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FLVCX vs. SSO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLVCX vs. SSO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Leveraged Company Stock Fund (FLVCX) and ProShares Ultra S&P500 (SSO). The values are adjusted to include any dividend payments, if applicable.

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FLVCX vs. SSO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLVCX
Fidelity Leveraged Company Stock Fund
-7.01%20.34%26.95%26.10%-22.99%26.08%26.74%35.60%-16.43%20.92%
SSO
ProShares Ultra S&P500
-10.23%26.19%43.48%46.65%-38.98%60.57%21.54%63.45%-14.60%44.35%

Returns By Period

In the year-to-date period, FLVCX achieves a -7.01% return, which is significantly higher than SSO's -10.23% return. Over the past 10 years, FLVCX has underperformed SSO with an annualized return of 12.73%, while SSO has yielded a comparatively higher 21.06% annualized return.


FLVCX

1D
-2.55%
1M
-11.46%
YTD
-7.01%
6M
-6.89%
1Y
25.63%
3Y*
18.63%
5Y*
9.69%
10Y*
12.73%

SSO

1D
5.75%
1M
-10.37%
YTD
-10.23%
6M
-7.08%
1Y
26.35%
3Y*
28.27%
5Y*
15.34%
10Y*
21.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLVCX vs. SSO - Expense Ratio Comparison

FLVCX has a 0.74% expense ratio, which is lower than SSO's 0.87% expense ratio.


Return for Risk

FLVCX vs. SSO — Risk / Return Rank

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

FLVCX
FLVCX Risk / Return Rank: 5656
Overall Rank
FLVCX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
FLVCX Sortino Ratio Rank: 5454
Sortino Ratio Rank
FLVCX Omega Ratio Rank: 5252
Omega Ratio Rank
FLVCX Calmar Ratio Rank: 6868
Calmar Ratio Rank
FLVCX Martin Ratio Rank: 5858
Martin Ratio Rank

SSO
SSO Risk / Return Rank: 5151
Overall Rank
SSO Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
SSO Sortino Ratio Rank: 4949
Sortino Ratio Rank
SSO Omega Ratio Rank: 5353
Omega Ratio Rank
SSO Calmar Ratio Rank: 5353
Calmar Ratio Rank
SSO Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FLVCX vs. SSO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Leveraged Company Stock Fund (FLVCX) and ProShares Ultra S&P500 (SSO). 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.


FLVCXSSODifference

Sharpe ratio

Return per unit of total volatility

0.94

0.73

+0.22

Sortino ratio

Return per unit of downside risk

1.44

1.23

+0.21

Omega ratio

Gain probability vs. loss probability

1.21

1.19

+0.02

Calmar ratio

Return relative to maximum drawdown

1.54

1.20

+0.33

Martin ratio

Return relative to average drawdown

5.56

5.18

+0.38

FLVCX vs. SSO - Sharpe Ratio Comparison

The current FLVCX Sharpe Ratio is 0.94, which is comparable to the SSO Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of FLVCX and SSO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FLVCXSSODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

0.73

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.46

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.59

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.38

+0.12

Correlation

The correlation between FLVCX and SSO is 0.90, 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.


Dividends

FLVCX vs. SSO - Dividend Comparison

FLVCX's dividend yield for the trailing twelve months is around 5.08%, more than SSO's 0.82% yield.


TTM20252024202320222021202020192018201720162015
FLVCX
Fidelity Leveraged Company Stock Fund
5.08%4.72%14.53%12.19%18.49%8.40%0.11%0.10%19.91%18.96%27.48%6.18%
SSO
ProShares Ultra S&P500
0.82%0.68%0.85%0.18%0.50%0.18%0.20%0.50%0.75%0.39%0.51%0.63%

Drawdowns

FLVCX vs. SSO - Drawdown Comparison

The maximum FLVCX drawdown since its inception was -70.02%, smaller than the maximum SSO drawdown of -84.67%. Use the drawdown chart below to compare losses from any high point for FLVCX and SSO.


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Drawdown Indicators


FLVCXSSODifference

Max Drawdown

Largest peak-to-trough decline

-70.02%

-84.67%

+14.65%

Max Drawdown (1Y)

Largest decline over 1 year

-14.31%

-23.17%

+8.86%

Max Drawdown (5Y)

Largest decline over 5 years

-28.54%

-46.73%

+18.19%

Max Drawdown (10Y)

Largest decline over 10 years

-44.14%

-59.34%

+15.20%

Current Drawdown

Current decline from peak

-13.06%

-13.46%

+0.40%

Average Drawdown

Average peak-to-trough decline

-11.06%

-19.72%

+8.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.95%

5.38%

-1.43%

Volatility

FLVCX vs. SSO - Volatility Comparison

The current volatility for Fidelity Leveraged Company Stock Fund (FLVCX) is 8.24%, while ProShares Ultra S&P500 (SSO) has a volatility of 10.60%. This indicates that FLVCX experiences smaller price fluctuations and is considered to be less risky than SSO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLVCXSSODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.24%

10.60%

-2.36%

Volatility (6M)

Calculated over the trailing 6-month period

16.09%

18.95%

-2.86%

Volatility (1Y)

Calculated over the trailing 1-year period

27.02%

36.45%

-9.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.51%

33.66%

-11.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.22%

35.86%

-12.64%