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FLKSX vs. FTSIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLKSX and FTSIX is 0.82, 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

FLKSX vs. FTSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Low-Priced Stock K6 Fund (FLKSX) and Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FLKSX:

0.12

FTSIX:

-0.02

Sortino Ratio

FLKSX:

0.33

FTSIX:

0.15

Omega Ratio

FLKSX:

1.04

FTSIX:

1.02

Calmar Ratio

FLKSX:

0.14

FTSIX:

0.00

Martin Ratio

FLKSX:

0.52

FTSIX:

0.01

Ulcer Index

FLKSX:

4.82%

FTSIX:

7.85%

Daily Std Dev

FLKSX:

17.26%

FTSIX:

19.79%

Max Drawdown

FLKSX:

-36.70%

FTSIX:

-42.12%

Current Drawdown

FLKSX:

-2.81%

FTSIX:

-12.10%

Returns By Period

In the year-to-date period, FLKSX achieves a 3.08% return, which is significantly higher than FTSIX's -4.30% return.


FLKSX

YTD

3.08%

1M

10.24%

6M

-0.88%

1Y

2.01%

5Y*

15.92%

10Y*

N/A

FTSIX

YTD

-4.30%

1M

7.61%

6M

-10.26%

1Y

-0.43%

5Y*

14.65%

10Y*

N/A

*Annualized

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FLKSX vs. FTSIX - Expense Ratio Comparison

FLKSX has a 0.50% expense ratio, which is lower than FTSIX's 2.69% expense ratio.


Risk-Adjusted Performance

FLKSX vs. FTSIX — Risk-Adjusted Performance Rank

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

FLKSX
The Risk-Adjusted Performance Rank of FLKSX is 2727
Overall Rank
The Sharpe Ratio Rank of FLKSX is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of FLKSX is 2727
Sortino Ratio Rank
The Omega Ratio Rank of FLKSX is 2626
Omega Ratio Rank
The Calmar Ratio Rank of FLKSX is 3030
Calmar Ratio Rank
The Martin Ratio Rank of FLKSX is 2929
Martin Ratio Rank

FTSIX
The Risk-Adjusted Performance Rank of FTSIX is 1919
Overall Rank
The Sharpe Ratio Rank of FTSIX is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of FTSIX is 2020
Sortino Ratio Rank
The Omega Ratio Rank of FTSIX is 1919
Omega Ratio Rank
The Calmar Ratio Rank of FTSIX is 1919
Calmar Ratio Rank
The Martin Ratio Rank of FTSIX is 1818
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.

FLKSX vs. FTSIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Low-Priced Stock K6 Fund (FLKSX) and Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX). 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 current FLKSX Sharpe Ratio is 0.12, which is higher than the FTSIX Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of FLKSX and FTSIX, 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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Dividends

FLKSX vs. FTSIX - Dividend Comparison

FLKSX's dividend yield for the trailing twelve months is around 10.77%, more than FTSIX's 0.87% yield.


TTM20242023202220212020201920182017
FLKSX
Fidelity Low-Priced Stock K6 Fund
10.77%11.10%6.70%3.47%5.34%1.47%2.47%2.39%0.63%
FTSIX
Fuller & Thaler Behavioral Small-Mid Core Equity Fund
0.87%0.84%0.86%0.95%0.36%0.35%0.61%0.00%0.00%

Drawdowns

FLKSX vs. FTSIX - Drawdown Comparison

The maximum FLKSX drawdown since its inception was -36.70%, smaller than the maximum FTSIX drawdown of -42.12%. Use the drawdown chart below to compare losses from any high point for FLKSX and FTSIX. For additional features, visit the drawdowns tool.


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Volatility

FLKSX vs. FTSIX - Volatility Comparison

The current volatility for Fidelity Low-Priced Stock K6 Fund (FLKSX) is 4.27%, while Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) has a volatility of 6.38%. This indicates that FLKSX experiences smaller price fluctuations and is considered to be less risky than FTSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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