PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FLVEX vs. DOW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FLVEXDOW

Correlation

-0.50.00.51.00.7

The correlation between FLVEX and DOW is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

FLVEX vs. DOW - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-15.63%
FLVEX
DOW

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

FLVEX vs. DOW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Large Cap Value Enhanced Index Fund (FLVEX) and Dow Inc. (DOW). 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.


FLVEX
Sharpe ratio
The chart of Sharpe ratio for FLVEX, currently valued at 0.80, compared to the broader market0.002.004.000.80
Sortino ratio
The chart of Sortino ratio for FLVEX, currently valued at 2.16, compared to the broader market0.005.0010.002.16
Omega ratio
The chart of Omega ratio for FLVEX, currently valued at 2.11, compared to the broader market1.002.003.004.002.11
Calmar ratio
The chart of Calmar ratio for FLVEX, currently valued at 0.28, compared to the broader market0.005.0010.0015.0020.0025.000.28
Martin ratio
The chart of Martin ratio for FLVEX, currently valued at 36.62, compared to the broader market0.0020.0040.0060.0080.00100.0036.62
DOW
Sharpe ratio
The chart of Sharpe ratio for DOW, currently valued at 0.31, compared to the broader market0.002.004.000.31
Sortino ratio
The chart of Sortino ratio for DOW, currently valued at 0.59, compared to the broader market0.005.0010.000.59
Omega ratio
The chart of Omega ratio for DOW, currently valued at 1.07, compared to the broader market1.002.003.004.001.07
Calmar ratio
The chart of Calmar ratio for DOW, currently valued at 0.23, compared to the broader market0.005.0010.0015.0020.0025.000.23
Martin ratio
The chart of Martin ratio for DOW, currently valued at 0.83, compared to the broader market0.0020.0040.0060.0080.00100.000.83

FLVEX vs. DOW - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.80
0.31
FLVEX
DOW

Dividends

FLVEX vs. DOW - Dividend Comparison

FLVEX has not paid dividends to shareholders, while DOW's dividend yield for the trailing twelve months is around 5.73%.


TTM20232022202120202019201820172016201520142013
FLVEX
Fidelity Large Cap Value Enhanced Index Fund
1.04%5.51%4.65%12.27%1.66%3.36%7.37%5.17%1.78%1.94%3.89%8.22%
DOW
Dow Inc.
5.73%5.11%5.56%4.94%5.05%3.84%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FLVEX vs. DOW - Drawdown Comparison


-20.00%-15.00%-10.00%-5.00%JuneJulyAugustSeptemberOctoberNovember
-5.54%
-21.27%
FLVEX
DOW

Volatility

FLVEX vs. DOW - Volatility Comparison

The current volatility for Fidelity Large Cap Value Enhanced Index Fund (FLVEX) is 0.00%, while Dow Inc. (DOW) has a volatility of 4.81%. This indicates that FLVEX experiences smaller price fluctuations and is considered to be less risky than DOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember0
4.81%
FLVEX
DOW