FOCPX vs. FXAIX
Compare and contrast key facts about Fidelity OTC Portfolio (FOCPX) and Fidelity 500 Index Fund (FXAIX).
FOCPX is managed by Fidelity. It was launched on Dec 31, 1984. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FOCPX or FXAIX.
Performance
FOCPX vs. FXAIX - Performance Comparison
Returns By Period
In the year-to-date period, FOCPX achieves a 27.99% return, which is significantly higher than FXAIX's 24.55% return. Over the past 10 years, FOCPX has outperformed FXAIX with an annualized return of 17.31%, while FXAIX has yielded a comparatively lower 13.02% annualized return.
FOCPX
27.99%
1.15%
9.90%
34.61%
19.16%
17.31%
FXAIX
24.55%
0.58%
11.42%
32.03%
15.31%
13.02%
Key characteristics
| FOCPX | FXAIX | |
|---|---|---|
| Sharpe Ratio | 1.92 | 2.63 |
| Sortino Ratio | 2.53 | 3.52 |
| Omega Ratio | 1.35 | 1.49 |
| Calmar Ratio | 2.40 | 3.81 |
| Martin Ratio | 7.68 | 17.22 |
| Ulcer Index | 4.54% | 1.87% |
| Daily Std Dev | 18.15% | 12.24% |
| Max Drawdown | -69.01% | -33.79% |
| Current Drawdown | -3.22% | -2.14% |
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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.
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.
Risk-Adjusted Performance
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.
Dividends
FOCPX vs. FXAIX - Dividend Comparison
FOCPX's dividend yield for the trailing twelve months is around 10.73%, more than FXAIX's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FOCPX Fidelity OTC Portfolio | 10.73% | 0.05% | 4.06% | 11.53% | 6.23% | 7.58% | 7.93% | 4.86% | 3.24% | 5.41% | 12.91% | 13.54% |
FXAIX Fidelity 500 Index Fund | 1.24% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
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.
Volatility
FOCPX vs. FXAIX - Volatility Comparison
Fidelity OTC Portfolio (FOCPX) has a higher volatility of 5.63% compared to Fidelity 500 Index Fund (FXAIX) at 4.05%. 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.