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FLPKX vs. VEIRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FLPKXVEIRX
YTD Return13.95%19.38%
1Y Return26.82%24.52%
3Y Return (Ann)7.17%3.91%
5Y Return (Ann)12.31%7.72%
10Y Return (Ann)9.79%6.87%
Sharpe Ratio2.192.23
Sortino Ratio3.052.90
Omega Ratio1.391.43
Calmar Ratio3.712.33
Martin Ratio12.8910.66
Ulcer Index2.17%2.40%
Daily Std Dev12.77%11.51%
Max Drawdown-50.24%-56.75%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.00.9

The correlation between FLPKX and VEIRX is 0.88, 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

FLPKX vs. VEIRX - Performance Comparison

In the year-to-date period, FLPKX achieves a 13.95% return, which is significantly lower than VEIRX's 19.38% return. Over the past 10 years, FLPKX has outperformed VEIRX with an annualized return of 9.79%, while VEIRX has yielded a comparatively lower 6.87% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.61%
10.21%
FLPKX
VEIRX

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FLPKX vs. VEIRX - Expense Ratio Comparison

FLPKX has a 0.74% expense ratio, which is higher than VEIRX's 0.19% expense ratio.


FLPKX
Fidelity Low-Priced Stock Fund Class K
Expense ratio chart for FLPKX: current value at 0.74% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.74%
Expense ratio chart for VEIRX: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Risk-Adjusted Performance

FLPKX vs. VEIRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Low-Priced Stock Fund Class K (FLPKX) and Vanguard Equity Income Fund Admiral Shares (VEIRX). 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.


FLPKX
Sharpe ratio
The chart of Sharpe ratio for FLPKX, currently valued at 2.19, compared to the broader market0.002.004.002.19
Sortino ratio
The chart of Sortino ratio for FLPKX, currently valued at 3.05, compared to the broader market0.005.0010.003.05
Omega ratio
The chart of Omega ratio for FLPKX, currently valued at 1.39, compared to the broader market1.002.003.004.001.39
Calmar ratio
The chart of Calmar ratio for FLPKX, currently valued at 3.71, compared to the broader market0.005.0010.0015.0020.0025.003.71
Martin ratio
The chart of Martin ratio for FLPKX, currently valued at 12.89, compared to the broader market0.0020.0040.0060.0080.00100.0012.89
VEIRX
Sharpe ratio
The chart of Sharpe ratio for VEIRX, currently valued at 2.23, compared to the broader market0.002.004.002.23
Sortino ratio
The chart of Sortino ratio for VEIRX, currently valued at 2.90, compared to the broader market0.005.0010.002.90
Omega ratio
The chart of Omega ratio for VEIRX, currently valued at 1.43, compared to the broader market1.002.003.004.001.43
Calmar ratio
The chart of Calmar ratio for VEIRX, currently valued at 2.33, compared to the broader market0.005.0010.0015.0020.0025.002.33
Martin ratio
The chart of Martin ratio for VEIRX, currently valued at 10.66, compared to the broader market0.0020.0040.0060.0080.00100.0010.66

FLPKX vs. VEIRX - Sharpe Ratio Comparison

The current FLPKX Sharpe Ratio is 2.19, which is comparable to the VEIRX Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of FLPKX and VEIRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
2.19
2.23
FLPKX
VEIRX

Dividends

FLPKX vs. VEIRX - Dividend Comparison

FLPKX's dividend yield for the trailing twelve months is around 2.16%, less than VEIRX's 2.77% yield.


TTM20232022202120202019201820172016201520142013
FLPKX
Fidelity Low-Priced Stock Fund Class K
2.16%2.11%1.28%1.63%1.85%1.86%2.06%1.55%1.30%5.31%7.13%7.66%
VEIRX
Vanguard Equity Income Fund Admiral Shares
2.77%3.03%3.03%2.49%2.70%2.71%3.25%2.54%2.83%3.05%2.78%2.60%

Drawdowns

FLPKX vs. VEIRX - Drawdown Comparison

The maximum FLPKX drawdown since its inception was -50.24%, smaller than the maximum VEIRX drawdown of -56.75%. Use the drawdown chart below to compare losses from any high point for FLPKX and VEIRX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
FLPKX
VEIRX

Volatility

FLPKX vs. VEIRX - Volatility Comparison

Fidelity Low-Priced Stock Fund Class K (FLPKX) has a higher volatility of 4.09% compared to Vanguard Equity Income Fund Admiral Shares (VEIRX) at 3.56%. This indicates that FLPKX's price experiences larger fluctuations and is considered to be riskier than VEIRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.09%
3.56%
FLPKX
VEIRX