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

Correlation

The correlation between FLPKX and VOO 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.


-0.50.00.51.0
Correlation: 0.8

Performance

FLPKX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Low-Priced Stock Fund Class K (FLPKX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-20.00%-15.00%-10.00%-5.00%0.00%5.00%NovemberDecember2025FebruaryMarchApril
-19.13%
-13.69%
FLPKX
VOO

Key characteristics

Sharpe Ratio

FLPKX:

-1.33

VOO:

-0.18

Sortino Ratio

FLPKX:

-1.67

VOO:

-0.13

Omega Ratio

FLPKX:

0.76

VOO:

0.98

Calmar Ratio

FLPKX:

-0.64

VOO:

-0.15

Martin Ratio

FLPKX:

-2.29

VOO:

-0.78

Ulcer Index

FLPKX:

10.04%

VOO:

3.68%

Daily Std Dev

FLPKX:

17.28%

VOO:

15.77%

Max Drawdown

FLPKX:

-50.24%

VOO:

-33.99%

Current Drawdown

FLPKX:

-36.11%

VOO:

-18.69%

Returns By Period

In the year-to-date period, FLPKX achieves a -12.54% return, which is significantly higher than VOO's -14.94% return. Over the past 10 years, FLPKX has underperformed VOO with an annualized return of -1.78%, while VOO has yielded a comparatively higher 10.99% annualized return.


FLPKX

YTD

-12.54%

1M

-12.47%

6M

-18.29%

1Y

-23.18%

5Y*

0.06%

10Y*

-1.78%

VOO

YTD

-14.94%

1M

-13.44%

6M

-12.73%

1Y

-2.90%

5Y*

14.09%

10Y*

10.99%

*Annualized

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FLPKX vs. VOO - Expense Ratio Comparison

FLPKX has a 0.74% expense ratio, which is higher than VOO's 0.03% expense ratio.


Expense ratio chart for FLPKX: current value is 0.74%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FLPKX: 0.74%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

FLPKX vs. VOO — Risk-Adjusted Performance Rank

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

FLPKX
The Risk-Adjusted Performance Rank of FLPKX is 22
Overall Rank
The Sharpe Ratio Rank of FLPKX is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of FLPKX is 00
Sortino Ratio Rank
The Omega Ratio Rank of FLPKX is 11
Omega Ratio Rank
The Calmar Ratio Rank of FLPKX is 44
Calmar Ratio Rank
The Martin Ratio Rank of FLPKX is 44
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 4242
Overall Rank
The Sharpe Ratio Rank of VOO is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 4242
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 4242
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 4343
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 4040
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.

FLPKX vs. VOO - 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 S&P 500 ETF (VOO). 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 chart of Sharpe ratio for FLPKX, currently valued at -1.33, compared to the broader market-1.000.001.002.003.00
FLPKX: -1.33
VOO: -0.18
The chart of Sortino ratio for FLPKX, currently valued at -1.67, compared to the broader market-2.000.002.004.006.008.00
FLPKX: -1.67
VOO: -0.13
The chart of Omega ratio for FLPKX, currently valued at 0.76, compared to the broader market0.501.001.502.002.503.00
FLPKX: 0.76
VOO: 0.98
The chart of Calmar ratio for FLPKX, currently valued at -0.64, compared to the broader market0.002.004.006.008.0010.0012.00
FLPKX: -0.64
VOO: -0.15
The chart of Martin ratio for FLPKX, currently valued at -2.29, compared to the broader market0.0010.0020.0030.0040.0050.0060.00
FLPKX: -2.29
VOO: -0.78

The current FLPKX Sharpe Ratio is -1.33, which is lower than the VOO Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of FLPKX and VOO, 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 Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-1.33
-0.18
FLPKX
VOO

Dividends

FLPKX vs. VOO - Dividend Comparison

FLPKX's dividend yield for the trailing twelve months is around 2.49%, more than VOO's 1.53% yield.


TTM20242023202220212020201920182017201620152014
FLPKX
Fidelity Low-Priced Stock Fund Class K
2.49%2.18%2.11%1.28%1.63%1.85%1.86%2.06%1.55%1.30%5.31%7.13%
VOO
Vanguard S&P 500 ETF
1.53%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

FLPKX vs. VOO - Drawdown Comparison

The maximum FLPKX drawdown since its inception was -50.24%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FLPKX and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-36.11%
-18.69%
FLPKX
VOO

Volatility

FLPKX vs. VOO - Volatility Comparison

The current volatility for Fidelity Low-Priced Stock Fund Class K (FLPKX) is 8.22%, while Vanguard S&P 500 ETF (VOO) has a volatility of 8.84%. This indicates that FLPKX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
8.22%
8.84%
FLPKX
VOO