FLOWX vs. VENAX
Compare and contrast key facts about Fidelity Water Sustainability Fund (FLOWX) and Vanguard Energy Index Fund Admiral Shares (VENAX).
FLOWX is managed by Fidelity. It was launched on Apr 21, 2020. VENAX is managed by Vanguard. It was launched on Oct 7, 2004.
Performance
FLOWX vs. VENAX - Performance Comparison
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FLOWX vs. VENAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FLOWX Fidelity Water Sustainability Fund | -0.36% | 18.02% | 8.78% | 18.58% | -19.94% | 28.52% | 35.89% |
VENAX Vanguard Energy Index Fund Admiral Shares | 39.76% | 7.29% | 6.57% | 0.05% | 62.94% | 55.57% | 32.13% |
Returns By Period
In the year-to-date period, FLOWX achieves a -0.36% return, which is significantly lower than VENAX's 39.76% return.
FLOWX
- 1D
- 0.10%
- 1M
- -10.56%
- YTD
- -0.36%
- 6M
- 0.59%
- 1Y
- 17.74%
- 3Y*
- 12.88%
- 5Y*
- 8.51%
- 10Y*
- —
VENAX
- 1D
- -1.12%
- 1M
- 11.69%
- YTD
- 39.76%
- 6M
- 41.02%
- 1Y
- 39.10%
- 3Y*
- 18.90%
- 5Y*
- 25.11%
- 10Y*
- 11.29%
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FLOWX vs. VENAX - Expense Ratio Comparison
FLOWX has a 1.00% expense ratio, which is higher than VENAX's 0.10% expense ratio.
Return for Risk
FLOWX vs. VENAX — Risk / Return Rank
FLOWX
VENAX
FLOWX vs. VENAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Water Sustainability Fund (FLOWX) and Vanguard Energy Index Fund Admiral Shares (VENAX). 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.
| FLOWX | VENAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 1.63 | -0.52 |
Sortino ratioReturn per unit of downside risk | 1.65 | 2.05 | -0.40 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.31 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.46 | 2.09 | -0.62 |
Martin ratioReturn relative to average drawdown | 5.54 | 5.98 | -0.44 |
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
| FLOWX | VENAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 1.63 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.95 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.38 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.29 | +0.46 |
Correlation
The correlation between FLOWX and VENAX is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
FLOWX vs. VENAX - Dividend Comparison
FLOWX's dividend yield for the trailing twelve months is around 2.94%, more than VENAX's 2.25% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLOWX Fidelity Water Sustainability Fund | 2.94% | 2.93% | 2.51% | 0.42% | 0.08% | 1.41% | 1.49% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VENAX Vanguard Energy Index Fund Admiral Shares | 2.25% | 3.10% | 3.24% | 3.34% | 3.65% | 3.80% | 4.76% | 3.41% | 3.35% | 2.90% | 2.31% | 3.17% |
Drawdowns
FLOWX vs. VENAX - Drawdown Comparison
The maximum FLOWX drawdown since its inception was -30.63%, smaller than the maximum VENAX drawdown of -74.42%. Use the drawdown chart below to compare losses from any high point for FLOWX and VENAX.
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Drawdown Indicators
| FLOWX | VENAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.63% | -74.42% | +43.79% |
Max Drawdown (1Y)Largest decline over 1 year | -11.27% | -19.04% | +7.77% |
Max Drawdown (5Y)Largest decline over 5 years | -30.63% | -26.59% | -4.04% |
Max Drawdown (10Y)Largest decline over 10 years | — | -69.58% | — |
Current DrawdownCurrent decline from peak | -10.72% | -1.12% | -9.60% |
Average DrawdownAverage peak-to-trough decline | -7.36% | -20.09% | +12.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 6.64% | -3.66% |
Volatility
FLOWX vs. VENAX - Volatility Comparison
Fidelity Water Sustainability Fund (FLOWX) and Vanguard Energy Index Fund Admiral Shares (VENAX) have volatilities of 5.21% and 5.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLOWX | VENAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.21% | 5.01% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 9.44% | 13.94% | -4.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.04% | 24.99% | -8.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.74% | 26.55% | -8.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.15% | 30.17% | -12.02% |