FOCPX vs. VOO
Compare and contrast key facts about Fidelity OTC Portfolio (FOCPX) and Vanguard S&P 500 ETF (VOO).
FOCPX is managed by Fidelity. It was launched on Dec 31, 1984. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FOCPX or VOO.
Performance
FOCPX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, FOCPX achieves a 27.99% return, which is significantly higher than VOO's 24.51% return. Over the past 10 years, FOCPX has outperformed VOO with an annualized return of 17.31%, while VOO has yielded a comparatively lower 13.12% annualized return.
FOCPX
27.99%
1.15%
9.90%
34.61%
19.16%
17.31%
VOO
24.51%
0.61%
11.38%
32.00%
15.30%
13.12%
Key characteristics
| FOCPX | VOO | |
|---|---|---|
| Sharpe Ratio | 1.92 | 2.64 |
| Sortino Ratio | 2.53 | 3.53 |
| Omega Ratio | 1.35 | 1.49 |
| Calmar Ratio | 2.40 | 3.81 |
| Martin Ratio | 7.68 | 17.34 |
| Ulcer Index | 4.54% | 1.86% |
| Daily Std Dev | 18.15% | 12.20% |
| Max Drawdown | -69.01% | -33.99% |
| Current Drawdown | -3.22% | -2.16% |
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FOCPX vs. VOO - Expense Ratio Comparison
FOCPX has a 0.80% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between FOCPX and VOO 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. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity OTC Portfolio (FOCPX) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
FOCPX's dividend yield for the trailing twelve months is around 10.73%, more than VOO's 1.26% 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% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
FOCPX vs. VOO - Drawdown Comparison
The maximum FOCPX drawdown since its inception was -69.01%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FOCPX and VOO. For additional features, visit the drawdowns tool.
Volatility
FOCPX vs. VOO - Volatility Comparison
Fidelity OTC Portfolio (FOCPX) has a higher volatility of 5.63% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that FOCPX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.