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

Performance

FLVEX vs. FSPGX - Performance Comparison

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

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember0
14.25%
FLVEX
FSPGX

Returns By Period


FLVEX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

FSPGX

YTD

30.71%

1M

4.10%

6M

14.25%

1Y

36.35%

5Y (annualized)

19.58%

10Y (annualized)

N/A

Key characteristics


FLVEXFSPGX

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FLVEX vs. FSPGX - Expense Ratio Comparison

FLVEX has a 0.39% expense ratio, which is higher than FSPGX's 0.04% expense ratio.


FLVEX
Fidelity Large Cap Value Enhanced Index Fund
Expense ratio chart for FLVEX: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
Expense ratio chart for FSPGX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Correlation

-0.50.00.51.00.7

The correlation between FLVEX and FSPGX is 0.68, 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.

Risk-Adjusted Performance

FLVEX vs. FSPGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Large Cap Value Enhanced Index Fund (FLVEX) and Fidelity Large Cap Growth Index Fund (FSPGX). 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
No data
The chart of Calmar ratio for FLVEX, currently valued at 0.00, compared to the broader market0.005.0010.0015.0020.000.002.77
FLVEX
FSPGX

Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.00
2.16
FLVEX
FSPGX

Dividends

FLVEX vs. FSPGX - Dividend Comparison

FLVEX has not paid dividends to shareholders, while FSPGX's dividend yield for the trailing twelve months is around 0.43%.


TTM20232022202120202019201820172016201520142013
FLVEX
Fidelity Large Cap Value Enhanced Index Fund
0.00%5.51%4.65%12.27%1.66%3.36%7.37%5.17%1.78%1.94%3.89%8.22%
FSPGX
Fidelity Large Cap Growth Index Fund
0.43%0.73%0.86%0.54%0.74%0.99%1.14%0.99%0.30%0.00%0.00%0.00%

Drawdowns

FLVEX vs. FSPGX - Drawdown Comparison


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.54%
-1.13%
FLVEX
FSPGX

Volatility

FLVEX vs. FSPGX - Volatility Comparison

The current volatility for Fidelity Large Cap Value Enhanced Index Fund (FLVEX) is 0.00%, while Fidelity Large Cap Growth Index Fund (FSPGX) has a volatility of 5.29%. This indicates that FLVEX experiences smaller price fluctuations and is considered to be less risky than FSPGX 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
5.29%
FLVEX
FSPGX