FOCPX vs. AOM
FOCPX (Fidelity OTC Portfolio) and AOM (iShares Core Moderate Allocation ETF) are both funds - FOCPX is a Large Cap Growth Equities fund actively managed by Fidelity, while AOM is a Diversified Portfolio fund tracking the S&P Target Risk Moderate. FOCPX is actively managed, while AOM is passively managed. Over the past 10 years, FOCPX returned 22.49%/yr vs 6.31%/yr for AOM. A 0.74 correlation means they provide meaningful diversification when combined. FOCPX charges 0.73%/yr vs 0.25%/yr for AOM.
Performance
FOCPX vs. AOM - Performance Comparison
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Returns By Period
In the year-to-date period, FOCPX achieves a 22.78% return, which is significantly higher than AOM's 4.75% return. Over the past 10 years, FOCPX has outperformed AOM with an annualized return of 22.49%, while AOM has yielded a comparatively lower 6.31% annualized return.
FOCPX
- 1D
- 2.86%
- 1M
- -0.60%
- YTD
- 22.78%
- 6M
- 24.57%
- 1Y
- 51.96%
- 3Y*
- 32.72%
- 5Y*
- 17.85%
- 10Y*
- 22.49%
AOM
- 1D
- 0.04%
- 1M
- 0.49%
- YTD
- 4.75%
- 6M
- 5.32%
- 1Y
- 12.80%
- 3Y*
- 10.66%
- 5Y*
- 4.66%
- 10Y*
- 6.31%
FOCPX vs. AOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FOCPX Fidelity OTC Portfolio | 22.78% | 22.21% | 38.95% | 42.64% | -32.08% | 24.94% | 46.75% | 39.20% | -3.30% | 38.61% |
AOM iShares Core Moderate Allocation ETF | 4.75% | 13.28% | 7.95% | 12.38% | -14.54% | 6.93% | 10.02% | 15.58% | -3.88% | 11.63% |
Correlation
The correlation between FOCPX and AOM is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Nov 11, 2008 | 0.74 |
The correlation between FOCPX and AOM has been stable across timeframes, ranging from 0.70 to 0.75 - a consistent structural relationship.
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Return for Risk
FOCPX vs. AOM — Risk / Return Rank
FOCPX
AOM
FOCPX vs. AOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity OTC Portfolio (FOCPX) and iShares Core Moderate Allocation ETF (AOM). 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.
| FOCPX | AOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.93 | ||
| Sortino ratioReturn per unit of downside risk | +0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.35 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 4.68 | 2.52 | +2.16 |
| Martin ratioReturn relative to average drawdown | 19.87 | 10.84 | +9.03 |
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Drawdowns
FOCPX vs. AOM - Drawdown Comparison
The maximum FOCPX drawdown since its inception was -70.25%, which is greater than AOM's maximum drawdown of -19.96%. Use the drawdown chart below to compare losses from any high point for FOCPX and AOM.
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Drawdown Indicators
| FOCPX | AOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.25% | -19.96% | -50.29% |
Max Drawdown (1Y)Largest decline over 1 year | -11.29% | -5.11% | -6.18% |
Max Drawdown (3Y)Largest decline over 3 years | -24.82% | -6.85% | -17.97% |
Max Drawdown (5Y)Largest decline over 5 years | -37.05% | -19.96% | -17.09% |
Max Drawdown (10Y)Largest decline over 10 years | -37.05% | -19.96% | -17.09% |
Current DrawdownCurrent decline from peak | -4.42% | -0.70% | -3.72% |
Average DrawdownAverage peak-to-trough decline | -17.00% | -2.70% | -14.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 1.19% | +1.46% |
Volatility
FOCPX vs. AOM - Volatility Comparison
Fidelity OTC Portfolio (FOCPX) has a higher volatility of 8.13% compared to iShares Core Moderate Allocation ETF (AOM) at 2.82%. This indicates that FOCPX's price experiences larger fluctuations and is considered to be riskier than AOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FOCPX | AOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.13% | 2.82% | +5.31% |
Volatility (6M)Calculated over the trailing 6-month period | 15.35% | 5.63% | +9.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.86% | 6.90% | +11.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.83% | 8.19% | +14.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.51% | 7.96% | +14.55% |
FOCPX vs. AOM - Expense Ratio Comparison
FOCPX has a 0.73% expense ratio, which is higher than AOM's 0.25% expense ratio.
Dividends
FOCPX vs. AOM - Dividend Comparison
FOCPX's dividend yield for the trailing twelve months is around 6.33%, more than AOM's 2.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AOM iShares Core Moderate Allocation ETF | 2.99% | 2.98% | 3.10% | 2.79% | 2.27% | 1.56% | 2.02% | 2.66% | 2.53% | 3.31% | 2.14% | 1.98% |
FOCPX Fidelity OTC Portfolio | 6.33% | 7.78% | 16.76% | 0.05% | 4.06% | 11.53% | 6.23% | 7.58% | 7.93% | 4.86% | 3.24% | 5.41% |
Frequently Asked Questions
FOCPX and AOM have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FOCPX has higher volatility (8.13%) compared to AOM (2.82%). In terms of maximum drawdown, FOCPX dropped -70.25% vs AOM's -19.96%.
FOCPX currently has the higher Sharpe Ratio (2.80 vs 1.87), 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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