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FOCPX vs. SCHG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FOCPX vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity OTC Portfolio (FOCPX) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

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FOCPX vs. SCHG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FOCPX
Fidelity OTC Portfolio
-3.79%22.21%38.95%42.64%-32.08%24.94%46.75%39.20%-3.30%38.61%
SCHG
Schwab U.S. Large-Cap Growth ETF
-9.73%17.50%34.95%50.10%-31.80%28.11%39.14%36.02%-1.36%28.05%

Returns By Period

In the year-to-date period, FOCPX achieves a -3.79% return, which is significantly higher than SCHG's -9.73% return. Over the past 10 years, FOCPX has outperformed SCHG with an annualized return of 19.71%, while SCHG has yielded a comparatively lower 16.95% annualized return.


FOCPX

1D
4.33%
1M
-5.08%
YTD
-3.79%
6M
1.09%
1Y
31.42%
3Y*
26.50%
5Y*
13.38%
10Y*
19.71%

SCHG

1D
0.96%
1M
-4.46%
YTD
-9.73%
6M
-8.15%
1Y
17.00%
3Y*
22.30%
5Y*
12.76%
10Y*
16.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

FOCPX vs. SCHG — Risk / Return Rank

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

FOCPX
FOCPX Risk / Return Rank: 8383
Overall Rank
FOCPX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FOCPX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FOCPX Omega Ratio Rank: 7575
Omega Ratio Rank
FOCPX Calmar Ratio Rank: 9090
Calmar Ratio Rank
FOCPX Martin Ratio Rank: 9191
Martin Ratio Rank

SCHG
SCHG Risk / Return Rank: 4141
Overall Rank
SCHG Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SCHG Sortino Ratio Rank: 4343
Sortino Ratio Rank
SCHG Omega Ratio Rank: 4242
Omega Ratio Rank
SCHG Calmar Ratio Rank: 4040
Calmar Ratio Rank
SCHG Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FOCPX vs. SCHG - Risk-Adjusted Trends 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.


FOCPXSCHGDifference

Sharpe ratio

Return per unit of total volatility

1.42

0.76

+0.65

Sortino ratio

Return per unit of downside risk

2.05

1.24

+0.80

Omega ratio

Gain probability vs. loss probability

1.29

1.17

+0.12

Calmar ratio

Return relative to maximum drawdown

2.59

1.09

+1.50

Martin ratio

Return relative to average drawdown

10.61

3.71

+6.91

FOCPX vs. SCHG - Sharpe Ratio Comparison

The current FOCPX Sharpe Ratio is 1.42, which is higher than the SCHG Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of FOCPX and SCHG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FOCPXSCHGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.42

0.76

+0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.57

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

0.79

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.79

-0.16

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.


Dividends

FOCPX vs. SCHG - Dividend Comparison

FOCPX's dividend yield for the trailing twelve months is around 8.08%, more than SCHG's 0.43% yield.


TTM20252024202320222021202020192018201720162015
FOCPX
Fidelity OTC Portfolio
8.08%7.78%16.76%0.05%4.06%11.53%6.23%7.58%7.93%4.86%3.24%5.41%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.43%0.36%0.39%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%

Drawdowns

FOCPX vs. SCHG - Drawdown Comparison

The maximum FOCPX drawdown since its inception was -70.25%, 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.


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Drawdown Indicators


FOCPXSCHGDifference

Max Drawdown

Largest peak-to-trough decline

-70.25%

-34.59%

-35.66%

Max Drawdown (1Y)

Largest decline over 1 year

-12.53%

-16.41%

+3.88%

Max Drawdown (5Y)

Largest decline over 5 years

-37.05%

-34.59%

-2.46%

Max Drawdown (10Y)

Largest decline over 10 years

-37.05%

-34.59%

-2.46%

Current Drawdown

Current decline from peak

-7.45%

-12.51%

+5.06%

Average Drawdown

Average peak-to-trough decline

-17.08%

-5.22%

-11.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.06%

4.84%

-1.78%

Volatility

FOCPX vs. SCHG - Volatility Comparison

Fidelity OTC Portfolio (FOCPX) has a higher volatility of 8.08% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 6.77%. This indicates that FOCPX's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FOCPXSCHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.08%

6.77%

+1.31%

Volatility (6M)

Calculated over the trailing 6-month period

14.14%

12.54%

+1.60%

Volatility (1Y)

Calculated over the trailing 1-year period

23.04%

22.45%

+0.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.59%

22.31%

+0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.36%

21.51%

+0.85%