 6-month period	0.87%	12.37%	-11.50%
Volatility (1Y) Calculated over the trailing 1-year period	1.35%	22.58%	-21.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1.41%	21.52%	-20.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1.27%	21.66%	-20.39%