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

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.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.81%
13.23%
FLPKX
VOO

Returns By Period

In the year-to-date period, FLPKX achieves a 12.66% return, which is significantly lower than VOO's 26.58% return. Over the past 10 years, FLPKX has underperformed VOO with an annualized return of 9.49%, while VOO has yielded a comparatively higher 13.22% annualized return.


FLPKX

YTD

12.66%

1M

2.56%

6M

3.81%

1Y

21.17%

5Y (annualized)

11.81%

10Y (annualized)

9.49%

VOO

YTD

26.58%

1M

3.05%

6M

13.23%

1Y

32.77%

5Y (annualized)

15.74%

10Y (annualized)

13.22%

Key characteristics


FLPKXVOO
Sharpe Ratio1.682.69
Sortino Ratio2.353.59
Omega Ratio1.301.50
Calmar Ratio2.813.88
Martin Ratio9.5517.58
Ulcer Index2.22%1.86%
Daily Std Dev12.61%12.19%
Max Drawdown-50.24%-33.99%
Current Drawdown-1.13%-0.53%

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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.


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 VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Correlation

-0.50.00.51.00.9

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.

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for FLPKX, currently valued at 1.68, compared to the broader market-1.000.001.002.003.004.005.001.682.69
The chart of Sortino ratio for FLPKX, currently valued at 2.35, compared to the broader market0.005.0010.002.353.59
The chart of Omega ratio for FLPKX, currently valued at 1.30, compared to the broader market1.002.003.004.001.301.50
The chart of Calmar ratio for FLPKX, currently valued at 2.81, compared to the broader market0.005.0010.0015.0020.002.813.88
The chart of Martin ratio for FLPKX, currently valued at 9.55, compared to the broader market0.0020.0040.0060.0080.00100.009.5517.58
FLPKX
VOO

The current FLPKX Sharpe Ratio is 1.68, which is lower than the VOO Sharpe Ratio of 2.69. 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.68
2.69
FLPKX
VOO

Dividends

FLPKX vs. VOO - Dividend Comparison

FLPKX's dividend yield for the trailing twelve months is around 2.18%, more than VOO's 1.24% yield.


TTM20232022202120202019201820172016201520142013
FLPKX
Fidelity Low-Priced Stock Fund Class K
2.18%2.11%1.28%1.63%1.85%1.86%2.06%1.55%1.30%5.31%7.13%7.66%
VOO
Vanguard S&P 500 ETF
1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.13%
-0.53%
FLPKX
VOO

Volatility

FLPKX vs. VOO - Volatility Comparison

Fidelity Low-Priced Stock Fund Class K (FLPKX) has a higher volatility of 4.19% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that FLPKX's price experiences larger fluctuations and is considered to be riskier than VOO 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
4.19%
3.99%
FLPKX
VOO