PortfoliosLab logo
FNCMX vs. VUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FNCMX and VUG is 0.92, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

FNCMX vs. VUG - Performance Comparison

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

650.00%700.00%750.00%800.00%850.00%900.00%950.00%1,000.00%NovemberDecember2025FebruaryMarchApril
809.88%
852.77%
FNCMX
VUG

Key characteristics

Sharpe Ratio

FNCMX:

0.44

VUG:

0.57

Sortino Ratio

FNCMX:

0.79

VUG:

0.95

Omega Ratio

FNCMX:

1.11

VUG:

1.13

Calmar Ratio

FNCMX:

0.47

VUG:

0.62

Martin Ratio

FNCMX:

1.66

VUG:

2.22

Ulcer Index

FNCMX:

6.90%

VUG:

6.42%

Daily Std Dev

FNCMX:

25.79%

VUG:

24.95%

Max Drawdown

FNCMX:

-55.71%

VUG:

-50.68%

Current Drawdown

FNCMX:

-13.71%

VUG:

-11.84%

Returns By Period

In the year-to-date period, FNCMX achieves a -9.85% return, which is significantly lower than VUG's -8.15% return. Both investments have delivered pretty close results over the past 10 years, with FNCMX having a 13.68% annualized return and VUG not far ahead at 14.30%.


FNCMX

YTD

-9.85%

1M

-2.37%

6M

-5.88%

1Y

9.80%

5Y*

15.79%

10Y*

13.68%

VUG

YTD

-8.15%

1M

-1.08%

6M

-3.83%

1Y

12.88%

5Y*

17.06%

10Y*

14.30%

*Annualized

Compare stocks, funds, or ETFs

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


FNCMX vs. VUG - Expense Ratio Comparison

FNCMX has a 0.29% expense ratio, which is higher than VUG's 0.04% expense ratio.


Expense ratio chart for FNCMX: current value is 0.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FNCMX: 0.29%
Expense ratio chart for VUG: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VUG: 0.04%

Risk-Adjusted Performance

FNCMX vs. VUG — Risk-Adjusted Performance Rank

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

FNCMX
The Risk-Adjusted Performance Rank of FNCMX is 5656
Overall Rank
The Sharpe Ratio Rank of FNCMX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of FNCMX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of FNCMX is 5656
Omega Ratio Rank
The Calmar Ratio Rank of FNCMX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of FNCMX is 5353
Martin Ratio Rank

VUG
The Risk-Adjusted Performance Rank of VUG is 6666
Overall Rank
The Sharpe Ratio Rank of VUG is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VUG is 6565
Sortino Ratio Rank
The Omega Ratio Rank of VUG is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VUG is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VUG is 6464
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.

FNCMX vs. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity NASDAQ Composite Index Fund (FNCMX) and Vanguard Growth ETF (VUG). 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 FNCMX, currently valued at 0.44, compared to the broader market-1.000.001.002.003.00
FNCMX: 0.44
VUG: 0.57
The chart of Sortino ratio for FNCMX, currently valued at 0.79, compared to the broader market-2.000.002.004.006.008.00
FNCMX: 0.79
VUG: 0.95
The chart of Omega ratio for FNCMX, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.00
FNCMX: 1.11
VUG: 1.13
The chart of Calmar ratio for FNCMX, currently valued at 0.47, compared to the broader market0.002.004.006.008.0010.00
FNCMX: 0.47
VUG: 0.62
The chart of Martin ratio for FNCMX, currently valued at 1.66, compared to the broader market0.0010.0020.0030.0040.0050.00
FNCMX: 1.66
VUG: 2.22

The current FNCMX Sharpe Ratio is 0.44, which is comparable to the VUG Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of FNCMX and VUG, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.44
0.57
FNCMX
VUG

Dividends

FNCMX vs. VUG - Dividend Comparison

FNCMX's dividend yield for the trailing twelve months is around 0.67%, more than VUG's 0.52% yield.


TTM20242023202220212020201920182017201620152014
FNCMX
Fidelity NASDAQ Composite Index Fund
0.67%0.61%0.67%0.88%0.47%0.67%0.97%0.94%0.70%0.91%0.89%0.80%
VUG
Vanguard Growth ETF
0.52%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%

Drawdowns

FNCMX vs. VUG - Drawdown Comparison

The maximum FNCMX drawdown since its inception was -55.71%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for FNCMX and VUG. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.71%
-11.84%
FNCMX
VUG

Volatility

FNCMX vs. VUG - Volatility Comparison

Fidelity NASDAQ Composite Index Fund (FNCMX) and Vanguard Growth ETF (VUG) have volatilities of 17.20% and 16.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
17.20%
16.77%
FNCMX
VUG