FOKFX vs. VTHRX
Compare and contrast key facts about Fidelity OTC K6 Portfolio (FOKFX) and Vanguard Target Retirement 2030 Fund (VTHRX).
FOKFX is managed by Fidelity. It was launched on Jun 13, 2019. VTHRX is managed by Vanguard. It was launched on Jun 7, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FOKFX or VTHRX.
Performance
FOKFX vs. VTHRX - Performance Comparison
Returns By Period
In the year-to-date period, FOKFX achieves a 26.35% return, which is significantly higher than VTHRX's 11.73% return.
FOKFX
26.35%
1.76%
6.15%
31.20%
18.20%
N/A
VTHRX
11.73%
0.81%
6.52%
17.82%
7.29%
6.97%
Key characteristics
| FOKFX | VTHRX | |
|---|---|---|
| Sharpe Ratio | 1.70 | 2.10 |
| Sortino Ratio | 2.28 | 3.02 |
| Omega Ratio | 1.31 | 1.40 |
| Calmar Ratio | 2.14 | 2.12 |
| Martin Ratio | 6.39 | 12.36 |
| Ulcer Index | 4.89% | 1.44% |
| Daily Std Dev | 18.32% | 8.50% |
| Max Drawdown | -37.76% | -49.57% |
| Current Drawdown | -3.74% | -0.68% |
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FOKFX vs. VTHRX - Expense Ratio Comparison
FOKFX has a 0.50% expense ratio, which is higher than VTHRX's 0.08% expense ratio.
Correlation
The correlation between FOKFX and VTHRX is 0.86, 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. VTHRX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity OTC K6 Portfolio (FOKFX) and Vanguard Target Retirement 2030 Fund (VTHRX). 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
FOKFX vs. VTHRX - Dividend Comparison
FOKFX's dividend yield for the trailing twelve months is around 0.21%, less than VTHRX's 2.32% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VTHRX Vanguard Target Retirement 2030 Fund | 2.32% | 2.59% | 2.05% | 2.14% | 1.63% | 2.38% | 2.49% | 1.99% | 1.97% | 2.15% | 1.92% | 1.78% |
Drawdowns
FOKFX vs. VTHRX - Drawdown Comparison
The maximum FOKFX drawdown since its inception was -37.76%, smaller than the maximum VTHRX drawdown of -49.57%. Use the drawdown chart below to compare losses from any high point for FOKFX and VTHRX. For additional features, visit the drawdowns tool.
Volatility
FOKFX vs. VTHRX - Volatility Comparison
Fidelity OTC K6 Portfolio (FOKFX) has a higher volatility of 5.48% compared to Vanguard Target Retirement 2030 Fund (VTHRX) at 2.01%. This indicates that FOKFX's price experiences larger fluctuations and is considered to be riskier than VTHRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.