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

Correlation

The correlation between FLCEX and ILCV is 0.88, 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.


-0.50.00.51.00.9

Performance

FLCEX vs. ILCV - Performance Comparison

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

200.00%250.00%300.00%350.00%JulyAugustSeptemberOctoberNovemberDecember
347.48%
204.88%
FLCEX
ILCV

Key characteristics

Returns By Period


FLCEX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

ILCV

YTD

17.21%

1M

-1.97%

6M

7.37%

1Y

18.39%

5Y*

9.39%

10Y*

9.34%

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FLCEX vs. ILCV - Expense Ratio Comparison

FLCEX has a 0.39% expense ratio, which is higher than ILCV'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 ILCV: 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%

Risk-Adjusted Performance

FLCEX vs. ILCV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Large Cap Core Enhanced Index Fund (FLCEX) and iShares Morningstar Value ETF (ILCV). 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 market0.002.004.006.008.0010.0012.0014.000.003.51
FLCEX
ILCV


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.00
1.93
FLCEX
ILCV

Dividends

FLCEX vs. ILCV - Dividend Comparison

FLCEX has not paid dividends to shareholders, while ILCV's dividend yield for the trailing twelve months is around 1.99%.


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%
ILCV
iShares Morningstar Value ETF
1.99%2.27%2.32%2.01%2.96%2.70%2.93%2.32%2.76%3.01%2.44%2.51%

Drawdowns

FLCEX vs. ILCV - Drawdown Comparison


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.37%
-4.56%
FLCEX
ILCV

Volatility

FLCEX vs. ILCV - Volatility Comparison

The current volatility for Fidelity Large Cap Core Enhanced Index Fund (FLCEX) is 0.00%, while iShares Morningstar Value ETF (ILCV) has a volatility of 3.41%. This indicates that FLCEX experiences smaller price fluctuations and is considered to be less risky than ILCV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember0
3.41%
FLCEX
ILCV
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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