FOCKX vs. FOKFX
FOCKX (Fidelity OTC Portfolio Class K) and FOKFX (Fidelity OTC K6 Portfolio) are both Large Cap Growth Equities funds from Fidelity. Over the past 5 years, FOCKX returned 15.62%/yr vs 14.43%/yr for FOKFX. Their 1.00 correlation means they have historically moved very closely together. FOCKX charges 0.65%/yr vs 0.50%/yr for FOKFX.
Performance
FOCKX vs. FOKFX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with FOCKX having a 18.25% return and FOKFX slightly lower at 17.71%.
FOCKX
- 1D
- 2.60%
- 1M
- -5.20%
- 6M
- 15.57%
- YTD
- 18.25%
- 1Y
- 36.24%
- 3Y*
- 28.61%
- 5Y*
- 15.62%
- 10Y*
- 21.08%
- ALL TIME*
- 16.81%
FOKFX
- 1D
- 2.72%
- 1M
- -3.54%
- 6M
- 15.23%
- YTD
- 17.71%
- 1Y
- 33.55%
- 3Y*
- 26.35%
- 5Y*
- 14.43%
- 10Y*
- —
- ALL TIME*
- 21.57%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
FOCKX vs. FOKFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FOCKX Fidelity OTC Portfolio Class K | 18.25% | 22.28% | 38.91% | 42.92% | -32.07% | 25.06% | 46.83% | 17.59% |
FOKFX Fidelity OTC K6 Portfolio | 17.71% | 20.30% | 34.58% | 43.48% | -32.32% | 25.95% | 47.52% | 17.08% |
Correlation
The correlation between FOCKX and FOKFX is 0.99 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.99 |
Correlation (3Y) Balances recent behavior with more history. | 0.99 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 1.00 |
Correlation (All Time) Calculated using the full available price history since Jun 13, 2019 | 1.00 |
The correlation between FOCKX and FOKFX has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.
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Return for Risk
FOCKX vs. FOKFX — Risk / Return Rank
FOCKX
FOKFX
FOCKX vs. FOKFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity OTC Portfolio Class K (FOCKX) and Fidelity OTC K6 Portfolio (FOKFX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FOCKX | FOKFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.26 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.08 | 2.53 | +0.55 |
| Martin ratioReturn relative to average drawdown | 10.58 | 8.60 | +1.98 |
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Drawdowns
FOCKX vs. FOKFX - Drawdown Comparison
The maximum FOCKX drawdown since its inception was -53.33%, which is greater than FOKFX's maximum drawdown of -37.26%. Use the drawdown chart below to compare losses from any high point for FOCKX and FOKFX.
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Drawdown Indicators
| FOCKX | FOKFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.33% | -37.26% | -16.07% |
Max Drawdown (1Y)Largest decline over 1 year | -11.28% | -12.53% | +1.25% |
Max Drawdown (3Y)Largest decline over 3 years | -24.83% | -24.81% | -0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -36.97% | -37.26% | +0.29% |
Max Drawdown (10Y)Largest decline over 10 years | -36.97% | — | — |
Current DrawdownCurrent decline from peak | -8.82% | -8.04% | -0.78% |
Average DrawdownAverage peak-to-trough decline | -8.34% | -9.09% | +0.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 3.67% | -0.40% |
Volatility
FOCKX vs. FOKFX - Volatility Comparison
Fidelity OTC Portfolio Class K (FOCKX) and Fidelity OTC K6 Portfolio (FOKFX) have volatilities of 6.28% and 6.26%, 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.
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Volatility by Period
| FOCKX | FOKFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 6.26% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 17.28% | 17.69% | -0.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.99% | 21.42% | -0.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.17% | 23.47% | -0.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.61% | 24.72% | -2.11% |
FOCKX vs. FOKFX - Expense Ratio Comparison
FOCKX has a 0.65% expense ratio, which is higher than FOKFX's 0.50% expense ratio.
Dividends
FOCKX vs. FOKFX - Dividend Comparison
FOCKX's dividend yield for the trailing twelve months is around 6.39%, more than FOKFX's 3.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FOCKX Fidelity OTC Portfolio Class K | 6.39% | 7.56% | 16.42% | 0.09% | 3.97% | 11.34% | 6.18% | 7.49% | 7.81% | 4.85% | 3.25% | 5.42% |
FOKFX Fidelity OTC K6 Portfolio | 3.57% | 4.20% | 4.58% | 0.24% | 0.08% | 3.81% | 0.39% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.99, FOCKX and FOKFX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
FOCKX has higher volatility (6.28%) compared to FOKFX (6.26%). In terms of maximum drawdown, FOCKX dropped -53.33% vs FOKFX's -37.26%.
FOCKX currently has the higher Sharpe Ratio (1.65 vs 1.48), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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