FLCSX vs. SCHG
Compare and contrast key facts about Fidelity Large Cap Stock Fund (FLCSX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
FLCSX is managed by Fidelity. It was launched on Jun 22, 1995. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index. It was launched on Dec 11, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLCSX or SCHG.
Key characteristics
| FLCSX | SCHG | |
|---|---|---|
| YTD Return | 27.14% | 34.56% |
| 1Y Return | 36.38% | 44.80% |
| 3Y Return (Ann) | 10.80% | 11.31% |
| 5Y Return (Ann) | 13.13% | 21.01% |
| 10Y Return (Ann) | 9.10% | 16.83% |
| Sharpe Ratio | 3.12 | 2.80 |
| Sortino Ratio | 4.10 | 3.58 |
| Omega Ratio | 1.59 | 1.51 |
| Calmar Ratio | 4.81 | 3.87 |
| Martin Ratio | 23.39 | 15.40 |
| Ulcer Index | 1.64% | 3.10% |
| Daily Std Dev | 12.21% | 16.96% |
| Max Drawdown | -65.69% | -34.59% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between FLCSX and SCHG is 0.84, 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. SCHG - Performance Comparison
In the year-to-date period, FLCSX achieves a 27.14% return, which is significantly lower than SCHG's 34.56% return. Over the past 10 years, FLCSX has underperformed SCHG with an annualized return of 9.10%, while SCHG has yielded a comparatively higher 16.83% annualized return. 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. SCHG - Expense Ratio Comparison
FLCSX has a 0.54% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Risk-Adjusted Performance
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.
Dividends
FLCSX vs. SCHG - Dividend Comparison
FLCSX's dividend yield for the trailing twelve months is around 0.79%, more than SCHG's 0.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLCSX Fidelity Large Cap Stock Fund | 0.79% | 1.07% | 1.28% | 1.83% | 1.84% | 1.85% | 2.07% | 1.14% | 1.40% | 6.15% | 0.94% | 0.78% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
Drawdowns
FLCSX vs. SCHG - Drawdown Comparison
The maximum FLCSX drawdown since its inception was -65.69%, 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.
Volatility
FLCSX vs. SCHG - Volatility Comparison
The current volatility for Fidelity Large Cap Stock Fund (FLCSX) is 3.75%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.35%. 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.