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FNCMX vs. ONEQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FNCMX and ONEQ is 0.42, 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.


-0.50.00.51.00.4

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Performance

FNCMX vs. ONEQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity NASDAQ Composite Index Fund (FNCMX) and Fidelity NASDAQ Composite Index Tracking Stock (ONEQ). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
16.62%
10.80%
OFG
BPOP

Key characteristics

Sharpe Ratio

FNCMX:

1.96

ONEQ:

1.97

Sortino Ratio

FNCMX:

2.55

ONEQ:

2.56

Omega Ratio

FNCMX:

1.35

ONEQ:

1.35

Calmar Ratio

FNCMX:

2.69

ONEQ:

2.65

Martin Ratio

FNCMX:

10.00

ONEQ:

9.98

Ulcer Index

FNCMX:

3.53%

ONEQ:

3.52%

Daily Std Dev

FNCMX:

18.04%

ONEQ:

17.82%

Max Drawdown

FNCMX:

-55.71%

ONEQ:

-55.09%

Current Drawdown

FNCMX:

-2.74%

ONEQ:

-2.80%

Returns By Period

In the year-to-date period, FNCMX achieves a 1.61% return, which is significantly higher than ONEQ's 1.51% return. Both investments have delivered pretty close results over the past 10 years, with FNCMX having a 16.11% annualized return and ONEQ not far ahead at 16.85%.


FNCMX

YTD

1.61%

1M

-0.53%

6M

7.22%

1Y

36.09%

5Y*

17.83%

10Y*

16.11%

ONEQ

YTD

1.51%

1M

-0.59%

6M

7.12%

1Y

35.84%

5Y*

17.96%

10Y*

16.85%

*Annualized

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FNCMX vs. ONEQ - Expense Ratio Comparison

FNCMX has a 0.29% expense ratio, which is higher than ONEQ's 0.21% expense ratio.


Expense ratio chart for FNCMX: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%
Expense ratio chart for ONEQ: current value at 0.21% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.21%

Risk-Adjusted Performance

FNCMX vs. ONEQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity NASDAQ Composite Index Fund (FNCMX) and Fidelity NASDAQ Composite Index Tracking Stock (ONEQ). 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 Sharpe ratio for OFG, currently valued at 0.75, compared to the broader market-1.000.001.002.003.000.750.69
The chart of Sortino ratio for OFG, currently valued at 1.28, compared to the broader market-2.000.002.004.006.008.001.281.14
The chart of Omega ratio for OFG, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.161.15
The chart of Calmar ratio for OFG, currently valued at 1.37, compared to the broader market0.002.004.006.008.0010.001.370.34
The chart of Martin ratio for OFG, currently valued at 3.39, compared to the broader market0.0010.0020.0030.0040.0050.003.393.25
OFG
BPOP

The current FNCMX Sharpe Ratio is 1.96, which is comparable to the ONEQ Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of FNCMX and ONEQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.75
0.69
OFG
BPOP

Dividends

FNCMX vs. ONEQ - Dividend Comparison

FNCMX's dividend yield for the trailing twelve months is around 0.60%, less than ONEQ's 0.64% yield.


TTM20242023202220212020201920182017201620152014

Drawdowns

FNCMX vs. ONEQ - Drawdown Comparison

The maximum FNCMX drawdown since its inception was -55.71%, roughly equal to the maximum ONEQ drawdown of -55.09%. Use the drawdown chart below to compare losses from any high point for FNCMX and ONEQ. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.74%
-50.27%
OFG
BPOP

Volatility

FNCMX vs. ONEQ - Volatility Comparison

The current volatility for Fidelity NASDAQ Composite Index Fund (FNCMX) is NaN%, while Fidelity NASDAQ Composite Index Tracking Stock (ONEQ) has a volatility of NaN%. This indicates that FNCMX experiences smaller price fluctuations and is considered to be less risky than ONEQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%18.00%AugustSeptemberOctoberNovemberDecember2025
6.84%
6.53%
OFG
BPOP

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