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FOCPX vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FOCPX and FXAIX is 0.87, 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

FOCPX vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity OTC Portfolio (FOCPX) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

400.00%500.00%600.00%700.00%800.00%NovemberDecember2025FebruaryMarchApril
672.71%
423.86%
FOCPX
FXAIX

Key characteristics

Sharpe Ratio

FOCPX:

0.33

FXAIX:

0.53

Sortino Ratio

FOCPX:

0.63

FXAIX:

0.87

Omega Ratio

FOCPX:

1.09

FXAIX:

1.13

Calmar Ratio

FOCPX:

0.34

FXAIX:

0.55

Martin Ratio

FOCPX:

1.10

FXAIX:

2.29

Ulcer Index

FOCPX:

7.78%

FXAIX:

4.55%

Daily Std Dev

FOCPX:

25.69%

FXAIX:

19.55%

Max Drawdown

FOCPX:

-69.01%

FXAIX:

-33.79%

Current Drawdown

FOCPX:

-15.57%

FXAIX:

-9.89%

Returns By Period

In the year-to-date period, FOCPX achieves a -11.60% return, which is significantly lower than FXAIX's -5.72% return. Over the past 10 years, FOCPX has outperformed FXAIX with an annualized return of 15.40%, while FXAIX has yielded a comparatively lower 11.90% annualized return.


FOCPX

YTD

-11.60%

1M

-3.70%

6M

-6.44%

1Y

9.48%

5Y*

16.89%

10Y*

15.40%

FXAIX

YTD

-5.72%

1M

-3.22%

6M

-4.27%

1Y

10.89%

5Y*

16.06%

10Y*

11.90%

*Annualized

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FOCPX vs. FXAIX - Expense Ratio Comparison

FOCPX has a 0.80% expense ratio, which is higher than FXAIX's 0.02% expense ratio.


Expense ratio chart for FOCPX: current value is 0.80%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FOCPX: 0.80%
Expense ratio chart for FXAIX: current value is 0.02%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FXAIX: 0.02%

Risk-Adjusted Performance

FOCPX vs. FXAIX — Risk-Adjusted Performance Rank

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

FOCPX
The Risk-Adjusted Performance Rank of FOCPX is 4545
Overall Rank
The Sharpe Ratio Rank of FOCPX is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of FOCPX is 4646
Sortino Ratio Rank
The Omega Ratio Rank of FOCPX is 4545
Omega Ratio Rank
The Calmar Ratio Rank of FOCPX is 4949
Calmar Ratio Rank
The Martin Ratio Rank of FOCPX is 4242
Martin Ratio Rank

FXAIX
The Risk-Adjusted Performance Rank of FXAIX is 6161
Overall Rank
The Sharpe Ratio Rank of FXAIX is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of FXAIX is 5858
Sortino Ratio Rank
The Omega Ratio Rank of FXAIX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of FXAIX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of FXAIX is 6262
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.

FOCPX vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity OTC Portfolio (FOCPX) and Fidelity 500 Index Fund (FXAIX). 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 FOCPX, currently valued at 0.33, compared to the broader market-1.000.001.002.003.00
FOCPX: 0.33
FXAIX: 0.53
The chart of Sortino ratio for FOCPX, currently valued at 0.63, compared to the broader market-2.000.002.004.006.008.00
FOCPX: 0.63
FXAIX: 0.87
The chart of Omega ratio for FOCPX, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.00
FOCPX: 1.09
FXAIX: 1.13
The chart of Calmar ratio for FOCPX, currently valued at 0.34, compared to the broader market0.002.004.006.008.0010.00
FOCPX: 0.34
FXAIX: 0.55
The chart of Martin ratio for FOCPX, currently valued at 1.10, compared to the broader market0.0010.0020.0030.0040.0050.00
FOCPX: 1.10
FXAIX: 2.29

The current FOCPX Sharpe Ratio is 0.33, which is lower than the FXAIX Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of FOCPX and FXAIX, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.33
0.53
FOCPX
FXAIX

Dividends

FOCPX vs. FXAIX - Dividend Comparison

FOCPX's dividend yield for the trailing twelve months is around 15.40%, more than FXAIX's 1.35% yield.


TTM20242023202220212020201920182017201620152014
FOCPX
Fidelity OTC Portfolio
15.40%13.61%0.05%4.06%11.53%6.23%7.58%7.93%4.86%3.24%5.41%12.91%
FXAIX
Fidelity 500 Index Fund
1.35%1.25%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%

Drawdowns

FOCPX vs. FXAIX - Drawdown Comparison

The maximum FOCPX drawdown since its inception was -69.01%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FOCPX and FXAIX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.57%
-9.89%
FOCPX
FXAIX

Volatility

FOCPX vs. FXAIX - Volatility Comparison

Fidelity OTC Portfolio (FOCPX) has a higher volatility of 16.20% compared to Fidelity 500 Index Fund (FXAIX) at 14.39%. This indicates that FOCPX's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
16.20%
14.39%
FOCPX
FXAIX