PortfoliosLab logoPortfoliosLab logo
FPKFX vs. TRAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FPKFX vs. TRAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Puritan K6 Fund (FPKFX) and T. Rowe Price Capital Appreciation Fund - I Class (TRAIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FPKFX vs. TRAIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FPKFX
Fidelity Puritan K6 Fund
-3.94%11.37%18.95%20.29%-17.11%19.10%20.22%9.41%
TRAIX
T. Rowe Price Capital Appreciation Fund - I Class
-4.98%21.05%12.64%19.01%-11.89%18.59%18.28%8.00%

Returns By Period

In the year-to-date period, FPKFX achieves a -3.94% return, which is significantly higher than TRAIX's -4.98% return.


FPKFX

1D
-0.36%
1M
-6.64%
YTD
-3.94%
6M
-1.95%
1Y
11.47%
3Y*
13.24%
5Y*
7.74%
10Y*

TRAIX

1D
0.06%
1M
-4.85%
YTD
-4.98%
6M
3.88%
1Y
15.02%
3Y*
13.15%
5Y*
9.13%
10Y*
11.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


FPKFX vs. TRAIX - Expense Ratio Comparison

FPKFX has a 0.32% expense ratio, which is lower than TRAIX's 0.59% expense ratio.


Return for Risk

FPKFX vs. TRAIX — Risk / Return Rank

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

FPKFX
FPKFX Risk / Return Rank: 4949
Overall Rank
FPKFX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
FPKFX Sortino Ratio Rank: 4848
Sortino Ratio Rank
FPKFX Omega Ratio Rank: 4949
Omega Ratio Rank
FPKFX Calmar Ratio Rank: 4747
Calmar Ratio Rank
FPKFX Martin Ratio Rank: 5151
Martin Ratio Rank

TRAIX
TRAIX Risk / Return Rank: 7979
Overall Rank
TRAIX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
TRAIX Sortino Ratio Rank: 8383
Sortino Ratio Rank
TRAIX Omega Ratio Rank: 7979
Omega Ratio Rank
TRAIX Calmar Ratio Rank: 8484
Calmar Ratio Rank
TRAIX Martin Ratio Rank: 8484
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.

FPKFX vs. TRAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Puritan K6 Fund (FPKFX) and T. Rowe Price Capital Appreciation Fund - I Class (TRAIX). 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.


FPKFXTRAIXDifference

Sharpe ratio

Return per unit of total volatility

0.93

1.14

-0.21

Sortino ratio

Return per unit of downside risk

1.36

2.13

-0.77

Omega ratio

Gain probability vs. loss probability

1.20

1.30

-0.11

Calmar ratio

Return relative to maximum drawdown

1.16

2.05

-0.89

Martin ratio

Return relative to average drawdown

4.96

8.55

-3.59

FPKFX vs. TRAIX - Sharpe Ratio Comparison

The current FPKFX Sharpe Ratio is 0.93, which is comparable to the TRAIX Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of FPKFX and TRAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FPKFXTRAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

1.14

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.69

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.88

-0.14

Correlation

The correlation between FPKFX and TRAIX is 0.89, 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

FPKFX vs. TRAIX - Dividend Comparison

FPKFX's dividend yield for the trailing twelve months is around 4.36%, less than TRAIX's 16.70% yield.


TTM2025202420232022202120202019201820172016
FPKFX
Fidelity Puritan K6 Fund
4.36%4.19%3.83%1.67%1.62%4.34%1.40%0.63%0.00%0.00%0.00%
TRAIX
T. Rowe Price Capital Appreciation Fund - I Class
16.70%15.87%10.52%4.28%9.70%9.35%8.08%5.92%7.57%6.96%3.59%

Drawdowns

FPKFX vs. TRAIX - Drawdown Comparison

The maximum FPKFX drawdown since its inception was -24.46%, smaller than the maximum TRAIX drawdown of -26.84%. Use the drawdown chart below to compare losses from any high point for FPKFX and TRAIX.


Loading graphics...

Drawdown Indicators


FPKFXTRAIXDifference

Max Drawdown

Largest peak-to-trough decline

-24.46%

-26.84%

+2.38%

Max Drawdown (1Y)

Largest decline over 1 year

-8.65%

-6.77%

-1.88%

Max Drawdown (5Y)

Largest decline over 5 years

-22.33%

-17.00%

-5.33%

Max Drawdown (10Y)

Largest decline over 10 years

-26.84%

Current Drawdown

Current decline from peak

-7.48%

-6.24%

-1.24%

Average Drawdown

Average peak-to-trough decline

-4.90%

-2.86%

-2.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

1.62%

+0.41%

Volatility

FPKFX vs. TRAIX - Volatility Comparison

Fidelity Puritan K6 Fund (FPKFX) has a higher volatility of 3.98% compared to T. Rowe Price Capital Appreciation Fund - I Class (TRAIX) at 2.97%. This indicates that FPKFX's price experiences larger fluctuations and is considered to be riskier than TRAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FPKFXTRAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.98%

2.97%

+1.01%

Volatility (6M)

Calculated over the trailing 6-month period

7.72%

9.57%

-1.85%

Volatility (1Y)

Calculated over the trailing 1-year period

12.86%

13.40%

-0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.59%

13.22%

-0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.36%

12.97%

+1.39%