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FLCOX vs. RPT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLCOX and RPT is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.4

Performance

FLCOX vs. RPT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Large Cap Value Index Fund (FLCOX) and RPT Realty (RPT). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%NovemberDecember2025FebruaryMarchApril
114.20%
-52.24%
FLCOX
RPT

Key characteristics

Sharpe Ratio

FLCOX:

0.38

RPT:

-0.33

Sortino Ratio

FLCOX:

0.64

RPT:

-0.21

Omega Ratio

FLCOX:

1.09

RPT:

0.98

Calmar Ratio

FLCOX:

0.39

RPT:

-0.18

Martin Ratio

FLCOX:

1.45

RPT:

-0.86

Ulcer Index

FLCOX:

4.21%

RPT:

16.01%

Daily Std Dev

FLCOX:

16.22%

RPT:

42.35%

Max Drawdown

FLCOX:

-38.28%

RPT:

-76.45%

Current Drawdown

FLCOX:

-8.69%

RPT:

-72.24%

Returns By Period

In the year-to-date period, FLCOX achieves a -1.71% return, which is significantly higher than RPT's -2.54% return.


FLCOX

YTD

-1.71%

1M

-2.83%

6M

-4.19%

1Y

6.49%

5Y*

12.32%

10Y*

N/A

RPT

YTD

-2.54%

1M

-0.35%

6M

-8.06%

1Y

-12.53%

5Y*

-12.70%

10Y*

-7.12%

*Annualized

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Risk-Adjusted Performance

FLCOX vs. RPT — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FLCOX
The Risk-Adjusted Performance Rank of FLCOX is 5050
Overall Rank
The Sharpe Ratio Rank of FLCOX is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of FLCOX is 4848
Sortino Ratio Rank
The Omega Ratio Rank of FLCOX is 4848
Omega Ratio Rank
The Calmar Ratio Rank of FLCOX is 5555
Calmar Ratio Rank
The Martin Ratio Rank of FLCOX is 5050
Martin Ratio Rank

RPT
The Risk-Adjusted Performance Rank of RPT is 3434
Overall Rank
The Sharpe Ratio Rank of RPT is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of RPT is 3131
Sortino Ratio Rank
The Omega Ratio Rank of RPT is 3232
Omega Ratio Rank
The Calmar Ratio Rank of RPT is 4141
Calmar Ratio Rank
The Martin Ratio Rank of RPT is 3333
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FLCOX vs. RPT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Large Cap Value Index Fund (FLCOX) and RPT Realty (RPT). 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.


The chart of Sharpe ratio for FLCOX, currently valued at 0.38, compared to the broader market-1.000.001.002.003.00
FLCOX: 0.38
RPT: -0.33
The chart of Sortino ratio for FLCOX, currently valued at 0.64, compared to the broader market-2.000.002.004.006.008.00
FLCOX: 0.64
RPT: -0.21
The chart of Omega ratio for FLCOX, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.00
FLCOX: 1.09
RPT: 0.98
The chart of Calmar ratio for FLCOX, currently valued at 0.39, compared to the broader market0.002.004.006.008.0010.00
FLCOX: 0.39
RPT: -0.18
The chart of Martin ratio for FLCOX, currently valued at 1.45, compared to the broader market0.0010.0020.0030.0040.0050.00
FLCOX: 1.45
RPT: -0.86

The current FLCOX Sharpe Ratio is 0.38, which is higher than the RPT Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of FLCOX and RPT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.38
-0.33
FLCOX
RPT

Dividends

FLCOX vs. RPT - Dividend Comparison

FLCOX's dividend yield for the trailing twelve months is around 1.65%, less than RPT's 8.45% yield.


TTM2024202320222021202020192018201720162015
FLCOX
Fidelity Large Cap Value Index Fund
1.65%1.62%1.99%2.01%1.55%2.28%2.13%2.33%1.73%0.52%0.00%
RPT
RPT Realty
8.45%9.43%14.34%16.00%6.16%7.93%8.98%10.12%8.18%7.46%5.28%

Drawdowns

FLCOX vs. RPT - Drawdown Comparison

The maximum FLCOX drawdown since its inception was -38.28%, smaller than the maximum RPT drawdown of -76.45%. Use the drawdown chart below to compare losses from any high point for FLCOX and RPT. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.69%
-72.24%
FLCOX
RPT

Volatility

FLCOX vs. RPT - Volatility Comparison

The current volatility for Fidelity Large Cap Value Index Fund (FLCOX) is 11.86%, while RPT Realty (RPT) has a volatility of 20.31%. This indicates that FLCOX experiences smaller price fluctuations and is considered to be less risky than RPT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
11.86%
20.31%
FLCOX
RPT