FLCSX vs. IWD
Compare and contrast key facts about Fidelity Large Cap Stock Fund (FLCSX) and iShares Russell 1000 Value ETF (IWD).
FLCSX is managed by Fidelity. It was launched on Jun 22, 1995. IWD is a passively managed fund by iShares that tracks the performance of the Russell 1000 Value Index. It was launched on May 22, 2000.
Performance
FLCSX vs. IWD - Performance Comparison
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FLCSX vs. IWD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLCSX Fidelity Large Cap Stock Fund | -4.93% | 27.49% | 26.31% | 23.51% | -8.02% | 25.80% | 9.05% | 31.59% | -13.62% | 17.86% |
IWD iShares Russell 1000 Value ETF | 1.97% | 15.68% | 14.17% | 11.34% | -7.75% | 24.95% | 2.73% | 26.12% | -8.45% | 13.45% |
Returns By Period
In the year-to-date period, FLCSX achieves a -4.93% return, which is significantly lower than IWD's 1.97% return. Over the past 10 years, FLCSX has outperformed IWD with an annualized return of 14.16%, while IWD has yielded a comparatively lower 10.33% annualized return.
FLCSX
- 1D
- -0.61%
- 1M
- -8.08%
- YTD
- -4.93%
- 6M
- -0.24%
- 1Y
- 24.05%
- 3Y*
- 21.07%
- 5Y*
- 14.30%
- 10Y*
- 14.16%
IWD
- 1D
- 2.03%
- 1M
- -4.89%
- YTD
- 1.97%
- 6M
- 5.86%
- 1Y
- 15.56%
- 3Y*
- 14.10%
- 5Y*
- 9.01%
- 10Y*
- 10.33%
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FLCSX vs. IWD - Expense Ratio Comparison
FLCSX has a 0.54% expense ratio, which is higher than IWD's 0.18% expense ratio.
Return for Risk
FLCSX vs. IWD — Risk / Return Rank
FLCSX
IWD
FLCSX vs. IWD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Large Cap Stock Fund (FLCSX) and iShares Russell 1000 Value ETF (IWD). 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 | IWD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.34 | 0.99 | +0.35 |
Sortino ratioReturn per unit of downside risk | 1.91 | 1.45 | +0.46 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.22 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.79 | 1.42 | +0.37 |
Martin ratioReturn relative to average drawdown | 8.29 | 6.68 | +1.61 |
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 | IWD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | 0.99 | +0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.61 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.60 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.40 | +0.08 |
Correlation
The correlation between FLCSX and IWD is 0.92, 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.
Dividends
FLCSX vs. IWD - Dividend Comparison
FLCSX's dividend yield for the trailing twelve months is around 6.83%, more than IWD's 1.67% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLCSX Fidelity Large Cap Stock Fund | 6.83% | 6.50% | 4.26% | 2.83% | 3.07% | 4.71% | 3.93% | 5.43% | 7.63% | 3.25% | 3.61% | 4.55% |
IWD iShares Russell 1000 Value ETF | 1.67% | 1.69% | 1.87% | 2.02% | 2.15% | 1.62% | 2.05% | 2.45% | 2.71% | 2.09% | 2.25% | 2.47% |
Drawdowns
FLCSX vs. IWD - Drawdown Comparison
The maximum FLCSX drawdown since its inception was -63.67%, which is greater than IWD's maximum drawdown of -60.10%. Use the drawdown chart below to compare losses from any high point for FLCSX and IWD.
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Drawdown Indicators
| FLCSX | IWD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.67% | -60.10% | -3.57% |
Max Drawdown (1Y)Largest decline over 1 year | -12.34% | -11.80% | -0.54% |
Max Drawdown (5Y)Largest decline over 5 years | -21.69% | -19.04% | -2.65% |
Max Drawdown (10Y)Largest decline over 10 years | -37.11% | -38.51% | +1.40% |
Current DrawdownCurrent decline from peak | -9.55% | -4.89% | -4.66% |
Average DrawdownAverage peak-to-trough decline | -13.89% | -8.71% | -5.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 2.50% | +0.16% |
Volatility
FLCSX vs. IWD - Volatility Comparison
Fidelity Large Cap Stock Fund (FLCSX) and iShares Russell 1000 Value ETF (IWD) have volatilities of 4.46% and 4.33%, 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 | IWD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.46% | 4.33% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 9.41% | 8.26% | +1.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.31% | 15.76% | +2.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.82% | 14.80% | +2.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.65% | 17.28% | +1.37% |