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FOKFX vs. FOCKX
Performance
Risk-Adjusted Performance
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.

-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.15%
-1.89%
FOKFX
FOCKX

Returns By Period

In the year-to-date period, FOKFX achieves a 26.35% return, which is significantly higher than FOCKX's 16.56% return.


FOKFX

YTD

26.35%

1M

1.76%

6M

6.15%

1Y

31.20%

5Y (annualized)

18.20%

10Y (annualized)

N/A

FOCKX

YTD

16.56%

1M

2.35%

6M

-1.88%

1Y

21.27%

5Y (annualized)

11.94%

10Y (annualized)

11.13%

Key characteristics


FOKFXFOCKX
Sharpe Ratio1.701.03
Sortino Ratio2.281.36
Omega Ratio1.311.21
Calmar Ratio2.141.02
Martin Ratio6.392.92
Ulcer Index4.89%7.29%
Daily Std Dev18.32%20.60%
Max Drawdown-37.76%-53.34%
Current Drawdown-3.74%-11.22%

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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.


FOCKX
Fidelity OTC Portfolio Class K
Expense ratio chart for FOCKX: current value at 0.73% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.73%
Expense ratio chart for FOKFX: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Correlation

-0.50.00.51.01.0

The correlation between FOKFX and FOCKX is 0.99, 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

FOKFX vs. FOCKX - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for FOKFX, currently valued at 1.70, compared to the broader market-1.000.001.002.003.004.005.001.701.03
The chart of Sortino ratio for FOKFX, currently valued at 2.28, compared to the broader market0.005.0010.002.281.36
The chart of Omega ratio for FOKFX, currently valued at 1.31, compared to the broader market1.002.003.004.001.311.21
The chart of Calmar ratio for FOKFX, currently valued at 2.14, compared to the broader market0.005.0010.0015.0020.002.141.02
The chart of Martin ratio for FOKFX, currently valued at 6.39, compared to the broader market0.0020.0040.0060.0080.00100.006.392.92
FOKFX
FOCKX

The current FOKFX Sharpe Ratio is 1.70, which is higher than the FOCKX Sharpe Ratio of 1.03. 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.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.70
1.03
FOKFX
FOCKX

Dividends

FOKFX vs. FOCKX - Dividend Comparison

FOKFX's dividend yield for the trailing twelve months is around 0.21%, more than FOCKX's 0.08% yield.


TTM20232022202120202019201820172016201520142013
FOKFX
Fidelity OTC K6 Portfolio
0.21%0.24%0.08%0.00%0.07%0.11%0.00%0.00%0.00%0.00%0.00%0.00%
FOCKX
Fidelity OTC Portfolio Class K
0.08%0.09%0.00%0.00%0.08%0.03%0.00%0.00%0.00%4.65%12.92%13.66%

Drawdowns

FOKFX vs. FOCKX - Drawdown Comparison

The maximum FOKFX drawdown since its inception was -37.76%, smaller than the maximum FOCKX drawdown of -53.34%. Use the drawdown chart below to compare losses from any high point for FOKFX and FOCKX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.74%
-11.22%
FOKFX
FOCKX

Volatility

FOKFX vs. FOCKX - Volatility Comparison

Fidelity OTC K6 Portfolio (FOKFX) and Fidelity OTC Portfolio Class K (FOCKX) have volatilities of 5.48% and 5.40%, 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%JuneJulyAugustSeptemberOctoberNovember
5.48%
5.40%
FOKFX
FOCKX