FLCOX vs. TILCX
Compare and contrast key facts about Fidelity Large Cap Value Index Fund (FLCOX) and T. Rowe Price Large-Cap Value Fund (TILCX).
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. TILCX is managed by T. Rowe Price. It was launched on Mar 31, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLCOX or TILCX.
Key characteristics
| FLCOX | TILCX | |
|---|---|---|
| YTD Return | 14.63% | 13.55% |
| 1Y Return | 21.21% | 22.29% |
| 3Y Return (Ann) | 7.89% | 7.77% |
| 5Y Return (Ann) | 10.21% | 10.30% |
| Sharpe Ratio | 1.84 | 1.29 |
| Daily Std Dev | 11.52% | 17.29% |
| Max Drawdown | -38.28% | -57.60% |
| Current Drawdown | -0.38% | -0.86% |
Correlation
The correlation between FLCOX and TILCX is 0.98, 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. TILCX - Performance Comparison
In the year-to-date period, FLCOX achieves a 14.63% return, which is significantly higher than TILCX's 13.55% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FLCOX vs. TILCX - Expense Ratio Comparison
FLCOX has a 0.04% expense ratio, which is lower than TILCX's 0.55% expense ratio.
Risk-Adjusted Performance
FLCOX vs. TILCX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Large Cap Value Index Fund (FLCOX) and T. Rowe Price Large-Cap Value Fund (TILCX). 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. TILCX - Dividend Comparison
FLCOX's dividend yield for the trailing twelve months is around 1.57%, less than TILCX's 7.40% 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% |
TILCX T. Rowe Price Large-Cap Value Fund | 7.40% | 8.41% | 19.17% | 6.88% | 3.05% | 5.67% | 7.61% | 4.79% | 4.10% | 6.02% | 3.01% | 1.33% |
Drawdowns
FLCOX vs. TILCX - Drawdown Comparison
The maximum FLCOX drawdown since its inception was -38.28%, smaller than the maximum TILCX drawdown of -57.60%. Use the drawdown chart below to compare losses from any high point for FLCOX and TILCX. For additional features, visit the drawdowns tool.
Volatility
FLCOX vs. TILCX - Volatility Comparison
Fidelity Large Cap Value Index Fund (FLCOX) has a higher volatility of 3.08% compared to T. Rowe Price Large-Cap Value Fund (TILCX) at 2.89%. This indicates that FLCOX's price experiences larger fluctuations and is considered to be riskier than TILCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.