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

Performance

FLVEX vs. VIVIX - Performance Comparison

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

0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember0
12.78%
FLVEX
VIVIX

Returns By Period


FLVEX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

VIVIX

YTD

21.77%

1M

1.65%

6M

12.78%

1Y

29.17%

5Y (annualized)

11.76%

10Y (annualized)

10.57%

Key characteristics


FLVEXVIVIX

Compare stocks, funds, or ETFs

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


FLVEX vs. VIVIX - Expense Ratio Comparison

FLVEX has a 0.39% expense ratio, which is higher than VIVIX'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 VIVIX: 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

-0.50.00.51.01.0

The correlation between FLVEX and VIVIX is 0.96, 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.

Risk-Adjusted Performance

FLVEX vs. VIVIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Large Cap Value Enhanced Index Fund (FLVEX) and Vanguard Value Index Fund Institutional Shares (VIVIX). 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 market0.005.0010.0015.0020.0025.000.005.78
FLVEX
VIVIX

Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.00
2.90
FLVEX
VIVIX

Dividends

FLVEX vs. VIVIX - Dividend Comparison

FLVEX has not paid dividends to shareholders, while VIVIX's dividend yield for the trailing twelve months is around 2.22%.


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%
VIVIX
Vanguard Value Index Fund Institutional Shares
2.22%2.46%2.52%2.14%2.56%2.50%2.73%2.30%2.46%2.61%2.23%2.22%

Drawdowns

FLVEX vs. VIVIX - Drawdown Comparison


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.54%
-0.21%
FLVEX
VIVIX

Volatility

FLVEX vs. VIVIX - Volatility Comparison

The current volatility for Fidelity Large Cap Value Enhanced Index Fund (FLVEX) is 0.00%, while Vanguard Value Index Fund Institutional Shares (VIVIX) has a volatility of 3.71%. This indicates that FLVEX experiences smaller price fluctuations and is considered to be less risky than VIVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember0
3.71%
FLVEX
VIVIX