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FOXA vs. FSPGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FOXA and FSPGX is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

FOXA vs. FSPGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fox Corporation (FOXA) and Fidelity Large Cap Growth Index Fund (FSPGX). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
41.63%
14.84%
FOXA
FSPGX

Key characteristics

Sharpe Ratio

FOXA:

4.53

FSPGX:

1.66

Sortino Ratio

FOXA:

6.36

FSPGX:

2.21

Omega Ratio

FOXA:

1.79

FSPGX:

1.30

Calmar Ratio

FOXA:

2.74

FSPGX:

2.26

Martin Ratio

FOXA:

45.65

FSPGX:

8.48

Ulcer Index

FOXA:

1.98%

FSPGX:

3.50%

Daily Std Dev

FOXA:

19.89%

FSPGX:

17.82%

Max Drawdown

FOXA:

-50.55%

FSPGX:

-32.66%

Current Drawdown

FOXA:

0.00%

FSPGX:

-0.44%

Returns By Period

In the year-to-date period, FOXA achieves a 14.51% return, which is significantly higher than FSPGX's 3.75% return.


FOXA

YTD

14.51%

1M

14.61%

6M

41.62%

1Y

84.90%

5Y*

9.61%

10Y*

N/A

FSPGX

YTD

3.75%

1M

2.86%

6M

14.84%

1Y

27.91%

5Y*

17.91%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

FOXA vs. FSPGX — Risk-Adjusted Performance Rank

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

FOXA
The Risk-Adjusted Performance Rank of FOXA is 9898
Overall Rank
The Sharpe Ratio Rank of FOXA is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of FOXA is 9999
Sortino Ratio Rank
The Omega Ratio Rank of FOXA is 9898
Omega Ratio Rank
The Calmar Ratio Rank of FOXA is 9393
Calmar Ratio Rank
The Martin Ratio Rank of FOXA is 100100
Martin Ratio Rank

FSPGX
The Risk-Adjusted Performance Rank of FSPGX is 8181
Overall Rank
The Sharpe Ratio Rank of FSPGX is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPGX is 7777
Sortino Ratio Rank
The Omega Ratio Rank of FSPGX is 7979
Omega Ratio Rank
The Calmar Ratio Rank of FSPGX is 8585
Calmar Ratio Rank
The Martin Ratio Rank of FSPGX is 8282
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.

FOXA vs. FSPGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fox Corporation (FOXA) and Fidelity Large Cap Growth Index Fund (FSPGX). 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 FOXA, currently valued at 4.53, compared to the broader market-2.000.002.004.004.531.66
The chart of Sortino ratio for FOXA, currently valued at 6.36, compared to the broader market-6.00-4.00-2.000.002.004.006.006.362.21
The chart of Omega ratio for FOXA, currently valued at 1.79, compared to the broader market0.501.001.502.001.791.30
The chart of Calmar ratio for FOXA, currently valued at 2.74, compared to the broader market0.002.004.006.002.742.26
The chart of Martin ratio for FOXA, currently valued at 45.65, compared to the broader market-10.000.0010.0020.0030.0045.658.48
FOXA
FSPGX

The current FOXA Sharpe Ratio is 4.53, which is higher than the FSPGX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of FOXA and FSPGX, 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 Ratio1.002.003.004.005.00SeptemberOctoberNovemberDecember2025February
4.53
1.66
FOXA
FSPGX

Dividends

FOXA vs. FSPGX - Dividend Comparison

FOXA's dividend yield for the trailing twelve months is around 0.95%, more than FSPGX's 0.36% yield.


TTM202420232022202120202019201820172016
FOXA
Fox Corporation
0.95%1.09%1.72%1.61%1.27%1.58%1.24%0.00%0.00%0.00%
FSPGX
Fidelity Large Cap Growth Index Fund
0.36%0.37%0.73%0.86%0.54%0.74%0.99%1.14%0.99%0.30%

Drawdowns

FOXA vs. FSPGX - Drawdown Comparison

The maximum FOXA drawdown since its inception was -50.55%, which is greater than FSPGX's maximum drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for FOXA and FSPGX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February0
-0.44%
FOXA
FSPGX

Volatility

FOXA vs. FSPGX - Volatility Comparison

Fox Corporation (FOXA) has a higher volatility of 6.77% compared to Fidelity Large Cap Growth Index Fund (FSPGX) at 5.20%. This indicates that FOXA's price experiences larger fluctuations and is considered to be riskier than FSPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%SeptemberOctoberNovemberDecember2025February
6.77%
5.20%
FOXA
FSPGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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