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FLCEX vs. FSPGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

FLCEX vs. FSPGX - Performance Comparison

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

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember0
14.79%
FLCEX
FSPGX

Returns By Period


FLCEX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

FSPGX

YTD

30.24%

1M

2.24%

6M

14.41%

1Y

36.48%

5Y (annualized)

19.52%

10Y (annualized)

N/A

Key characteristics


FLCEXFSPGX

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FLCEX vs. FSPGX - Expense Ratio Comparison

FLCEX has a 0.39% expense ratio, which is higher than FSPGX's 0.04% expense ratio.


FLCEX
Fidelity Large Cap Core Enhanced Index Fund
Expense ratio chart for FLCEX: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
Expense ratio chart for FSPGX: 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%

Correlation

-0.50.00.51.00.9

The correlation between FLCEX and FSPGX is 0.87, 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

FLCEX vs. FSPGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Large Cap Core Enhanced Index Fund (FLCEX) 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.


Sharpe ratio
No data
The chart of Calmar ratio for FLCEX, currently valued at 0.00, compared to the broader market0.005.0010.0015.0020.0025.000.002.74
FLCEX
FSPGX

Rolling 12-month Sharpe Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.00
2.14
FLCEX
FSPGX

Dividends

FLCEX vs. FSPGX - Dividend Comparison

FLCEX has not paid dividends to shareholders, while FSPGX's dividend yield for the trailing twelve months is around 0.43%.


TTM20232022202120202019201820172016201520142013
FLCEX
Fidelity Large Cap Core Enhanced Index Fund
0.00%1.21%1.25%14.25%2.29%2.38%7.67%3.82%1.57%2.82%7.44%20.13%
FSPGX
Fidelity Large Cap Growth Index Fund
0.43%0.73%0.86%0.54%0.74%0.99%1.14%0.99%0.30%0.00%0.00%0.00%

Drawdowns

FLCEX vs. FSPGX - Drawdown Comparison


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.37%
-1.49%
FLCEX
FSPGX

Volatility

FLCEX vs. FSPGX - Volatility Comparison

The current volatility for Fidelity Large Cap Core Enhanced Index Fund (FLCEX) is 0.00%, while Fidelity Large Cap Growth Index Fund (FSPGX) has a volatility of 5.58%. This indicates that FLCEX 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.


0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember0
5.58%
FLCEX
FSPGX