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FLVEX vs. DOW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLVEX and DOW is 0.64, 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.


-0.50.00.51.00.6

Performance

FLVEX vs. DOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Large Cap Value Enhanced Index Fund (FLVEX) and Dow Inc. (DOW). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember20250
-23.35%
FLVEX
DOW

Key characteristics

Returns By Period


FLVEX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

DOW

YTD

-1.15%

1M

-2.91%

6M

-23.35%

1Y

-21.57%

5Y*

-0.28%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

FLVEX vs. DOW — Risk-Adjusted Performance Rank

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

FLVEX

DOW
The Risk-Adjusted Performance Rank of DOW is 88
Overall Rank
The Sharpe Ratio Rank of DOW is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of DOW is 66
Sortino Ratio Rank
The Omega Ratio Rank of DOW is 99
Omega Ratio Rank
The Calmar Ratio Rank of DOW is 1414
Calmar Ratio Rank
The Martin Ratio Rank of DOW is 55
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Calmar ratio for FLVEX, currently valued at 0.00, compared to the broader market0.005.0010.0015.000.00-0.58
FLVEX
DOW


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
1.00
-1.05
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 7.06%.


TTM20242023202220212020201920182017201620152014
FLVEX
Fidelity Large Cap Value Enhanced Index Fund
0.00%0.00%5.51%4.65%12.27%1.66%3.36%7.37%5.17%1.78%1.94%3.89%
DOW
Dow Inc.
7.06%6.98%5.11%5.56%4.94%5.05%3.84%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FLVEX vs. DOW - Drawdown Comparison


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-5.54%
-35.11%
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 6.53%. 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%AugustSeptemberOctoberNovemberDecember20250
6.53%
FLVEX
DOW