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FLCPX vs. FCUEX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLCPX vs. FCUEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity SAI U.S. Large Cap Index Fund (FLCPX) and Fiera Capital U.S. Equity Long-Term Quality Fund (FCUEX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FLCPX achieves a 10.14% return, which is significantly higher than FCUEX's 2.67% return.


FLCPX

1D
0.71%
1M
0.13%
6M
7.96%
YTD
10.14%
1Y
21.47%
3Y*
19.44%
5Y*
12.85%
10Y*
15.15%
ALL TIME*
16.15%

FCUEX

1D
1.51%
1M
-0.38%
6M
-0.38%
YTD
2.67%
1Y
7.12%
3Y*
8.35%
5Y*
6.58%
10Y*
ALL TIME*
12.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

FLCPX vs. FCUEX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FLCPX
Fidelity SAI U.S. Large Cap Index Fund
10.14%17.84%25.08%26.25%-18.06%28.61%18.24%9.71%
FCUEX
Fiera Capital U.S. Equity Long-Term Quality Fund
2.67%7.63%10.98%21.73%-15.78%32.94%23.14%9.69%

Correlation

The correlation between FLCPX and FCUEX is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.71

Correlation (3Y)
Balances recent behavior with more history.

0.78

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.86

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2019

0.88

The correlation between FLCPX and FCUEX shifts across timeframes, from 0.71 (1 year) to 0.88 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FLCPX vs. FCUEX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FLCPX
FLCPX Risk / Return Rank: 5959
Overall Rank
FLCPX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
FLCPX Sortino Ratio Rank: 5252
Sortino Ratio Rank
FLCPX Omega Ratio Rank: 5252
Omega Ratio Rank
FLCPX Calmar Ratio Rank: 6161
Calmar Ratio Rank
FLCPX Martin Ratio Rank: 7474
Martin Ratio Rank

FCUEX
FCUEX Risk / Return Rank: 1111
Overall Rank
FCUEX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
FCUEX Sortino Ratio Rank: 1212
Sortino Ratio Rank
FCUEX Omega Ratio Rank: 1111
Omega Ratio Rank
FCUEX Calmar Ratio Rank: 1010
Calmar Ratio Rank
FCUEX Martin Ratio Rank: 1212
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FLCPX vs. FCUEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI U.S. Large Cap Index Fund (FLCPX) and Fiera Capital U.S. Equity Long-Term Quality Fund (FCUEX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FLCPXFCUEXDifference
Sharpe ratioReturn per unit of total volatility

+1.01

Sortino ratioReturn per unit of downside risk

+1.30

Omega ratioGain probability vs. loss probability

1.27

1.10

+0.18

Calmar ratioReturn relative to maximum drawdown

2.22

0.55

+1.67

Martin ratioReturn relative to average drawdown

9.50

1.73

+7.78

FLCPX vs. FCUEX - Sharpe Ratio Comparison

The current FLCPX Sharpe Ratio is 1.53, which is higher than the FCUEX Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of FLCPX and FCUEX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FLCPX vs. FCUEX - Drawdown Comparison

The maximum FLCPX drawdown since its inception was -33.87%, roughly equal to the maximum FCUEX drawdown of -33.02%. Use the drawdown chart below to compare losses from any high point for FLCPX and FCUEX.


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Drawdown Indicators


FLCPXFCUEXDifference

Max Drawdown

Largest peak-to-trough decline

-33.87%

-33.02%

-0.85%

Max Drawdown (1Y)

Largest decline over 1 year

-8.89%

-11.33%

+2.44%

Max Drawdown (3Y)

Largest decline over 3 years

-18.76%

-14.54%

-4.22%

Max Drawdown (5Y)

Largest decline over 5 years

-24.40%

-25.24%

+0.84%

Max Drawdown (10Y)

Largest decline over 10 years

-33.87%

Current Drawdown

Current decline from peak

-1.41%

-1.20%

-0.21%

Average Drawdown

Average peak-to-trough decline

-4.15%

-5.28%

+1.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

3.60%

-1.53%

Volatility

FLCPX vs. FCUEX - Volatility Comparison

The current volatility for Fidelity SAI U.S. Large Cap Index Fund (FLCPX) is 3.51%, while Fiera Capital U.S. Equity Long-Term Quality Fund (FCUEX) has a volatility of 3.96%. This indicates that FLCPX experiences smaller price fluctuations and is considered to be less risky than FCUEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLCPXFCUEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.51%

3.96%

-0.45%

Volatility (6M)

Calculated over the trailing 6-month period

10.10%

9.59%

+0.51%

Volatility (1Y)

Calculated over the trailing 1-year period

12.88%

11.93%

+0.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.18%

15.71%

+1.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.17%

19.28%

-1.11%

FLCPX vs. FCUEX - Expense Ratio Comparison

FLCPX has a 0.02% expense ratio, which is lower than FCUEX's 1.00% expense ratio.


Dividends

FLCPX vs. FCUEX - Dividend Comparison

FLCPX's dividend yield for the trailing twelve months is around 0.51%, less than FCUEX's 0.92% yield.


PositionTTM2025202420232022202120202019201820172016
FCUEX
Fiera Capital U.S. Equity Long-Term Quality Fund
0.92%0.94%1.34%0.29%3.47%0.86%1.20%0.26%0.00%0.00%0.00%
FLCPX
Fidelity SAI U.S. Large Cap Index Fund
0.51%0.56%6.11%7.05%11.23%10.38%3.93%1.74%2.18%1.57%0.76%

Frequently Asked Questions


FLCPX and FCUEX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FCUEX has higher volatility (3.96%) compared to FLCPX (3.51%). In terms of maximum drawdown, FLCPX dropped -33.87% vs FCUEX's -33.02%.

FLCPX currently has the higher Sharpe Ratio (1.53 vs 0.52), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FLCPX and FCUEX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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