PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FLCSX vs. FEQIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLCSX and FEQIX is 0.90, 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.


-0.50.00.51.00.9

Performance

FLCSX vs. FEQIX - Performance Comparison

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

550.00%600.00%650.00%700.00%JulyAugustSeptemberOctoberNovemberDecember
618.09%
616.57%
FLCSX
FEQIX

Key characteristics

Sharpe Ratio

FLCSX:

1.94

FEQIX:

1.26

Sortino Ratio

FLCSX:

2.62

FEQIX:

1.74

Omega Ratio

FLCSX:

1.37

FEQIX:

1.23

Calmar Ratio

FLCSX:

2.95

FEQIX:

1.37

Martin Ratio

FLCSX:

13.66

FEQIX:

7.49

Ulcer Index

FLCSX:

1.72%

FEQIX:

1.72%

Daily Std Dev

FLCSX:

12.10%

FEQIX:

10.26%

Max Drawdown

FLCSX:

-65.69%

FEQIX:

-62.07%

Current Drawdown

FLCSX:

-5.01%

FEQIX:

-9.42%

Returns By Period

In the year-to-date period, FLCSX achieves a 21.82% return, which is significantly higher than FEQIX's 10.80% return. Over the past 10 years, FLCSX has outperformed FEQIX with an annualized return of 8.75%, while FEQIX has yielded a comparatively lower 4.57% annualized return.


FLCSX

YTD

21.82%

1M

-2.99%

6M

7.05%

1Y

22.25%

5Y*

11.84%

10Y*

8.75%

FEQIX

YTD

10.80%

1M

-6.75%

6M

1.48%

1Y

11.87%

5Y*

5.84%

10Y*

4.57%

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. FEQIX - Expense Ratio Comparison

FLCSX has a 0.54% expense ratio, which is lower than FEQIX's 0.57% expense ratio.


FEQIX
Fidelity Equity-Income Fund
Expense ratio chart for FEQIX: current value at 0.57% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.57%
Expense ratio chart for FLCSX: current value at 0.54% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.54%

Risk-Adjusted Performance

FLCSX vs. FEQIX - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for FLCSX, currently valued at 1.94, compared to the broader market-1.000.001.002.003.004.001.941.26
The chart of Sortino ratio for FLCSX, currently valued at 2.62, compared to the broader market-2.000.002.004.006.008.0010.002.621.74
The chart of Omega ratio for FLCSX, currently valued at 1.37, compared to the broader market0.501.001.502.002.503.003.501.371.23
The chart of Calmar ratio for FLCSX, currently valued at 2.95, compared to the broader market0.002.004.006.008.0010.0012.0014.002.951.37
The chart of Martin ratio for FLCSX, currently valued at 13.66, compared to the broader market0.0020.0040.0060.0013.667.49
FLCSX
FEQIX

The current FLCSX Sharpe Ratio is 1.94, which is higher than the FEQIX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of FLCSX and FEQIX, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.94
1.26
FLCSX
FEQIX

Dividends

FLCSX vs. FEQIX - Dividend Comparison

FLCSX's dividend yield for the trailing twelve months is around 0.24%, less than FEQIX's 1.25% yield.


TTM20232022202120202019201820172016201520142013
FLCSX
Fidelity Large Cap Stock Fund
0.24%1.07%1.28%1.83%1.84%1.85%2.07%1.14%1.40%6.15%0.94%0.78%
FEQIX
Fidelity Equity-Income Fund
1.25%1.78%1.93%1.55%1.50%1.82%2.73%2.03%2.37%7.35%8.14%2.18%

Drawdowns

FLCSX vs. FEQIX - Drawdown Comparison

The maximum FLCSX drawdown since its inception was -65.69%, which is greater than FEQIX's maximum drawdown of -62.07%. Use the drawdown chart below to compare losses from any high point for FLCSX and FEQIX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.01%
-9.42%
FLCSX
FEQIX

Volatility

FLCSX vs. FEQIX - Volatility Comparison

The current volatility for Fidelity Large Cap Stock Fund (FLCSX) is 3.23%, while Fidelity Equity-Income Fund (FEQIX) has a volatility of 4.09%. This indicates that FLCSX experiences smaller price fluctuations and is considered to be less risky than FEQIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.23%
4.09%
FLCSX
FEQIX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab