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 Index. It was launched on Dec 11, 2009.
Performance
FLCSX vs. SCHG - Performance Comparison
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FLCSX vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLCSX Fidelity Large Cap Stock Fund | -1.90% | 27.49% | 26.31% | 23.51% | -8.02% | 25.80% | 9.05% | 31.59% | -13.62% | 17.86% |
SCHG Schwab U.S. Large-Cap Growth ETF | -9.73% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 36.02% | -1.36% | 28.05% |
Returns By Period
In the year-to-date period, FLCSX achieves a -1.90% return, which is significantly higher than SCHG's -9.73% return. Over the past 10 years, FLCSX has underperformed SCHG with an annualized return of 14.52%, while SCHG has yielded a comparatively higher 16.95% annualized return.
FLCSX
- 1D
- 3.19%
- 1M
- -5.31%
- YTD
- -1.90%
- 6M
- 2.88%
- 1Y
- 27.37%
- 3Y*
- 22.35%
- 5Y*
- 14.72%
- 10Y*
- 14.52%
SCHG
- 1D
- 0.96%
- 1M
- -4.46%
- YTD
- -9.73%
- 6M
- -8.15%
- 1Y
- 17.00%
- 3Y*
- 22.30%
- 5Y*
- 12.76%
- 10Y*
- 16.95%
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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.
Return for Risk
FLCSX vs. SCHG — Risk / Return Rank
FLCSX
SCHG
FLCSX vs. SCHG - Risk-Adjusted Trends 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.
| FLCSX | SCHG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.52 | 0.76 | +0.76 |
Sortino ratioReturn per unit of downside risk | 2.15 | 1.24 | +0.90 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.17 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 2.30 | 1.09 | +1.20 |
Martin ratioReturn relative to average drawdown | 10.51 | 3.71 | +6.81 |
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 | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.52 | 0.76 | +0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.57 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.79 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.79 | -0.31 |
Correlation
The correlation between FLCSX and SCHG is 0.85, 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. SCHG - Dividend Comparison
FLCSX's dividend yield for the trailing twelve months is around 6.62%, more than SCHG's 0.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLCSX Fidelity Large Cap Stock Fund | 6.62% | 6.50% | 4.26% | 2.83% | 3.07% | 4.71% | 3.93% | 5.43% | 7.63% | 3.25% | 3.61% | 4.55% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.43% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
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.
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Drawdown Indicators
| FLCSX | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.67% | -34.59% | -29.08% |
Max Drawdown (1Y)Largest decline over 1 year | -12.34% | -16.41% | +4.07% |
Max Drawdown (5Y)Largest decline over 5 years | -21.69% | -34.59% | +12.90% |
Max Drawdown (10Y)Largest decline over 10 years | -37.11% | -34.59% | -2.52% |
Current DrawdownCurrent decline from peak | -6.66% | -12.51% | +5.85% |
Average DrawdownAverage peak-to-trough decline | -13.89% | -5.22% | -8.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 4.84% | -2.14% |
Volatility
FLCSX vs. SCHG - Volatility Comparison
The current volatility for Fidelity Large Cap Stock Fund (FLCSX) is 5.68%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 6.77%. 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.
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Volatility by Period
| FLCSX | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.68% | 6.77% | -1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 9.92% | 12.54% | -2.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.53% | 22.45% | -3.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.88% | 22.31% | -5.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.67% | 21.51% | -2.84% |