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

Correlation

The correlation between FLCSX and SCHG is 0.94, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

FLCSX vs. SCHG - Performance Comparison

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

500.00%600.00%700.00%800.00%900.00%1,000.00%NovemberDecember2025FebruaryMarchApril
565.99%
815.51%
FLCSX
SCHG

Key characteristics

Sharpe Ratio

FLCSX:

0.54

SCHG:

0.55

Sortino Ratio

FLCSX:

0.88

SCHG:

0.92

Omega Ratio

FLCSX:

1.13

SCHG:

1.13

Calmar Ratio

FLCSX:

0.56

SCHG:

0.58

Martin Ratio

FLCSX:

2.33

SCHG:

2.06

Ulcer Index

FLCSX:

4.55%

SCHG:

6.62%

Daily Std Dev

FLCSX:

19.56%

SCHG:

25.04%

Max Drawdown

FLCSX:

-63.67%

SCHG:

-34.59%

Current Drawdown

FLCSX:

-9.01%

SCHG:

-13.04%

Returns By Period

In the year-to-date period, FLCSX achieves a -3.12% return, which is significantly higher than SCHG's -9.20% return. Over the past 10 years, FLCSX has underperformed SCHG with an annualized return of 11.27%, while SCHG has yielded a comparatively higher 14.92% annualized return.


FLCSX

YTD

-3.12%

1M

-3.10%

6M

-2.40%

1Y

11.28%

5Y*

18.98%

10Y*

11.27%

SCHG

YTD

-9.20%

1M

-2.17%

6M

-4.69%

1Y

14.30%

5Y*

18.55%

10Y*

14.92%

*Annualized

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FLCSX vs. SCHG - Expense Ratio Comparison

FLCSX has a 0.54% expense ratio, which is higher than SCHG's 0.04% expense ratio.


Expense ratio chart for FLCSX: current value is 0.54%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FLCSX: 0.54%
Expense ratio chart for SCHG: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHG: 0.04%

Risk-Adjusted Performance

FLCSX vs. SCHG — Risk-Adjusted Performance Rank

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

FLCSX
The Risk-Adjusted Performance Rank of FLCSX is 6262
Overall Rank
The Sharpe Ratio Rank of FLCSX is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of FLCSX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of FLCSX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of FLCSX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of FLCSX is 6363
Martin Ratio Rank

SCHG
The Risk-Adjusted Performance Rank of SCHG is 6262
Overall Rank
The Sharpe Ratio Rank of SCHG is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHG is 6262
Sortino Ratio Rank
The Omega Ratio Rank of SCHG is 6161
Omega Ratio Rank
The Calmar Ratio Rank of SCHG is 6666
Calmar Ratio Rank
The Martin Ratio Rank of SCHG is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FLCSX vs. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Large Cap Stock Fund (FLCSX) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.


The chart of Sharpe ratio for FLCSX, currently valued at 0.54, compared to the broader market-1.000.001.002.003.00
FLCSX: 0.54
SCHG: 0.55
The chart of Sortino ratio for FLCSX, currently valued at 0.88, compared to the broader market-2.000.002.004.006.008.00
FLCSX: 0.88
SCHG: 0.92
The chart of Omega ratio for FLCSX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.00
FLCSX: 1.13
SCHG: 1.13
The chart of Calmar ratio for FLCSX, currently valued at 0.56, compared to the broader market0.002.004.006.008.0010.00
FLCSX: 0.56
SCHG: 0.58
The chart of Martin ratio for FLCSX, currently valued at 2.33, compared to the broader market0.0010.0020.0030.0040.0050.00
FLCSX: 2.33
SCHG: 2.06

The current FLCSX Sharpe Ratio is 0.54, which is comparable to the SCHG Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of FLCSX and SCHG, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.54
0.55
FLCSX
SCHG

Dividends

FLCSX vs. SCHG - Dividend Comparison

FLCSX's dividend yield for the trailing twelve months is around 4.39%, more than SCHG's 0.45% yield.


TTM20242023202220212020201920182017201620152014
FLCSX
Fidelity Large Cap Stock Fund
4.39%4.26%2.83%3.07%4.71%3.93%5.43%13.75%3.48%3.61%4.93%6.04%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.45%0.39%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%

Drawdowns

FLCSX vs. SCHG - Drawdown Comparison

The maximum FLCSX drawdown since its inception was -63.67%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for FLCSX and SCHG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.01%
-13.04%
FLCSX
SCHG

Volatility

FLCSX vs. SCHG - Volatility Comparison

The current volatility for Fidelity Large Cap Stock Fund (FLCSX) is 14.41%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 16.60%. This indicates that FLCSX experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
14.41%
16.60%
FLCSX
SCHG