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FLPSX vs. FZROX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLPSX and FZROX is 0.84, 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.


-0.50.00.51.00.8

Performance

FLPSX vs. FZROX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Low-Priced Stock Fund (FLPSX) and Fidelity ZERO Total Market Index Fund (FZROX). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
-15.07%
120.53%
FLPSX
FZROX

Key characteristics

Sharpe Ratio

FLPSX:

-0.08

FZROX:

1.91

Sortino Ratio

FLPSX:

-0.01

FZROX:

2.56

Omega Ratio

FLPSX:

1.00

FZROX:

1.35

Calmar Ratio

FLPSX:

-0.05

FZROX:

2.89

Martin Ratio

FLPSX:

-0.23

FZROX:

12.43

Ulcer Index

FLPSX:

5.27%

FZROX:

1.99%

Daily Std Dev

FLPSX:

14.72%

FZROX:

12.95%

Max Drawdown

FLPSX:

-52.95%

FZROX:

-34.96%

Current Drawdown

FLPSX:

-25.01%

FZROX:

-4.02%

Returns By Period

In the year-to-date period, FLPSX achieves a -3.09% return, which is significantly lower than FZROX's 23.76% return.


FLPSX

YTD

-3.09%

1M

-4.02%

6M

-8.91%

1Y

-2.04%

5Y*

-1.79%

10Y*

0.16%

FZROX

YTD

23.76%

1M

-0.40%

6M

8.48%

1Y

23.86%

5Y*

13.98%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FLPSX vs. FZROX - Expense Ratio Comparison

FLPSX has a 0.82% expense ratio, which is higher than FZROX's 0.00% expense ratio.


FLPSX
Fidelity Low-Priced Stock Fund
Expense ratio chart for FLPSX: current value at 0.82% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.82%
Expense ratio chart for FZROX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

FLPSX vs. FZROX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Low-Priced Stock Fund (FLPSX) and Fidelity ZERO Total Market Index Fund (FZROX). 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 FLPSX, currently valued at -0.08, compared to the broader market-1.000.001.002.003.004.00-0.081.91
The chart of Sortino ratio for FLPSX, currently valued at -0.01, compared to the broader market-2.000.002.004.006.008.0010.00-0.012.56
The chart of Omega ratio for FLPSX, currently valued at 1.00, compared to the broader market0.501.001.502.002.503.003.501.001.35
The chart of Calmar ratio for FLPSX, currently valued at -0.05, compared to the broader market0.005.0010.0015.00-0.052.89
The chart of Martin ratio for FLPSX, currently valued at -0.23, compared to the broader market0.0020.0040.0060.00-0.2312.43
FLPSX
FZROX

The current FLPSX Sharpe Ratio is -0.08, which is lower than the FZROX Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of FLPSX and FZROX, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.08
1.91
FLPSX
FZROX

Dividends

FLPSX vs. FZROX - Dividend Comparison

FLPSX's dividend yield for the trailing twelve months is around 6.08%, more than FZROX's 1.18% yield.


TTM20232022202120202019201820172016201520142013
FLPSX
Fidelity Low-Priced Stock Fund
6.08%2.02%1.20%1.54%1.77%1.77%1.94%1.45%1.20%5.15%6.91%7.46%
FZROX
Fidelity ZERO Total Market Index Fund
1.18%1.36%1.57%1.08%1.27%1.45%0.63%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FLPSX vs. FZROX - Drawdown Comparison

The maximum FLPSX drawdown since its inception was -52.95%, which is greater than FZROX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for FLPSX and FZROX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-25.01%
-4.02%
FLPSX
FZROX

Volatility

FLPSX vs. FZROX - Volatility Comparison

The current volatility for Fidelity Low-Priced Stock Fund (FLPSX) is 3.62%, while Fidelity ZERO Total Market Index Fund (FZROX) has a volatility of 3.89%. This indicates that FLPSX experiences smaller price fluctuations and is considered to be less risky than FZROX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
3.62%
3.89%
FLPSX
FZROX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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