FLCPX vs. ORDNX
Compare and contrast key facts about Fidelity SAI U.S. Large Cap Index Fund (FLCPX) and North Square Preferred and Income Securities Fund (ORDNX).
FLCPX is managed by Fidelity. It was launched on Feb 2, 2016. ORDNX is managed by North Square. It was launched on Jun 28, 2013.
Performance
FLCPX vs. ORDNX - Performance Comparison
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FLCPX vs. ORDNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLCPX Fidelity SAI U.S. Large Cap Index Fund | -4.33% | 17.84% | 25.08% | 26.25% | -18.06% | 28.61% | 18.24% | 31.59% | -4.38% | 21.74% |
ORDNX North Square Preferred and Income Securities Fund | -0.77% | 7.30% | 14.81% | 15.24% | -14.22% | 27.51% | 12.29% | 31.10% | -0.98% | 20.57% |
Returns By Period
In the year-to-date period, FLCPX achieves a -4.33% return, which is significantly lower than ORDNX's -0.77% return. Over the past 10 years, FLCPX has outperformed ORDNX with an annualized return of 14.08%, while ORDNX has yielded a comparatively lower 11.45% annualized return.
FLCPX
- 1D
- 2.92%
- 1M
- -5.03%
- YTD
- -4.33%
- 6M
- -2.15%
- 1Y
- 17.32%
- 3Y*
- 18.33%
- 5Y*
- 11.79%
- 10Y*
- 14.08%
ORDNX
- 1D
- 0.43%
- 1M
- -1.55%
- YTD
- -0.77%
- 6M
- -0.18%
- 1Y
- 5.08%
- 3Y*
- 12.10%
- 5Y*
- 7.57%
- 10Y*
- 11.45%
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FLCPX vs. ORDNX - Expense Ratio Comparison
FLCPX has a 0.02% expense ratio, which is lower than ORDNX's 1.27% expense ratio.
Return for Risk
FLCPX vs. ORDNX — Risk / Return Rank
FLCPX
ORDNX
FLCPX vs. ORDNX - 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 North Square Preferred and Income Securities Fund (ORDNX). 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.
| FLCPX | ORDNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 1.92 | -0.94 |
Sortino ratioReturn per unit of downside risk | 1.50 | 2.42 | -0.92 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.43 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 1.87 | -0.55 |
Martin ratioReturn relative to average drawdown | 6.39 | 7.04 | -0.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FLCPX | ORDNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 1.92 | -0.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 1.08 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.81 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 0.73 | +0.11 |
Correlation
The correlation between FLCPX and ORDNX is 0.71, 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.
Dividends
FLCPX vs. ORDNX - Dividend Comparison
FLCPX's dividend yield for the trailing twelve months is around 0.59%, less than ORDNX's 6.74% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLCPX Fidelity SAI U.S. Large Cap Index Fund | 0.59% | 0.56% | 6.11% | 7.05% | 11.23% | 10.38% | 3.93% | 1.74% | 2.18% | 1.57% | 0.76% | 0.00% |
ORDNX North Square Preferred and Income Securities Fund | 6.74% | 6.99% | 5.50% | 5.72% | 15.30% | 8.48% | 2.77% | 1.85% | 3.13% | 1.22% | 2.65% | 2.98% |
Drawdowns
FLCPX vs. ORDNX - Drawdown Comparison
The maximum FLCPX drawdown since its inception was -33.87%, roughly equal to the maximum ORDNX drawdown of -34.40%. Use the drawdown chart below to compare losses from any high point for FLCPX and ORDNX.
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Drawdown Indicators
| FLCPX | ORDNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.87% | -34.40% | +0.53% |
Max Drawdown (1Y)Largest decline over 1 year | -12.14% | -2.66% | -9.48% |
Max Drawdown (5Y)Largest decline over 5 years | -24.40% | -18.77% | -5.63% |
Max Drawdown (10Y)Largest decline over 10 years | -33.87% | -34.40% | +0.53% |
Current DrawdownCurrent decline from peak | -6.23% | -2.15% | -4.08% |
Average DrawdownAverage peak-to-trough decline | -4.24% | -3.86% | -0.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 0.71% | +1.82% |
Volatility
FLCPX vs. ORDNX - Volatility Comparison
Fidelity SAI U.S. Large Cap Index Fund (FLCPX) has a higher volatility of 5.34% compared to North Square Preferred and Income Securities Fund (ORDNX) at 1.18%. This indicates that FLCPX's price experiences larger fluctuations and is considered to be riskier than ORDNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLCPX | ORDNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 1.18% | +4.16% |
Volatility (6M)Calculated over the trailing 6-month period | 9.53% | 1.74% | +7.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.33% | 2.66% | +15.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.08% | 7.08% | +10.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.15% | 14.24% | +3.91% |