FOCPX vs. VUG
Compare and contrast key facts about Fidelity OTC Portfolio (FOCPX) and Vanguard Growth ETF (VUG).
FOCPX is managed by Fidelity. It was launched on Dec 31, 1984. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FOCPX or VUG.
Performance
FOCPX vs. VUG - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with FOCPX having a 27.99% return and VUG slightly higher at 28.45%. Over the past 10 years, FOCPX has outperformed VUG with an annualized return of 17.31%, while VUG has yielded a comparatively lower 15.45% annualized return.
FOCPX
27.99%
1.15%
9.90%
34.61%
19.16%
17.31%
VUG
28.45%
2.21%
13.73%
35.45%
18.64%
15.45%
Key characteristics
| FOCPX | VUG | |
|---|---|---|
| Sharpe Ratio | 1.92 | 2.14 |
| Sortino Ratio | 2.53 | 2.80 |
| Omega Ratio | 1.35 | 1.39 |
| Calmar Ratio | 2.40 | 2.78 |
| Martin Ratio | 7.68 | 10.98 |
| Ulcer Index | 4.54% | 3.28% |
| Daily Std Dev | 18.15% | 16.84% |
| Max Drawdown | -69.01% | -50.68% |
| Current Drawdown | -3.22% | -2.68% |
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FOCPX vs. VUG - Expense Ratio Comparison
FOCPX has a 0.80% expense ratio, which is higher than VUG's 0.04% expense ratio.
Correlation
The correlation between FOCPX and VUG is 0.93, 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. VUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity OTC Portfolio (FOCPX) and Vanguard Growth ETF (VUG). 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. VUG - Dividend Comparison
FOCPX's dividend yield for the trailing twelve months is around 10.73%, more than VUG's 0.49% 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% |
VUG Vanguard Growth ETF | 0.49% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
FOCPX vs. VUG - Drawdown Comparison
The maximum FOCPX drawdown since its inception was -69.01%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for FOCPX and VUG. For additional features, visit the drawdowns tool.
Volatility
FOCPX vs. VUG - Volatility Comparison
Fidelity OTC Portfolio (FOCPX) and Vanguard Growth ETF (VUG) have volatilities of 5.63% and 5.49%, 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.