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

Correlation

The correlation between FOCKX and VSEQX is 0.90, 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

FOCKX vs. VSEQX - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
454.64%
102.65%
FOCKX
VSEQX

Key characteristics

Sharpe Ratio

FOCKX:

-0.18

VSEQX:

-0.27

Sortino Ratio

FOCKX:

-0.06

VSEQX:

-0.20

Omega Ratio

FOCKX:

0.99

VSEQX:

0.97

Calmar Ratio

FOCKX:

-0.17

VSEQX:

-0.19

Martin Ratio

FOCKX:

-0.43

VSEQX:

-0.60

Ulcer Index

FOCKX:

11.79%

VSEQX:

11.26%

Daily Std Dev

FOCKX:

27.60%

VSEQX:

25.10%

Max Drawdown

FOCKX:

-53.34%

VSEQX:

-67.44%

Current Drawdown

FOCKX:

-20.70%

VSEQX:

-27.83%

Returns By Period

In the year-to-date period, FOCKX achieves a -11.57% return, which is significantly lower than VSEQX's -8.72% return. Over the past 10 years, FOCKX has outperformed VSEQX with an annualized return of 9.05%, while VSEQX has yielded a comparatively lower 1.10% annualized return.


FOCKX

YTD

-11.57%

1M

-3.08%

6M

-9.14%

1Y

-6.56%

5Y*

8.91%

10Y*

9.05%

VSEQX

YTD

-8.72%

1M

-3.96%

6M

-16.07%

1Y

-6.68%

5Y*

6.56%

10Y*

1.10%

*Annualized

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FOCKX vs. VSEQX - Expense Ratio Comparison

FOCKX has a 0.73% expense ratio, which is higher than VSEQX's 0.17% expense ratio.


Expense ratio chart for FOCKX: current value is 0.73%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FOCKX: 0.73%
Expense ratio chart for VSEQX: current value is 0.17%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VSEQX: 0.17%

Risk-Adjusted Performance

FOCKX vs. VSEQX — Risk-Adjusted Performance Rank

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

FOCKX
The Risk-Adjusted Performance Rank of FOCKX is 1414
Overall Rank
The Sharpe Ratio Rank of FOCKX is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of FOCKX is 1616
Sortino Ratio Rank
The Omega Ratio Rank of FOCKX is 1616
Omega Ratio Rank
The Calmar Ratio Rank of FOCKX is 1111
Calmar Ratio Rank
The Martin Ratio Rank of FOCKX is 1515
Martin Ratio Rank

VSEQX
The Risk-Adjusted Performance Rank of VSEQX is 1111
Overall Rank
The Sharpe Ratio Rank of VSEQX is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of VSEQX is 1212
Sortino Ratio Rank
The Omega Ratio Rank of VSEQX is 1111
Omega Ratio Rank
The Calmar Ratio Rank of VSEQX is 1010
Calmar Ratio Rank
The Martin Ratio Rank of VSEQX is 1111
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.

FOCKX vs. VSEQX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity OTC Portfolio Class K (FOCKX) and Vanguard Strategic Equity Fund (VSEQX). 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 FOCKX, currently valued at -0.18, compared to the broader market-1.000.001.002.003.00
FOCKX: -0.18
VSEQX: -0.27
The chart of Sortino ratio for FOCKX, currently valued at -0.06, compared to the broader market-2.000.002.004.006.008.00
FOCKX: -0.06
VSEQX: -0.20
The chart of Omega ratio for FOCKX, currently valued at 0.99, compared to the broader market0.501.001.502.002.503.00
FOCKX: 0.99
VSEQX: 0.97
The chart of Calmar ratio for FOCKX, currently valued at -0.17, compared to the broader market0.002.004.006.008.0010.00
FOCKX: -0.17
VSEQX: -0.19
The chart of Martin ratio for FOCKX, currently valued at -0.43, compared to the broader market0.0010.0020.0030.0040.0050.00
FOCKX: -0.43
VSEQX: -0.60

The current FOCKX Sharpe Ratio is -0.18, which is higher than the VSEQX Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of FOCKX and VSEQX, 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 Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.18
-0.27
FOCKX
VSEQX

Dividends

FOCKX vs. VSEQX - Dividend Comparison

FOCKX's dividend yield for the trailing twelve months is around 0.01%, less than VSEQX's 1.40% yield.


TTM20242023202220212020201920182017201620152014
FOCKX
Fidelity OTC Portfolio Class K
0.01%0.00%0.09%0.00%0.00%0.08%0.03%0.00%0.00%0.00%4.65%12.92%
VSEQX
Vanguard Strategic Equity Fund
1.40%1.28%1.51%1.49%1.36%1.32%1.33%1.45%1.35%1.57%1.79%1.10%

Drawdowns

FOCKX vs. VSEQX - Drawdown Comparison

The maximum FOCKX drawdown since its inception was -53.34%, smaller than the maximum VSEQX drawdown of -67.44%. Use the drawdown chart below to compare losses from any high point for FOCKX and VSEQX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-20.70%
-27.83%
FOCKX
VSEQX

Volatility

FOCKX vs. VSEQX - Volatility Comparison

Fidelity OTC Portfolio Class K (FOCKX) has a higher volatility of 16.21% compared to Vanguard Strategic Equity Fund (VSEQX) at 14.72%. This indicates that FOCKX's price experiences larger fluctuations and is considered to be riskier than VSEQX 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%NovemberDecember2025FebruaryMarchApril
16.21%
14.72%
FOCKX
VSEQX