FLCPX vs. VTSAX
Compare and contrast key facts about Fidelity SAI U.S. Large Cap Index Fund (FLCPX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
FLCPX is managed by Fidelity. It was launched on Feb 2, 2016. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLCPX or VTSAX.
Performance
FLCPX vs. VTSAX - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with FLCPX having a 25.03% return and VTSAX slightly lower at 24.09%.
FLCPX
25.03%
0.58%
11.72%
32.37%
15.49%
N/A
VTSAX
24.09%
0.90%
11.75%
32.49%
14.83%
12.58%
Key characteristics
| FLCPX | VTSAX | |
|---|---|---|
| Sharpe Ratio | 2.65 | 2.62 |
| Sortino Ratio | 3.53 | 3.50 |
| Omega Ratio | 1.49 | 1.48 |
| Calmar Ratio | 3.84 | 3.84 |
| Martin Ratio | 17.31 | 16.73 |
| Ulcer Index | 1.88% | 1.96% |
| Daily Std Dev | 12.29% | 12.58% |
| Max Drawdown | -33.87% | -55.34% |
| Current Drawdown | -1.77% | -2.01% |
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FLCPX vs. VTSAX - Expense Ratio Comparison
FLCPX has a 0.02% expense ratio, which is lower than VTSAX's 0.04% 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%.
Correlation
The correlation between FLCPX and VTSAX is 0.99, 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.
Risk-Adjusted Performance
FLCPX vs. VTSAX - 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 Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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
FLCPX vs. VTSAX - Dividend Comparison
FLCPX's dividend yield for the trailing twelve months is around 1.24%, less than VTSAX's 1.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLCPX Fidelity SAI U.S. Large Cap Index Fund | 1.24% | 1.62% | 1.94% | 1.50% | 1.79% | 1.74% | 2.10% | 1.34% | 0.76% | 0.00% | 0.00% | 0.00% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.27% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
FLCPX vs. VTSAX - Drawdown Comparison
The maximum FLCPX drawdown since its inception was -33.87%, smaller than the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for FLCPX and VTSAX. For additional features, visit the drawdowns tool.
Volatility
FLCPX vs. VTSAX - Volatility Comparison
Fidelity SAI U.S. Large Cap Index Fund (FLCPX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) have volatilities of 4.06% and 4.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.