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

Correlation

The correlation between FOXA and FSPGX is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


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.

50.00%100.00%150.00%200.00%December2025FebruaryMarchAprilMay
45.07%
167.75%
FOXA
FSPGX

Key characteristics

Sharpe Ratio

FOXA:

2.15

FSPGX:

0.51

Sortino Ratio

FOXA:

3.01

FSPGX:

0.86

Omega Ratio

FOXA:

1.43

FSPGX:

1.12

Calmar Ratio

FOXA:

2.38

FSPGX:

0.54

Martin Ratio

FOXA:

10.71

FSPGX:

1.80

Ulcer Index

FOXA:

5.29%

FSPGX:

6.93%

Daily Std Dev

FOXA:

25.32%

FSPGX:

25.00%

Max Drawdown

FOXA:

-50.55%

FSPGX:

-32.66%

Current Drawdown

FOXA:

-12.65%

FSPGX:

-10.14%

Returns By Period

In the year-to-date period, FOXA achieves a 4.29% return, which is significantly higher than FSPGX's -6.36% return.


FOXA

YTD

4.29%

1M

6.26%

6M

13.42%

1Y

53.80%

5Y*

15.80%

10Y*

N/A

FSPGX

YTD

-6.36%

1M

17.19%

6M

-5.21%

1Y

12.65%

5Y*

17.25%

10Y*

N/A

*Annualized

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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 9595
Overall Rank
The Sharpe Ratio Rank of FOXA is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of FOXA is 9595
Sortino Ratio Rank
The Omega Ratio Rank of FOXA is 9595
Omega Ratio Rank
The Calmar Ratio Rank of FOXA is 9595
Calmar Ratio Rank
The Martin Ratio Rank of FOXA is 9595
Martin Ratio Rank

FSPGX
The Risk-Adjusted Performance Rank of FSPGX is 5757
Overall Rank
The Sharpe Ratio Rank of FSPGX is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPGX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of FSPGX is 5757
Omega Ratio Rank
The Calmar Ratio Rank of FSPGX is 6565
Calmar Ratio Rank
The Martin Ratio Rank of FSPGX is 5454
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.


The current FOXA Sharpe Ratio is 2.15, which is higher than the FSPGX Sharpe Ratio of 0.51. 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 Ratio0.001.002.003.004.005.00December2025FebruaryMarchAprilMay
2.15
0.51
FOXA
FSPGX

Dividends

FOXA vs. FSPGX - Dividend Comparison

FOXA's dividend yield for the trailing twelve months is around 1.07%, more than FSPGX's 0.40% yield.


TTM202420232022202120202019201820172016
FOXA
Fox Corporation
1.07%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
0.40%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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-12.65%
-10.14%
FOXA
FSPGX

Volatility

FOXA vs. FSPGX - Volatility Comparison

The current volatility for Fox Corporation (FOXA) is 11.11%, while Fidelity Large Cap Growth Index Fund (FSPGX) has a volatility of 13.76%. This indicates that FOXA experiences smaller price fluctuations and is considered to be less risky than FSPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
11.11%
13.76%
FOXA
FSPGX