FLCGX vs. FSPGX
FLCGX (Meeder Quantex Fund) and FSPGX (Fidelity Large Cap Growth Index Fund) are both mutual funds - FLCGX is a Mid Cap Value Equities fund managed by Meeder Funds, while FSPGX is a Large Cap Growth Equities fund managed by Fidelity. Over the past 5 years, FLCGX returned 12.05%/yr vs 11.68%/yr for FSPGX. Their 0.73 correlation means they have sometimes moved together and sometimes differently. FLCGX charges 1.62%/yr vs 0.04%/yr for FSPGX.
Performance
FLCGX vs. FSPGX - Performance Comparison
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Returns By Period
In the year-to-date period, FLCGX achieves a 5.65% return, which is significantly higher than FSPGX's -0.52% return.
FLCGX
- 1D
- 1.74%
- 1M
- -1.17%
- 6M
- 3.84%
- YTD
- 5.65%
- 1Y
- 16.72%
- 3Y*
- 21.06%
- 5Y*
- 12.05%
- 10Y*
- 10.01%
- ALL TIME*
- 7.42%
FSPGX
- 1D
- 2.95%
- 1M
- -3.22%
- 6M
- 1.01%
- YTD
- -0.52%
- 1Y
- 9.22%
- 3Y*
- 18.94%
- 5Y*
- 11.68%
- 10Y*
- —
- ALL TIME*
- 17.82%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
FLCGX Meeder Quantex Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
FLCGX vs. FSPGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLCGX Meeder Quantex Fund | 5.65% | 19.10% | 36.38% | 14.81% | -13.77% | 27.27% | -5.36% | 18.48% | -12.35% | 13.42% |
FSPGX Fidelity Large Cap Growth Index Fund | -0.52% | 18.54% | 33.27% | 42.77% | -29.17% | 27.57% | 38.46% | 36.38% | -1.79% | 27.70% |
Correlation
The correlation between FLCGX and FSPGX is 0.91, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.91 |
Correlation (3Y) Balances recent behavior with more history. | 0.85 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.73 |
The correlation between FLCGX and FSPGX shifts across timeframes, from 0.73 (all time) to 0.91 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
FLCGX vs. FSPGX — Risk / Return Rank
FLCGX
FSPGX
FLCGX vs. FSPGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Meeder Quantex Fund (FLCGX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FLCGX | FSPGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.68 | ||
| Sortino ratioReturn per unit of downside risk | +0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.08 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.66 | 0.45 | +1.21 |
| Martin ratioReturn relative to average drawdown | 6.31 | 1.34 | +4.97 |
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Drawdowns
FLCGX vs. FSPGX - Drawdown Comparison
The maximum FLCGX drawdown since its inception was -66.94%, which is greater than FSPGX's maximum drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for FLCGX and FSPGX.
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Drawdown Indicators
| FLCGX | FSPGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.94% | -32.66% | -34.28% |
Max Drawdown (1Y)Largest decline over 1 year | -8.86% | -16.17% | +7.31% |
Max Drawdown (3Y)Largest decline over 3 years | -17.47% | -23.32% | +5.85% |
Max Drawdown (5Y)Largest decline over 5 years | -32.83% | -32.66% | -0.17% |
Max Drawdown (10Y)Largest decline over 10 years | -50.45% | — | — |
Current DrawdownCurrent decline from peak | -3.39% | -8.74% | +5.35% |
Average DrawdownAverage peak-to-trough decline | -12.84% | -6.36% | -6.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.32% | 5.38% | -3.06% |
Volatility
FLCGX vs. FSPGX - Volatility Comparison
The current volatility for Meeder Quantex Fund (FLCGX) is 3.78%, while Fidelity Large Cap Growth Index Fund (FSPGX) has a volatility of 6.40%. This indicates that FLCGX 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.
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Volatility by Period
| FLCGX | FSPGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.78% | 6.40% | -2.62% |
Volatility (6M)Calculated over the trailing 6-month period | 10.67% | 14.04% | -3.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.41% | 17.49% | -4.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.28% | 21.81% | +0.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.36% | 21.58% | +1.78% |
FLCGX vs. FSPGX - Expense Ratio Comparison
FLCGX has a 1.62% expense ratio, which is higher than FSPGX's 0.04% expense ratio.
Dividends
FLCGX vs. FSPGX - Dividend Comparison
FLCGX's dividend yield for the trailing twelve months is around 7.97%, more than FSPGX's 0.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLCGX Meeder Quantex Fund | 7.97% | 8.48% | 39.58% | 1.17% | 2.73% | 16.70% | 0.53% | 0.67% | 0.00% | 2.92% | 2.00% | 17.06% |
FSPGX Fidelity Large Cap Growth Index Fund | 0.39% | 0.34% | 0.37% | 0.73% | 0.86% | 2.22% | 1.76% | 1.04% | 1.32% | 0.22% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.91, FLCGX and FSPGX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
FSPGX has higher volatility (6.40%) compared to FLCGX (3.78%). In terms of maximum drawdown, FLCGX dropped -66.94% vs FSPGX's -32.66%.
FLCGX currently has the higher Sharpe Ratio (1.09 vs 0.41), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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