FLCOX vs. FXAIX
Compare and contrast key facts about Fidelity Large Cap Value Index Fund (FLCOX) and Fidelity 500 Index Fund (FXAIX).
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. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLCOX or FXAIX.
Performance
FLCOX vs. FXAIX - Performance Comparison
Returns By Period
In the year-to-date period, FLCOX achieves a 18.59% return, which is significantly lower than FXAIX's 24.55% return.
FLCOX
18.59%
-0.21%
8.90%
28.13%
10.16%
N/A
FXAIX
24.55%
0.58%
11.42%
32.03%
15.31%
13.02%
Key characteristics
| FLCOX | FXAIX | |
|---|---|---|
| Sharpe Ratio | 2.55 | 2.63 |
| Sortino Ratio | 3.59 | 3.52 |
| Omega Ratio | 1.46 | 1.49 |
| Calmar Ratio | 4.57 | 3.81 |
| Martin Ratio | 15.98 | 17.22 |
| Ulcer Index | 1.73% | 1.87% |
| Daily Std Dev | 10.87% | 12.24% |
| Max Drawdown | -38.28% | -33.79% |
| Current Drawdown | -1.75% | -2.14% |
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FLCOX vs. FXAIX - Expense Ratio Comparison
FLCOX has a 0.04% expense ratio, which is higher than FXAIX's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between FLCOX and FXAIX 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.
Risk-Adjusted Performance
FLCOX vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Large Cap Value Index Fund (FLCOX) and Fidelity 500 Index Fund (FXAIX). 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. FXAIX - Dividend Comparison
FLCOX's dividend yield for the trailing twelve months is around 1.52%, more than FXAIX's 1.24% 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% |
FXAIX Fidelity 500 Index Fund | 1.24% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
FLCOX vs. FXAIX - Drawdown Comparison
The maximum FLCOX drawdown since its inception was -38.28%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FLCOX and FXAIX. For additional features, visit the drawdowns tool.
Volatility
FLCOX vs. FXAIX - Volatility Comparison
The current volatility for Fidelity Large Cap Value Index Fund (FLCOX) is 3.72%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 4.05%. This indicates that FLCOX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.