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FOCKX vs. VPMAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FOCKX and VPMAX is 0.88, 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.


-0.50.00.51.00.9

Performance

FOCKX vs. VPMAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity OTC Portfolio Class K (FOCKX) and Vanguard PRIMECAP Fund Admiral Shares (VPMAX). The values are adjusted to include any dividend payments, if applicable.

480.00%500.00%520.00%540.00%560.00%580.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
534.89%
484.15%
FOCKX
VPMAX

Key characteristics

Sharpe Ratio

FOCKX:

0.99

VPMAX:

0.58

Sortino Ratio

FOCKX:

1.31

VPMAX:

0.81

Omega Ratio

FOCKX:

1.20

VPMAX:

1.13

Calmar Ratio

FOCKX:

1.13

VPMAX:

0.77

Martin Ratio

FOCKX:

2.75

VPMAX:

2.86

Ulcer Index

FOCKX:

7.64%

VPMAX:

3.33%

Daily Std Dev

FOCKX:

21.21%

VPMAX:

16.34%

Max Drawdown

FOCKX:

-53.34%

VPMAX:

-48.32%

Current Drawdown

FOCKX:

-9.23%

VPMAX:

-10.40%

Returns By Period

In the year-to-date period, FOCKX achieves a 19.18% return, which is significantly higher than VPMAX's 6.76% return. Both investments have delivered pretty close results over the past 10 years, with FOCKX having a 11.30% annualized return and VPMAX not far ahead at 11.77%.


FOCKX

YTD

19.18%

1M

1.73%

6M

-4.16%

1Y

19.57%

5Y*

11.55%

10Y*

11.30%

VPMAX

YTD

6.76%

1M

-7.37%

6M

-6.56%

1Y

7.54%

5Y*

10.59%

10Y*

11.77%

Compare stocks, funds, or ETFs

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


FOCKX vs. VPMAX - Expense Ratio Comparison

FOCKX has a 0.73% expense ratio, which is higher than VPMAX's 0.31% expense ratio.


FOCKX
Fidelity OTC Portfolio Class K
Expense ratio chart for FOCKX: current value at 0.73% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.73%
Expense ratio chart for VPMAX: current value at 0.31% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.31%

Risk-Adjusted Performance

FOCKX vs. VPMAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity OTC Portfolio Class K (FOCKX) and Vanguard PRIMECAP Fund Admiral Shares (VPMAX). 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
The chart of Sharpe ratio for FOCKX, currently valued at 0.99, compared to the broader market-1.000.001.002.003.004.000.990.58
The chart of Sortino ratio for FOCKX, currently valued at 1.31, compared to the broader market-2.000.002.004.006.008.0010.001.310.81
The chart of Omega ratio for FOCKX, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.003.501.201.13
The chart of Calmar ratio for FOCKX, currently valued at 1.13, compared to the broader market0.002.004.006.008.0010.0012.0014.001.130.77
The chart of Martin ratio for FOCKX, currently valued at 2.75, compared to the broader market0.0020.0040.0060.002.752.86
FOCKX
VPMAX

The current FOCKX Sharpe Ratio is 0.99, which is higher than the VPMAX Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of FOCKX and VPMAX, 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 Ratio0.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.99
0.58
FOCKX
VPMAX

Dividends

FOCKX vs. VPMAX - Dividend Comparison

Neither FOCKX nor VPMAX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FOCKX
Fidelity OTC Portfolio Class K
0.00%0.09%0.00%0.00%0.08%0.03%0.00%0.00%0.00%4.65%12.92%13.66%
VPMAX
Vanguard PRIMECAP Fund Admiral Shares
0.00%1.17%1.31%0.79%1.12%1.29%1.36%1.08%1.37%1.20%1.32%1.03%

Drawdowns

FOCKX vs. VPMAX - Drawdown Comparison

The maximum FOCKX drawdown since its inception was -53.34%, which is greater than VPMAX's maximum drawdown of -48.32%. Use the drawdown chart below to compare losses from any high point for FOCKX and VPMAX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.23%
-10.40%
FOCKX
VPMAX

Volatility

FOCKX vs. VPMAX - Volatility Comparison

The current volatility for Fidelity OTC Portfolio Class K (FOCKX) is 6.00%, while Vanguard PRIMECAP Fund Admiral Shares (VPMAX) has a volatility of 9.91%. This indicates that FOCKX experiences smaller price fluctuations and is considered to be less risky than VPMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
6.00%
9.91%
FOCKX
VPMAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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