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

Key characteristics


FLPKXVOO
YTD Return13.95%27.26%
1Y Return26.82%37.86%
3Y Return (Ann)7.17%10.35%
5Y Return (Ann)12.31%16.03%
10Y Return (Ann)9.79%13.45%
Sharpe Ratio2.193.25
Sortino Ratio3.054.31
Omega Ratio1.391.61
Calmar Ratio3.714.74
Martin Ratio12.8921.63
Ulcer Index2.17%1.85%
Daily Std Dev12.77%12.25%
Max Drawdown-50.24%-33.99%
Current Drawdown0.00%0.00%

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.

Performance

FLPKX vs. VOO - Performance Comparison

In the year-to-date period, FLPKX achieves a 13.95% return, which is significantly lower than VOO's 27.26% return. Over the past 10 years, FLPKX has underperformed VOO with an annualized return of 9.79%, while VOO has yielded a comparatively higher 13.45% 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%15.00%JuneJulyAugustSeptemberOctoberNovember
4.61%
15.18%
FLPKX
VOO

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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%

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.


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
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 3.25, compared to the broader market0.002.004.003.25
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 4.31, compared to the broader market0.005.0010.004.31
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.61, compared to the broader market1.002.003.004.001.61
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 4.74, compared to the broader market0.005.0010.0015.0020.0025.004.74
Martin ratio
The chart of Martin ratio for VOO, currently valued at 21.63, compared to the broader market0.0020.0040.0060.0080.00100.0021.63

FLPKX vs. VOO - Sharpe Ratio Comparison

The current FLPKX Sharpe Ratio is 2.19, which is lower than the VOO Sharpe Ratio of 3.25. 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
2.19
3.25
FLPKX
VOO

Dividends

FLPKX vs. VOO - Dividend Comparison

FLPKX's dividend yield for the trailing twelve months is around 2.16%, more than VOO's 1.23% 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%
VOO
Vanguard S&P 500 ETF
1.23%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%JuneJulyAugustSeptemberOctoberNovember00
FLPKX
VOO

Volatility

FLPKX vs. VOO - Volatility Comparison

Fidelity Low-Priced Stock Fund Class K (FLPKX) and Vanguard S&P 500 ETF (VOO) have volatilities of 4.09% and 3.92%, 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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.09%
3.92%
FLPKX
VOO