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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLCSX or IWD.
Key characteristics
| FLCSX | IWD | |
|---|---|---|
| YTD Return | 26.40% | 19.63% |
| 1Y Return | 35.50% | 32.36% |
| 3Y Return (Ann) | 10.57% | 7.50% |
| 5Y Return (Ann) | 13.01% | 10.38% |
| 10Y Return (Ann) | 9.03% | 9.00% |
| Sharpe Ratio | 2.92 | 2.93 |
| Sortino Ratio | 3.85 | 4.14 |
| Omega Ratio | 1.55 | 1.54 |
| Calmar Ratio | 4.47 | 3.77 |
| Martin Ratio | 21.75 | 18.71 |
| Ulcer Index | 1.64% | 1.73% |
| Daily Std Dev | 12.20% | 11.02% |
| Max Drawdown | -65.69% | -60.10% |
| Current Drawdown | -0.58% | -0.74% |
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.
Performance
FLCSX vs. IWD - Performance Comparison
In the year-to-date period, FLCSX achieves a 26.40% return, which is significantly higher than IWD's 19.63% return. Both investments have delivered pretty close results over the past 10 years, with FLCSX having a 9.03% annualized return and IWD not far behind at 9.00%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FLCSX vs. IWD - Expense Ratio Comparison
FLCSX has a 0.54% expense ratio, which is higher than IWD's 0.19% expense ratio.
Risk-Adjusted Performance
FLCSX vs. IWD - Risk-Adjusted Performance 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.
Dividends
FLCSX vs. IWD - Dividend Comparison
FLCSX's dividend yield for the trailing twelve months is around 0.80%, less than IWD's 1.77% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLCSX Fidelity Large Cap Stock Fund | 0.80% | 1.07% | 1.28% | 1.83% | 1.84% | 1.85% | 2.07% | 1.14% | 1.40% | 6.15% | 0.94% | 0.78% |
IWD iShares Russell 1000 Value ETF | 1.77% | 2.02% | 2.15% | 1.62% | 2.05% | 2.45% | 2.71% | 2.09% | 2.25% | 2.47% | 2.00% | 1.95% |
Drawdowns
FLCSX vs. IWD - Drawdown Comparison
The maximum FLCSX drawdown since its inception was -65.69%, 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. For additional features, visit the drawdowns tool.
Volatility
FLCSX vs. IWD - Volatility Comparison
Fidelity Large Cap Stock Fund (FLCSX) and iShares Russell 1000 Value ETF (IWD) have volatilities of 3.76% and 3.74%, 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.