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.
Key characteristics
| FLCOX | FLCSX | |
|---|---|---|
| YTD Return | 14.63% | 20.30% |
| 1Y Return | 21.21% | 27.90% |
| 3Y Return (Ann) | 7.89% | 13.24% |
| 5Y Return (Ann) | 10.21% | 15.65% |
| Sharpe Ratio | 1.84 | 2.31 |
| Daily Std Dev | 11.52% | 12.16% |
| Max Drawdown | -38.28% | -63.67% |
| Current Drawdown | -0.38% | -0.49% |
Correlation
The correlation between FLCOX and FLCSX is 0.94, 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.
Performance
FLCOX vs. FLCSX - Performance Comparison
In the year-to-date period, FLCOX achieves a 14.63% return, which is significantly lower than FLCSX's 20.30% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FLCOX vs. FLCSX - Expense Ratio Comparison
FLCOX has a 0.04% expense ratio, which is lower than FLCSX's 0.54% expense ratio.
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 1.57%, less than FLCSX's 4.47% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLCOX Fidelity Large Cap Value Index Fund | 1.57% | 1.99% | 2.01% | 1.55% | 2.28% | 3.82% | 2.90% | 2.34% | 0.52% | 0.00% | 0.00% | 0.00% |
FLCSX Fidelity Large Cap Stock Fund | 4.47% | 2.83% | 3.07% | 4.71% | 3.93% | 5.43% | 13.75% | 3.48% | 3.61% | 6.15% | 6.04% | 4.31% |
Drawdowns
FLCOX vs. FLCSX - Drawdown Comparison
The maximum FLCOX drawdown since its inception was -38.28%, smaller than the maximum FLCSX drawdown of -63.67%. 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
The current volatility for Fidelity Large Cap Value Index Fund (FLCOX) is 3.08%, while Fidelity Large Cap Stock Fund (FLCSX) has a volatility of 4.22%. This indicates that FLCOX experiences smaller price fluctuations and is considered to be less risky than FLCSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.