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FLCSX vs. FMCSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLCSX and FMCSX 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. FMCSX - Performance Comparison

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

500.00%600.00%700.00%800.00%900.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
618.09%
907.22%
FLCSX
FMCSX

Key characteristics

Sharpe Ratio

FLCSX:

1.94

FMCSX:

0.48

Sortino Ratio

FLCSX:

2.62

FMCSX:

0.71

Omega Ratio

FLCSX:

1.37

FMCSX:

1.10

Calmar Ratio

FLCSX:

2.95

FMCSX:

0.63

Martin Ratio

FLCSX:

13.66

FMCSX:

1.73

Ulcer Index

FLCSX:

1.72%

FMCSX:

4.27%

Daily Std Dev

FLCSX:

12.10%

FMCSX:

15.44%

Max Drawdown

FLCSX:

-65.69%

FMCSX:

-62.17%

Current Drawdown

FLCSX:

-5.01%

FMCSX:

-9.65%

Returns By Period

In the year-to-date period, FLCSX achieves a 21.82% return, which is significantly higher than FMCSX's 5.61% return. Over the past 10 years, FLCSX has outperformed FMCSX with an annualized return of 8.75%, while FMCSX has yielded a comparatively lower 2.63% annualized return.


FLCSX

YTD

21.82%

1M

-2.99%

6M

7.05%

1Y

22.25%

5Y*

11.84%

10Y*

8.75%

FMCSX

YTD

5.61%

1M

-5.93%

6M

7.18%

1Y

6.11%

5Y*

4.50%

10Y*

2.63%

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. FMCSX - Expense Ratio Comparison

FLCSX has a 0.54% expense ratio, which is lower than FMCSX's 0.85% expense ratio.


FMCSX
Fidelity Mid-Cap Stock Fund
Expense ratio chart for FMCSX: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
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. FMCSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Large Cap Stock Fund (FLCSX) and Fidelity Mid-Cap Stock Fund (FMCSX). 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-1.000.001.002.003.004.001.940.48
The chart of Sortino ratio for FLCSX, currently valued at 2.62, compared to the broader market-2.000.002.004.006.008.0010.002.620.71
The chart of Omega ratio for FLCSX, currently valued at 1.37, compared to the broader market0.501.001.502.002.503.003.501.371.10
The chart of Calmar ratio for FLCSX, currently valued at 2.95, compared to the broader market0.002.004.006.008.0010.0012.0014.002.950.63
The chart of Martin ratio for FLCSX, currently valued at 13.66, compared to the broader market0.0020.0040.0060.0013.661.73
FLCSX
FMCSX

The current FLCSX Sharpe Ratio is 1.94, which is higher than the FMCSX Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of FLCSX and FMCSX, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.94
0.48
FLCSX
FMCSX

Dividends

FLCSX vs. FMCSX - Dividend Comparison

FLCSX's dividend yield for the trailing twelve months is around 0.24%, more than FMCSX's 0.22% 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%
FMCSX
Fidelity Mid-Cap Stock Fund
0.22%0.92%0.73%1.15%1.14%0.98%0.94%0.57%0.77%9.86%10.28%3.30%

Drawdowns

FLCSX vs. FMCSX - Drawdown Comparison

The maximum FLCSX drawdown since its inception was -65.69%, which is greater than FMCSX's maximum drawdown of -62.17%. Use the drawdown chart below to compare losses from any high point for FLCSX and FMCSX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.01%
-9.65%
FLCSX
FMCSX

Volatility

FLCSX vs. FMCSX - Volatility Comparison

The current volatility for Fidelity Large Cap Stock Fund (FLCSX) is 3.23%, while Fidelity Mid-Cap Stock Fund (FMCSX) has a volatility of 5.47%. This indicates that FLCSX experiences smaller price fluctuations and is considered to be less risky than FMCSX 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%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
3.23%
5.47%
FLCSX
FMCSX
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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.

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