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FOKFX vs. FOCKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FOKFX vs. FOCKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity OTC K6 Portfolio (FOKFX) and Fidelity OTC Portfolio Class K (FOCKX). The values are adjusted to include any dividend payments, if applicable.

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FOKFX vs. FOCKX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FOKFX
Fidelity OTC K6 Portfolio
-9.19%20.30%34.58%43.48%-32.32%25.95%47.52%17.08%
FOCKX
Fidelity OTC Portfolio Class K
-7.76%22.28%38.91%42.92%-32.07%25.06%46.83%16.90%

Returns By Period

In the year-to-date period, FOKFX achieves a -9.19% return, which is significantly lower than FOCKX's -7.76% return.


FOKFX

1D
-1.38%
1M
-9.07%
YTD
-9.19%
6M
-5.82%
1Y
22.68%
3Y*
22.24%
5Y*
11.61%
10Y*

FOCKX

1D
-1.33%
1M
-8.64%
YTD
-7.76%
6M
-2.82%
1Y
27.02%
3Y*
24.78%
5Y*
12.96%
10Y*
19.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FOKFX vs. FOCKX - Expense Ratio Comparison

FOKFX has a 0.50% expense ratio, which is lower than FOCKX's 0.73% expense ratio.


Return for Risk

FOKFX vs. FOCKX — Risk / Return Rank

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

FOKFX
FOKFX Risk / Return Rank: 5555
Overall Rank
FOKFX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
FOKFX Sortino Ratio Rank: 5858
Sortino Ratio Rank
FOKFX Omega Ratio Rank: 5454
Omega Ratio Rank
FOKFX Calmar Ratio Rank: 5858
Calmar Ratio Rank
FOKFX Martin Ratio Rank: 5454
Martin Ratio Rank

FOCKX
FOCKX Risk / Return Rank: 7171
Overall Rank
FOCKX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FOCKX Sortino Ratio Rank: 7272
Sortino Ratio Rank
FOCKX Omega Ratio Rank: 6868
Omega Ratio Rank
FOCKX Calmar Ratio Rank: 7373
Calmar Ratio Rank
FOCKX Martin Ratio Rank: 7474
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.

FOKFX vs. FOCKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity OTC K6 Portfolio (FOKFX) and Fidelity OTC Portfolio Class K (FOCKX). 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.


FOKFXFOCKXDifference

Sharpe ratio

Return per unit of total volatility

0.98

1.20

-0.22

Sortino ratio

Return per unit of downside risk

1.49

1.76

-0.27

Omega ratio

Gain probability vs. loss probability

1.21

1.25

-0.04

Calmar ratio

Return relative to maximum drawdown

1.33

1.66

-0.33

Martin ratio

Return relative to average drawdown

5.16

7.07

-1.90

FOKFX vs. FOCKX - Sharpe Ratio Comparison

The current FOKFX Sharpe Ratio is 0.98, which is comparable to the FOCKX Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of FOKFX and FOCKX, 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


FOKFXFOCKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

1.20

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.58

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.07

+0.67

Correlation

The correlation between FOKFX and FOCKX is 1.00, 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

FOKFX vs. FOCKX - Dividend Comparison

FOKFX's dividend yield for the trailing twelve months is around 4.63%, less than FOCKX's 8.19% yield.


TTM20252024202320222021202020192018201720162015
FOKFX
Fidelity OTC K6 Portfolio
4.63%4.20%4.58%0.24%0.08%3.81%0.39%0.32%0.00%0.00%0.00%0.00%
FOCKX
Fidelity OTC Portfolio Class K
8.19%7.56%16.42%0.09%3.97%11.34%6.18%7.49%7.81%4.85%3.25%5.42%

Drawdowns

FOKFX vs. FOCKX - Drawdown Comparison

The maximum FOKFX drawdown since its inception was -37.26%, smaller than the maximum FOCKX drawdown of -90.14%. Use the drawdown chart below to compare losses from any high point for FOKFX and FOCKX.


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Drawdown Indicators


FOKFXFOCKXDifference

Max Drawdown

Largest peak-to-trough decline

-37.26%

-90.14%

+52.88%

Max Drawdown (1Y)

Largest decline over 1 year

-12.72%

-12.55%

-0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-37.26%

-36.97%

-0.29%

Max Drawdown (10Y)

Largest decline over 10 years

-90.14%

Current Drawdown

Current decline from peak

-12.53%

-11.28%

-1.25%

Average Drawdown

Average peak-to-trough decline

-9.40%

-8.47%

-0.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.61%

3.23%

+0.38%

Volatility

FOKFX vs. FOCKX - Volatility Comparison

Fidelity OTC K6 Portfolio (FOKFX) has a higher volatility of 7.03% compared to Fidelity OTC Portfolio Class K (FOCKX) at 6.63%. This indicates that FOKFX's price experiences larger fluctuations and is considered to be riskier than FOCKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FOKFXFOCKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.03%

6.63%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

13.99%

13.55%

+0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

23.31%

22.78%

+0.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.84%

22.54%

+0.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.66%

288.89%

-264.23%