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FLCPX vs. FPURX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLCPX and FPURX is 0.95, 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

FLCPX vs. FPURX - 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 Fidelity Puritan Fund (FPURX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

FLCPX:

11.69%

FPURX:

13.96%

Max Drawdown

FLCPX:

-0.76%

FPURX:

-44.45%

Current Drawdown

FLCPX:

0.00%

FPURX:

-7.22%

Returns By Period


FLCPX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

FPURX

YTD

-3.52%

1M

4.05%

6M

-4.84%

1Y

5.61%

5Y*

11.05%

10Y*

8.91%

*Annualized

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FLCPX vs. FPURX - Expense Ratio Comparison

FLCPX has a 0.02% expense ratio, which is lower than FPURX's 0.50% expense ratio.


Risk-Adjusted Performance

FLCPX vs. FPURX — Risk-Adjusted Performance Rank

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

FLCPX
The Risk-Adjusted Performance Rank of FLCPX is 4242
Overall Rank
The Sharpe Ratio Rank of FLCPX is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of FLCPX is 4343
Sortino Ratio Rank
The Omega Ratio Rank of FLCPX is 4343
Omega Ratio Rank
The Calmar Ratio Rank of FLCPX is 4545
Calmar Ratio Rank
The Martin Ratio Rank of FLCPX is 4141
Martin Ratio Rank

FPURX
The Risk-Adjusted Performance Rank of FPURX is 5151
Overall Rank
The Sharpe Ratio Rank of FPURX is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of FPURX is 4949
Sortino Ratio Rank
The Omega Ratio Rank of FPURX is 4848
Omega Ratio Rank
The Calmar Ratio Rank of FPURX is 6060
Calmar Ratio Rank
The Martin Ratio Rank of FPURX is 5050
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.

FLCPX vs. FPURX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI U.S. Large Cap Index Fund (FLCPX) and Fidelity Puritan Fund (FPURX). 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.



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Dividends

FLCPX vs. FPURX - Dividend Comparison

FLCPX's dividend yield for the trailing twelve months is around 6.32%, more than FPURX's 1.85% yield.


TTM20242023202220212020201920182017201620152014
FLCPX
Fidelity SAI U.S. Large Cap Index Fund
6.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FPURX
Fidelity Puritan Fund
1.85%1.75%1.71%1.62%1.01%1.09%1.52%1.83%1.33%1.75%7.94%9.74%

Drawdowns

FLCPX vs. FPURX - Drawdown Comparison

The maximum FLCPX drawdown since its inception was -0.76%, smaller than the maximum FPURX drawdown of -44.45%. Use the drawdown chart below to compare losses from any high point for FLCPX and FPURX. For additional features, visit the drawdowns tool.


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Volatility

FLCPX vs. FPURX - Volatility Comparison


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