FLCOX vs. FLCSX
Compare and contrast key facts about Fidelity Large Cap Value Index Fund (FLCOX) and Fidelity Large Cap Stock Fund (FLCSX).
FLCOX is a passively managed fund by Fidelity that tracks the performance of the Russell 1000 Value Index. It was launched on Jun 7, 2016. FLCSX is managed by Fidelity. It was launched on Jun 22, 1995.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLCOX or FLCSX.
Performance
FLCOX vs. FLCSX - Performance Comparison
Returns By Period
In the year-to-date period, FLCOX achieves a 18.59% return, which is significantly lower than FLCSX's 24.27% return.
FLCOX
18.59%
-0.31%
8.90%
27.46%
10.24%
N/A
FLCSX
24.27%
0.67%
8.23%
29.66%
12.49%
8.80%
Key characteristics
| FLCOX | FLCSX | |
|---|---|---|
| Sharpe Ratio | 2.55 | 2.50 |
| Sortino Ratio | 3.59 | 3.33 |
| Omega Ratio | 1.46 | 1.47 |
| Calmar Ratio | 4.57 | 3.81 |
| Martin Ratio | 15.98 | 18.44 |
| Ulcer Index | 1.73% | 1.65% |
| Daily Std Dev | 10.87% | 12.14% |
| Max Drawdown | -38.28% | -65.69% |
| Current Drawdown | -1.75% | -2.26% |
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FLCOX vs. FLCSX - Expense Ratio Comparison
FLCOX has a 0.04% expense ratio, which is lower than FLCSX's 0.54% expense ratio.
Correlation
The correlation between FLCOX and FLCSX is 0.93, 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
FLCOX vs. FLCSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Large Cap Value Index Fund (FLCOX) and Fidelity Large Cap Stock Fund (FLCSX). 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.
Dividends
FLCOX vs. FLCSX - Dividend Comparison
FLCOX's dividend yield for the trailing twelve months is around 1.52%, more than FLCSX's 0.81% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLCOX Fidelity Large Cap Value Index Fund | 1.52% | 1.99% | 2.01% | 1.55% | 2.28% | 2.13% | 2.33% | 1.73% | 0.52% | 0.00% | 0.00% | 0.00% |
FLCSX Fidelity Large Cap Stock Fund | 0.81% | 1.07% | 1.28% | 1.83% | 1.84% | 1.85% | 2.07% | 1.14% | 1.40% | 6.15% | 0.94% | 0.78% |
Drawdowns
FLCOX vs. FLCSX - Drawdown Comparison
The maximum FLCOX drawdown since its inception was -38.28%, smaller than the maximum FLCSX drawdown of -65.69%. Use the drawdown chart below to compare losses from any high point for FLCOX and FLCSX. For additional features, visit the drawdowns tool.
Volatility
FLCOX vs. FLCSX - Volatility Comparison
Fidelity Large Cap Value Index Fund (FLCOX) and Fidelity Large Cap Stock Fund (FLCSX) have volatilities of 3.72% and 3.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.