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

Correlation

The correlation between FLCOX and VIGAX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

FLCOX vs. VIGAX - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
4.28%
10.04%
FLCOX
VIGAX

Key characteristics

Sharpe Ratio

FLCOX:

1.54

VIGAX:

1.85

Sortino Ratio

FLCOX:

2.19

VIGAX:

2.44

Omega Ratio

FLCOX:

1.27

VIGAX:

1.33

Calmar Ratio

FLCOX:

2.19

VIGAX:

2.53

Martin Ratio

FLCOX:

6.68

VIGAX:

9.63

Ulcer Index

FLCOX:

2.57%

VIGAX:

3.40%

Daily Std Dev

FLCOX:

11.12%

VIGAX:

17.68%

Max Drawdown

FLCOX:

-38.28%

VIGAX:

-50.66%

Current Drawdown

FLCOX:

-5.15%

VIGAX:

-3.35%

Returns By Period

In the year-to-date period, FLCOX achieves a 2.09% return, which is significantly higher than VIGAX's 0.81% return.


FLCOX

YTD

2.09%

1M

-0.85%

6M

4.28%

1Y

18.03%

5Y*

8.80%

10Y*

N/A

VIGAX

YTD

0.81%

1M

-3.35%

6M

10.04%

1Y

32.95%

5Y*

17.37%

10Y*

16.09%

*Annualized

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. VIGAX - Expense Ratio Comparison

FLCOX has a 0.04% expense ratio, which is lower than VIGAX's 0.05% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VIGAX
Vanguard Growth Index Fund Admiral Shares
Expense ratio chart for VIGAX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for FLCOX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

FLCOX vs. VIGAX — 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 8484
Overall Rank
The Sharpe Ratio Rank of FLCOX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of FLCOX is 8585
Sortino Ratio Rank
The Omega Ratio Rank of FLCOX is 8282
Omega Ratio Rank
The Calmar Ratio Rank of FLCOX is 8888
Calmar Ratio Rank
The Martin Ratio Rank of FLCOX is 7878
Martin Ratio Rank

VIGAX
The Risk-Adjusted Performance Rank of VIGAX is 8888
Overall Rank
The Sharpe Ratio Rank of VIGAX is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of VIGAX is 8787
Sortino Ratio Rank
The Omega Ratio Rank of VIGAX is 8787
Omega Ratio Rank
The Calmar Ratio Rank of VIGAX is 8989
Calmar Ratio Rank
The Martin Ratio Rank of VIGAX is 8888
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. VIGAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Large Cap Value Index Fund (FLCOX) and Vanguard Growth Index Fund Admiral Shares (VIGAX). 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.


Sharpe ratio
The chart of Sharpe ratio for FLCOX, currently valued at 1.54, compared to the broader market-1.000.001.002.003.004.001.541.85
The chart of Sortino ratio for FLCOX, currently valued at 2.19, compared to the broader market0.002.004.006.008.0010.002.192.44
The chart of Omega ratio for FLCOX, currently valued at 1.27, compared to the broader market1.002.003.004.001.271.33
The chart of Calmar ratio for FLCOX, currently valued at 2.19, compared to the broader market0.005.0010.0015.0020.002.192.53
The chart of Martin ratio for FLCOX, currently valued at 6.68, compared to the broader market0.0020.0040.0060.0080.006.689.63
FLCOX
VIGAX

The current FLCOX Sharpe Ratio is 1.54, which is comparable to the VIGAX Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of FLCOX and VIGAX, 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 Ratio1.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.54
1.85
FLCOX
VIGAX

Dividends

FLCOX vs. VIGAX - Dividend Comparison

FLCOX's dividend yield for the trailing twelve months is around 1.59%, more than VIGAX's 0.33% yield.


TTM20242023202220212020201920182017201620152014
FLCOX
Fidelity Large Cap Value Index Fund
1.59%1.62%1.99%2.01%1.55%2.28%2.13%2.33%1.73%0.52%0.00%0.00%
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.33%0.33%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%1.21%

Drawdowns

FLCOX vs. VIGAX - Drawdown Comparison

The maximum FLCOX drawdown since its inception was -38.28%, smaller than the maximum VIGAX drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for FLCOX and VIGAX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-5.15%
-3.35%
FLCOX
VIGAX

Volatility

FLCOX vs. VIGAX - Volatility Comparison

The current volatility for Fidelity Large Cap Value Index Fund (FLCOX) is 4.19%, while Vanguard Growth Index Fund Admiral Shares (VIGAX) has a volatility of 6.26%. This indicates that FLCOX experiences smaller price fluctuations and is considered to be less risky than VIGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
4.19%
6.26%
FLCOX
VIGAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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