FLCSX vs. FTRIX
FLCSX (Fidelity Large Cap Stock Fund) and FTRIX (Fidelity Advisor Mega Cap Stock Fund Class I) are both mutual funds - FLCSX is a Large Cap Value Equities fund managed by Fidelity, while FTRIX is a Large Cap Blend Equities fund managed by Fidelity. Over the past 10 years, FLCSX returned 15.21%/yr vs 16.43%/yr for FTRIX. With a 0.98 correlation, they move nearly in lockstep. FLCSX charges 0.54%/yr vs 0.65%/yr for FTRIX.
Performance
FLCSX vs. FTRIX - Performance Comparison
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Returns By Period
In the year-to-date period, FLCSX achieves a 8.78% return, which is significantly lower than FTRIX's 9.37% return. Over the past 10 years, FLCSX has underperformed FTRIX with an annualized return of 15.21%, while FTRIX has yielded a comparatively higher 16.43% annualized return.
FLCSX
- 1D
- -0.88%
- 1M
- 1.52%
- YTD
- 8.78%
- 6M
- 10.32%
- 1Y
- 29.45%
- 3Y*
- 25.07%
- 5Y*
- 15.62%
- 10Y*
- 15.21%
FTRIX
- 1D
- -1.01%
- 1M
- 1.54%
- YTD
- 9.37%
- 6M
- 11.06%
- 1Y
- 29.81%
- 3Y*
- 25.16%
- 5Y*
- 15.93%
- 10Y*
- 16.43%
FLCSX vs. FTRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLCSX Fidelity Large Cap Stock Fund | 8.78% | 27.49% | 26.31% | 23.51% | -8.02% | 25.80% | 9.05% | 31.59% | -13.62% | 17.86% |
FTRIX Fidelity Advisor Mega Cap Stock Fund Class I | 9.37% | 26.92% | 26.00% | 26.46% | -9.00% | 26.26% | 12.96% | 31.06% | -7.43% | 17.82% |
Correlation
The correlation between FLCSX and FTRIX is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.99 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.99 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Feb 8, 2008 | 0.98 |
The correlation between FLCSX and FTRIX has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.
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Return for Risk
FLCSX vs. FTRIX — Risk / Return Rank
FLCSX
FTRIX
FLCSX vs. FTRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Large Cap Stock Fund (FLCSX) and Fidelity Advisor Mega Cap Stock Fund Class I (FTRIX). 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.
| FLCSX | FTRIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.46 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.12 | 3.35 | -0.23 |
| Martin ratioReturn relative to average drawdown | 14.24 | 15.22 | -0.98 |
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
| FLCSX | FTRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.44 | 2.51 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.96 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.91 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.60 | -0.10 |
Drawdowns
FLCSX vs. FTRIX - Drawdown Comparison
The maximum FLCSX drawdown since its inception was -63.67%, which is greater than FTRIX's maximum drawdown of -52.46%. Use the drawdown chart below to compare losses from any high point for FLCSX and FTRIX.
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Drawdown Indicators
| FLCSX | FTRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.67% | -52.46% | -11.21% |
Max Drawdown (1Y)Largest decline over 1 year | -9.55% | -9.01% | -0.54% |
Max Drawdown (3Y)Largest decline over 3 years | -18.82% | -18.49% | -0.33% |
Max Drawdown (5Y)Largest decline over 5 years | -21.69% | -23.31% | +1.62% |
Max Drawdown (10Y)Largest decline over 10 years | -37.11% | -35.22% | -1.89% |
Current DrawdownCurrent decline from peak | -1.13% | -1.33% | +0.20% |
Average DrawdownAverage peak-to-trough decline | -13.82% | -6.54% | -7.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.08% | 1.98% | +0.10% |
Volatility
FLCSX vs. FTRIX - Volatility Comparison
Fidelity Large Cap Stock Fund (FLCSX) and Fidelity Advisor Mega Cap Stock Fund Class I (FTRIX) have volatilities of 2.94% and 2.87%, 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.
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Volatility by Period
| FLCSX | FTRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.94% | 2.87% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 9.32% | 9.08% | +0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.22% | 12.03% | +0.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.85% | 16.70% | +0.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.66% | 18.12% | +0.54% |
FLCSX vs. FTRIX - Expense Ratio Comparison
FLCSX has a 0.54% expense ratio, which is lower than FTRIX's 0.65% expense ratio.
Dividends
FLCSX vs. FTRIX - Dividend Comparison
FLCSX's dividend yield for the trailing twelve months is around 5.97%, more than FTRIX's 3.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLCSX Fidelity Large Cap Stock Fund | 5.97% | 6.50% | 4.26% | 2.83% | 3.07% | 4.71% | 3.93% | 5.43% | 7.63% | 3.25% | 3.61% | 4.55% |
FTRIX Fidelity Advisor Mega Cap Stock Fund Class I | 3.57% | 3.91% | 2.68% | 2.09% | 4.38% | 4.75% | 8.02% | 12.76% | 21.72% | 16.33% | 1.96% | 4.15% |
Frequently Asked Questions
With a correlation of 0.99, FLCSX and FTRIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
FLCSX has higher volatility (2.94%) compared to FTRIX (2.87%). In terms of maximum drawdown, FLCSX dropped -63.67% vs FTRIX's -52.46%.
FTRIX currently has the higher Sharpe Ratio (2.51 vs 2.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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