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

Correlation

The correlation between FOCKX and VWENX is 0.81, 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.


-0.50.00.51.00.8

Performance

FOCKX vs. VWENX - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
534.89%
133.60%
FOCKX
VWENX

Key characteristics

Sharpe Ratio

FOCKX:

0.99

VWENX:

1.96

Sortino Ratio

FOCKX:

1.31

VWENX:

2.67

Omega Ratio

FOCKX:

1.20

VWENX:

1.36

Calmar Ratio

FOCKX:

1.13

VWENX:

1.14

Martin Ratio

FOCKX:

2.75

VWENX:

13.40

Ulcer Index

FOCKX:

7.64%

VWENX:

1.26%

Daily Std Dev

FOCKX:

21.21%

VWENX:

8.61%

Max Drawdown

FOCKX:

-53.34%

VWENX:

-38.68%

Current Drawdown

FOCKX:

-9.23%

VWENX:

-2.17%

Returns By Period

In the year-to-date period, FOCKX achieves a 19.18% return, which is significantly higher than VWENX's 15.35% return. Over the past 10 years, FOCKX has outperformed VWENX with an annualized return of 11.30%, while VWENX has yielded a comparatively lower 4.21% annualized return.


FOCKX

YTD

19.18%

1M

1.73%

6M

-4.16%

1Y

19.57%

5Y*

11.55%

10Y*

11.30%

VWENX

YTD

15.35%

1M

-0.06%

6M

6.36%

1Y

15.89%

5Y*

4.09%

10Y*

4.21%

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FOCKX vs. VWENX - Expense Ratio Comparison

FOCKX has a 0.73% expense ratio, which is higher than VWENX's 0.16% 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 VWENX: current value at 0.16% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.16%

Risk-Adjusted Performance

FOCKX vs. VWENX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity OTC Portfolio Class K (FOCKX) and Vanguard Wellington Fund Admiral Shares (VWENX). 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-1.000.001.002.003.004.000.991.96
The chart of Sortino ratio for FOCKX, currently valued at 1.31, compared to the broader market-2.000.002.004.006.008.0010.001.312.67
The chart of Omega ratio for FOCKX, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.003.501.201.36
The chart of Calmar ratio for FOCKX, currently valued at 1.13, compared to the broader market0.002.004.006.008.0010.0012.0014.001.131.14
The chart of Martin ratio for FOCKX, currently valued at 2.75, compared to the broader market0.0020.0040.0060.002.7513.40
FOCKX
VWENX

The current FOCKX Sharpe Ratio is 0.99, which is lower than the VWENX Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of FOCKX and VWENX, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.99
1.96
FOCKX
VWENX

Dividends

FOCKX vs. VWENX - Dividend Comparison

FOCKX has not paid dividends to shareholders, while VWENX's dividend yield for the trailing twelve months is around 1.57%.


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%
VWENX
Vanguard Wellington Fund Admiral Shares
1.57%6.08%2.34%1.79%2.15%2.61%3.10%2.53%2.64%2.81%2.63%2.58%

Drawdowns

FOCKX vs. VWENX - Drawdown Comparison

The maximum FOCKX drawdown since its inception was -53.34%, which is greater than VWENX's maximum drawdown of -38.68%. Use the drawdown chart below to compare losses from any high point for FOCKX and VWENX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.23%
-2.17%
FOCKX
VWENX

Volatility

FOCKX vs. VWENX - Volatility Comparison

Fidelity OTC Portfolio Class K (FOCKX) has a higher volatility of 6.00% compared to Vanguard Wellington Fund Admiral Shares (VWENX) at 2.83%. This indicates that FOCKX's price experiences larger fluctuations and is considered to be riskier than VWENX 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%
2.83%
FOCKX
VWENX
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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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