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FLCSX vs. MMUFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLCSX vs. MMUFX - Performance Comparison

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

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FLCSX vs. MMUFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
MMUFX
MFS Utilities Fund
8.46%14.32%11.38%-2.28%0.35%13.86%6.04%24.91%0.85%14.69%

Returns By Period

In the year-to-date period, FLCSX achieves a -4.93% return, which is significantly lower than MMUFX's 8.46% return. Over the past 10 years, FLCSX has outperformed MMUFX with an annualized return of 14.16%, while MMUFX has yielded a comparatively lower 9.36% 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%

MMUFX

1D
1.02%
1M
-3.91%
YTD
8.46%
6M
9.30%
1Y
23.11%
3Y*
10.68%
5Y*
8.77%
10Y*
9.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLCSX vs. MMUFX - Expense Ratio Comparison

FLCSX has a 0.54% expense ratio, which is lower than MMUFX's 0.99% expense ratio.


Return for Risk

FLCSX vs. MMUFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FLCSX
FLCSX Risk / Return Rank: 7979
Overall Rank
FLCSX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FLCSX Sortino Ratio Rank: 7777
Sortino Ratio Rank
FLCSX Omega Ratio Rank: 8080
Omega Ratio Rank
FLCSX Calmar Ratio Rank: 7777
Calmar Ratio Rank
FLCSX Martin Ratio Rank: 8383
Martin Ratio Rank

MMUFX
MMUFX Risk / Return Rank: 8383
Overall Rank
MMUFX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
MMUFX Sortino Ratio Rank: 8080
Sortino Ratio Rank
MMUFX Omega Ratio Rank: 7676
Omega Ratio Rank
MMUFX Calmar Ratio Rank: 9494
Calmar Ratio Rank
MMUFX Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FLCSX vs. MMUFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Large Cap Stock Fund (FLCSX) and MFS Utilities Fund (MMUFX). 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.


FLCSXMMUFXDifference

Sharpe ratio

Return per unit of total volatility

1.34

1.55

-0.21

Sortino ratio

Return per unit of downside risk

1.91

2.04

-0.13

Omega ratio

Gain probability vs. loss probability

1.31

1.29

+0.02

Calmar ratio

Return relative to maximum drawdown

1.79

3.07

-1.29

Martin ratio

Return relative to average drawdown

8.29

8.31

-0.02

FLCSX vs. MMUFX - Sharpe Ratio Comparison

The current FLCSX Sharpe Ratio is 1.34, which is comparable to the MMUFX Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of FLCSX and MMUFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FLCSXMMUFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

1.55

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.57

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.57

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.64

-0.16

Correlation

The correlation between FLCSX and MMUFX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FLCSX vs. MMUFX - Dividend Comparison

FLCSX's dividend yield for the trailing twelve months is around 6.83%, more than MMUFX's 3.53% yield.


TTM20252024202320222021202020192018201720162015
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%
MMUFX
MFS Utilities Fund
3.53%3.83%3.72%5.82%8.68%5.61%5.80%6.85%4.29%2.67%3.72%9.09%

Drawdowns

FLCSX vs. MMUFX - Drawdown Comparison

The maximum FLCSX drawdown since its inception was -63.67%, which is greater than MMUFX's maximum drawdown of -56.03%. Use the drawdown chart below to compare losses from any high point for FLCSX and MMUFX.


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Drawdown Indicators


FLCSXMMUFXDifference

Max Drawdown

Largest peak-to-trough decline

-63.67%

-56.03%

-7.64%

Max Drawdown (1Y)

Largest decline over 1 year

-12.34%

-8.06%

-4.28%

Max Drawdown (5Y)

Largest decline over 5 years

-21.69%

-21.64%

-0.05%

Max Drawdown (10Y)

Largest decline over 10 years

-37.11%

-35.82%

-1.29%

Current Drawdown

Current decline from peak

-9.55%

-3.91%

-5.64%

Average Drawdown

Average peak-to-trough decline

-13.89%

-8.78%

-5.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

2.98%

-0.32%

Volatility

FLCSX vs. MMUFX - Volatility Comparison

The current volatility for Fidelity Large Cap Stock Fund (FLCSX) is 4.46%, while MFS Utilities Fund (MMUFX) has a volatility of 5.34%. This indicates that FLCSX experiences smaller price fluctuations and is considered to be less risky than MMUFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLCSXMMUFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.46%

5.34%

-0.88%

Volatility (6M)

Calculated over the trailing 6-month period

9.41%

10.11%

-0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

18.31%

15.46%

+2.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.82%

15.58%

+1.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.65%

16.54%

+2.11%