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FLGEX vs. VONG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLGEX and VONG 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.


-0.50.00.51.00.9

Performance

FLGEX vs. VONG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Large Cap Growth Enhanced Index Fund (FLGEX) and Vanguard Russell 1000 Growth ETF (VONG). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember20250
16.04%
FLGEX
VONG

Key characteristics

Returns By Period


FLGEX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VONG

YTD

0.56%

1M

-1.54%

6M

14.41%

1Y

28.88%

5Y*

18.21%

10Y*

16.98%

*Annualized

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FLGEX vs. VONG - Expense Ratio Comparison

FLGEX has a 0.39% expense ratio, which is higher than VONG's 0.08% expense ratio.


FLGEX
Fidelity Large Cap Growth Enhanced Index Fund
Expense ratio chart for FLGEX: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
Expense ratio chart for VONG: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

FLGEX vs. VONG — Risk-Adjusted Performance Rank

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

FLGEX

VONG
The Risk-Adjusted Performance Rank of VONG is 6868
Overall Rank
The Sharpe Ratio Rank of VONG is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of VONG is 6565
Sortino Ratio Rank
The Omega Ratio Rank of VONG is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VONG is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VONG is 6969
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.

FLGEX vs. VONG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Large Cap Growth Enhanced Index Fund (FLGEX) and Vanguard Russell 1000 Growth ETF (VONG). 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.


Sharpe ratio
No data
The chart of Calmar ratio for FLGEX, currently valued at 0.00, compared to the broader market0.005.0010.0015.0020.000.002.20
FLGEX
VONG


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-1.00
1.62
FLGEX
VONG

Dividends

FLGEX vs. VONG - Dividend Comparison

FLGEX has not paid dividends to shareholders, while VONG's dividend yield for the trailing twelve months is around 0.55%.


TTM20242023202220212020201920182017201620152014
FLGEX
Fidelity Large Cap Growth Enhanced Index Fund
0.00%0.00%0.50%0.61%14.40%4.74%3.18%8.29%4.54%1.01%3.07%9.05%
VONG
Vanguard Russell 1000 Growth ETF
0.55%0.55%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%

Drawdowns

FLGEX vs. VONG - Drawdown Comparison


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-4.28%
-3.53%
FLGEX
VONG

Volatility

FLGEX vs. VONG - Volatility Comparison

The current volatility for Fidelity Large Cap Growth Enhanced Index Fund (FLGEX) is 0.00%, while Vanguard Russell 1000 Growth ETF (VONG) has a volatility of 6.08%. This indicates that FLGEX experiences smaller price fluctuations and is considered to be less risky than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember20250
6.08%
FLGEX
VONG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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