FOCSX vs. SCHX
Compare and contrast key facts about Fidelity Small Cap Growth K6 Fund (FOCSX) and Schwab U.S. Large-Cap ETF (SCHX).
FOCSX is managed by Fidelity. It was launched on May 25, 2017. SCHX is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Total Stock Market Index. It was launched on Nov 3, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FOCSX or SCHX.
Key characteristics
| FOCSX | SCHX | |
|---|---|---|
| YTD Return | 28.49% | 27.83% |
| 1Y Return | 45.70% | 36.49% |
| 3Y Return (Ann) | 0.40% | 11.38% |
| 5Y Return (Ann) | 6.61% | 17.32% |
| Sharpe Ratio | 2.58 | 3.16 |
| Sortino Ratio | 3.44 | 4.19 |
| Omega Ratio | 1.42 | 1.59 |
| Calmar Ratio | 1.19 | 4.60 |
| Martin Ratio | 15.89 | 20.72 |
| Ulcer Index | 3.26% | 1.90% |
| Daily Std Dev | 20.04% | 12.42% |
| Max Drawdown | -51.13% | -34.33% |
| Current Drawdown | -16.97% | -0.25% |
Correlation
The correlation between FOCSX and SCHX is 0.85, 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.
Performance
FOCSX vs. SCHX - Performance Comparison
The year-to-date returns for both stocks are quite close, with FOCSX having a 28.49% return and SCHX slightly lower at 27.83%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FOCSX vs. SCHX - Expense Ratio Comparison
FOCSX has a 0.60% expense ratio, which is higher than SCHX's 0.03% expense ratio.
Risk-Adjusted Performance
FOCSX vs. SCHX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Small Cap Growth K6 Fund (FOCSX) and Schwab U.S. Large-Cap ETF (SCHX). 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
FOCSX vs. SCHX - Dividend Comparison
FOCSX's dividend yield for the trailing twelve months is around 1.90%, more than SCHX's 1.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FOCSX Fidelity Small Cap Growth K6 Fund | 1.90% | 0.23% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.02% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHX Schwab U.S. Large-Cap ETF | 1.17% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.17% | 1.70% | 1.92% | 2.04% | 1.76% | 1.65% |
Drawdowns
FOCSX vs. SCHX - Drawdown Comparison
The maximum FOCSX drawdown since its inception was -51.13%, which is greater than SCHX's maximum drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for FOCSX and SCHX. For additional features, visit the drawdowns tool.
Volatility
FOCSX vs. SCHX - Volatility Comparison
Fidelity Small Cap Growth K6 Fund (FOCSX) has a higher volatility of 6.04% compared to Schwab U.S. Large-Cap ETF (SCHX) at 3.92%. This indicates that FOCSX's price experiences larger fluctuations and is considered to be riskier than SCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.