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FOCPX vs. VUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FOCPX and VUG is 0.88, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

FOCPX vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity OTC Portfolio (FOCPX) and Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

800.00%1,000.00%1,200.00%1,400.00%1,600.00%NovemberDecember2025FebruaryMarchApril
1,343.57%
852.77%
FOCPX
VUG

Key characteristics

Sharpe Ratio

FOCPX:

0.33

VUG:

0.57

Sortino Ratio

FOCPX:

0.63

VUG:

0.95

Omega Ratio

FOCPX:

1.09

VUG:

1.13

Calmar Ratio

FOCPX:

0.34

VUG:

0.62

Martin Ratio

FOCPX:

1.10

VUG:

2.22

Ulcer Index

FOCPX:

7.78%

VUG:

6.42%

Daily Std Dev

FOCPX:

25.69%

VUG:

24.95%

Max Drawdown

FOCPX:

-69.01%

VUG:

-50.68%

Current Drawdown

FOCPX:

-15.57%

VUG:

-11.84%

Returns By Period

In the year-to-date period, FOCPX achieves a -11.60% return, which is significantly lower than VUG's -8.15% return. Over the past 10 years, FOCPX has outperformed VUG with an annualized return of 15.47%, while VUG has yielded a comparatively lower 14.30% annualized return.


FOCPX

YTD

-11.60%

1M

-3.11%

6M

-6.44%

1Y

6.80%

5Y*

16.68%

10Y*

15.47%

VUG

YTD

-8.15%

1M

-1.08%

6M

-3.83%

1Y

12.88%

5Y*

17.06%

10Y*

14.30%

*Annualized

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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.


Expense ratio chart for FOCPX: current value is 0.80%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FOCPX: 0.80%
Expense ratio chart for VUG: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VUG: 0.04%

Risk-Adjusted Performance

FOCPX vs. VUG — Risk-Adjusted Performance Rank

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

FOCPX
The Risk-Adjusted Performance Rank of FOCPX is 4747
Overall Rank
The Sharpe Ratio Rank of FOCPX is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of FOCPX is 4747
Sortino Ratio Rank
The Omega Ratio Rank of FOCPX is 4747
Omega Ratio Rank
The Calmar Ratio Rank of FOCPX is 5151
Calmar Ratio Rank
The Martin Ratio Rank of FOCPX is 4444
Martin Ratio Rank

VUG
The Risk-Adjusted Performance Rank of VUG is 6666
Overall Rank
The Sharpe Ratio Rank of VUG is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VUG is 6565
Sortino Ratio Rank
The Omega Ratio Rank of VUG is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VUG is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VUG is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for FOCPX, currently valued at 0.33, compared to the broader market-1.000.001.002.003.00
FOCPX: 0.33
VUG: 0.57
The chart of Sortino ratio for FOCPX, currently valued at 0.63, compared to the broader market-2.000.002.004.006.008.0010.00
FOCPX: 0.63
VUG: 0.95
The chart of Omega ratio for FOCPX, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.00
FOCPX: 1.09
VUG: 1.13
The chart of Calmar ratio for FOCPX, currently valued at 0.34, compared to the broader market0.002.004.006.008.0010.00
FOCPX: 0.34
VUG: 0.62
The chart of Martin ratio for FOCPX, currently valued at 1.10, compared to the broader market0.0010.0020.0030.0040.0050.00
FOCPX: 1.10
VUG: 2.22

The current FOCPX Sharpe Ratio is 0.33, which is lower than the VUG Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of FOCPX and VUG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.33
0.57
FOCPX
VUG

Dividends

FOCPX vs. VUG - Dividend Comparison

FOCPX's dividend yield for the trailing twelve months is around 15.40%, more than VUG's 0.52% yield.


TTM20242023202220212020201920182017201620152014
FOCPX
Fidelity OTC Portfolio
15.40%13.61%0.05%4.06%11.53%6.23%7.58%7.93%4.86%3.24%5.41%12.91%
VUG
Vanguard Growth ETF
0.52%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.57%
-11.84%
FOCPX
VUG

Volatility

FOCPX vs. VUG - Volatility Comparison

Fidelity OTC Portfolio (FOCPX) and Vanguard Growth ETF (VUG) have volatilities of 16.20% and 16.77%, 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
16.20%
16.77%
FOCPX
VUG