PortfoliosLab logo
FLCSX vs. FBALX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLCSX and FBALX is 0.93, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

FLCSX vs. FBALX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Large Cap Stock Fund (FLCSX) and Fidelity Balanced Fund (FBALX). The values are adjusted to include any dividend payments, if applicable.

800.00%1,000.00%1,200.00%1,400.00%1,600.00%NovemberDecember2025FebruaryMarchApril
1,391.31%
898.52%
FLCSX
FBALX

Key characteristics

Sharpe Ratio

FLCSX:

0.54

FBALX:

0.26

Sortino Ratio

FLCSX:

0.88

FBALX:

0.45

Omega Ratio

FLCSX:

1.13

FBALX:

1.06

Calmar Ratio

FLCSX:

0.56

FBALX:

0.25

Martin Ratio

FLCSX:

2.33

FBALX:

0.91

Ulcer Index

FLCSX:

4.55%

FBALX:

3.71%

Daily Std Dev

FLCSX:

19.56%

FBALX:

12.99%

Max Drawdown

FLCSX:

-63.67%

FBALX:

-42.81%

Current Drawdown

FLCSX:

-9.01%

FBALX:

-7.72%

Returns By Period

In the year-to-date period, FLCSX achieves a -3.12% return, which is significantly higher than FBALX's -3.62% return. Over the past 10 years, FLCSX has outperformed FBALX with an annualized return of 11.27%, while FBALX has yielded a comparatively lower 4.18% annualized return.


FLCSX

YTD

-3.12%

1M

-3.10%

6M

-2.40%

1Y

11.28%

5Y*

18.98%

10Y*

11.27%

FBALX

YTD

-3.62%

1M

-1.86%

6M

-4.00%

1Y

3.90%

5Y*

6.09%

10Y*

4.18%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FLCSX vs. FBALX - Expense Ratio Comparison

FLCSX has a 0.54% expense ratio, which is higher than FBALX's 0.51% expense ratio.


Expense ratio chart for FLCSX: current value is 0.54%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FLCSX: 0.54%
Expense ratio chart for FBALX: current value is 0.51%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FBALX: 0.51%

Risk-Adjusted Performance

FLCSX vs. FBALX — Risk-Adjusted Performance Rank

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

FLCSX
The Risk-Adjusted Performance Rank of FLCSX is 6262
Overall Rank
The Sharpe Ratio Rank of FLCSX is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of FLCSX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of FLCSX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of FLCSX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of FLCSX is 6363
Martin Ratio Rank

FBALX
The Risk-Adjusted Performance Rank of FBALX is 3838
Overall Rank
The Sharpe Ratio Rank of FBALX is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of FBALX is 3636
Sortino Ratio Rank
The Omega Ratio Rank of FBALX is 3636
Omega Ratio Rank
The Calmar Ratio Rank of FBALX is 4242
Calmar Ratio Rank
The Martin Ratio Rank of FBALX is 3939
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.

FLCSX vs. FBALX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Large Cap Stock Fund (FLCSX) and Fidelity Balanced Fund (FBALX). 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.


The chart of Sharpe ratio for FLCSX, currently valued at 0.54, compared to the broader market-1.000.001.002.003.00
FLCSX: 0.54
FBALX: 0.26
The chart of Sortino ratio for FLCSX, currently valued at 0.88, compared to the broader market-2.000.002.004.006.008.00
FLCSX: 0.88
FBALX: 0.45
The chart of Omega ratio for FLCSX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.00
FLCSX: 1.13
FBALX: 1.06
The chart of Calmar ratio for FLCSX, currently valued at 0.56, compared to the broader market0.002.004.006.008.0010.00
FLCSX: 0.56
FBALX: 0.25
The chart of Martin ratio for FLCSX, currently valued at 2.33, compared to the broader market0.0010.0020.0030.0040.0050.00
FLCSX: 2.33
FBALX: 0.91

The current FLCSX Sharpe Ratio is 0.54, which is higher than the FBALX Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of FLCSX and FBALX, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.54
0.26
FLCSX
FBALX

Dividends

FLCSX vs. FBALX - Dividend Comparison

FLCSX's dividend yield for the trailing twelve months is around 4.39%, less than FBALX's 5.94% yield.


TTM20242023202220212020201920182017201620152014
FLCSX
Fidelity Large Cap Stock Fund
4.39%4.26%2.83%3.07%4.71%3.93%5.43%13.75%3.48%3.61%4.93%6.04%
FBALX
Fidelity Balanced Fund
5.94%5.67%2.28%8.06%9.66%5.90%4.24%10.99%7.90%3.07%7.96%10.55%

Drawdowns

FLCSX vs. FBALX - Drawdown Comparison

The maximum FLCSX drawdown since its inception was -63.67%, which is greater than FBALX's maximum drawdown of -42.81%. Use the drawdown chart below to compare losses from any high point for FLCSX and FBALX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.01%
-7.72%
FLCSX
FBALX

Volatility

FLCSX vs. FBALX - Volatility Comparison

Fidelity Large Cap Stock Fund (FLCSX) has a higher volatility of 14.41% compared to Fidelity Balanced Fund (FBALX) at 8.82%. This indicates that FLCSX's price experiences larger fluctuations and is considered to be riskier than FBALX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.41%
8.82%
FLCSX
FBALX