FOCPX vs. SCHG
Compare and contrast key facts about Fidelity OTC Portfolio (FOCPX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
FOCPX is managed by Fidelity. It was launched on Dec 31, 1984. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index. It was launched on Dec 11, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FOCPX or SCHG.
Performance
FOCPX vs. SCHG - Performance Comparison
Returns By Period
In the year-to-date period, FOCPX achieves a 27.99% return, which is significantly lower than SCHG's 30.50% return. Over the past 10 years, FOCPX has outperformed SCHG with an annualized return of 17.31%, while SCHG has yielded a comparatively lower 16.38% annualized return.
FOCPX
27.99%
1.15%
9.90%
34.61%
19.16%
17.31%
SCHG
30.50%
2.16%
14.17%
37.63%
19.96%
16.38%
Key characteristics
| FOCPX | SCHG | |
|---|---|---|
| Sharpe Ratio | 1.92 | 2.24 |
| Sortino Ratio | 2.53 | 2.93 |
| Omega Ratio | 1.35 | 1.41 |
| Calmar Ratio | 2.40 | 3.08 |
| Martin Ratio | 7.68 | 12.26 |
| Ulcer Index | 4.54% | 3.11% |
| Daily Std Dev | 18.15% | 17.00% |
| Max Drawdown | -69.01% | -34.59% |
| Current Drawdown | -3.22% | -3.02% |
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FOCPX vs. SCHG - Expense Ratio Comparison
FOCPX has a 0.80% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Correlation
The correlation between FOCPX and SCHG is 0.94, 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. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity OTC Portfolio (FOCPX) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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. SCHG - Dividend Comparison
FOCPX's dividend yield for the trailing twelve months is around 10.73%, more than SCHG's 0.41% 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% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.41% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
Drawdowns
FOCPX vs. SCHG - Drawdown Comparison
The maximum FOCPX drawdown since its inception was -69.01%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for FOCPX and SCHG. For additional features, visit the drawdowns tool.
Volatility
FOCPX vs. SCHG - Volatility Comparison
Fidelity OTC Portfolio (FOCPX) and Schwab U.S. Large-Cap Growth ETF (SCHG) have volatilities of 5.63% and 5.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.