FSIGX vs. FLCOX
FSIGX (Fidelity Series Investment Grade Bond Fund) and FLCOX (Fidelity Large Cap Value Index Fund) are both mutual funds - FSIGX is a Investment Grade Bonds fund managed by Fidelity, while FLCOX is a Large Cap Value Equities fund tracking the Russell 1000 Value Index. Over the past 5 years, FSIGX returned 0.03%/yr vs 11.70%/yr for FLCOX. Their 0.00 correlation means their historical movements had little consistent relationship.
Performance
FSIGX vs. FLCOX - Performance Comparison
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Returns By Period
In the year-to-date period, FSIGX achieves a -0.48% return, which is significantly lower than FLCOX's 20.05% return.
FSIGX
- 1D
- 0.00%
- 1M
- -1.19%
- 6M
- -0.73%
- YTD
- -0.48%
- 1Y
- 1.91%
- 3Y*
- 4.14%
- 5Y*
- 0.03%
- 10Y*
- 2.10%
- ALL TIME*
- 3.84%
FLCOX
- 1D
- 0.49%
- 1M
- 1.47%
- 6M
- 14.83%
- YTD
- 20.05%
- 1Y
- 32.24%
- 3Y*
- 17.69%
- 5Y*
- 11.70%
- 10Y*
- —
- ALL TIME*
- 10.99%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
FSIGX vs. FLCOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FSIGX Fidelity Series Investment Grade Bond Fund | -0.48% | 7.65% | 1.79% | 6.82% | -13.30% | -0.67% | 9.71% | 9.75% | -0.15% | 4.39% |
FLCOX Fidelity Large Cap Value Index Fund | 20.05% | 15.90% | 14.38% | 11.48% | -7.57% | 25.09% | 2.87% | 26.54% | -8.38% | 10.90% |
Correlation
The correlation between FSIGX and FLCOX is 0.32, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.32 |
Correlation (3Y) Balances recent behavior with more history. | 0.24 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.00 |
Over the past year, FSIGX and FLCOX have become more correlated (0.32) than their long-term average of 0.00, meaning their price movements have been converging.
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Return for Risk
FSIGX vs. FLCOX — Risk / Return Rank
FSIGX
FLCOX
FSIGX vs. FLCOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Investment Grade Bond Fund (FSIGX) and Fidelity Large Cap Value Index Fund (FLCOX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FSIGX | FLCOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.76 | ||
| Sortino ratioReturn per unit of downside risk | -2.41 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.46 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 1.08 | 4.35 | -3.27 |
| Martin ratioReturn relative to average drawdown | 2.62 | 18.62 | -16.00 |
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Drawdowns
FSIGX vs. FLCOX - Drawdown Comparison
The maximum FSIGX drawdown since its inception was -18.22%, smaller than the maximum FLCOX drawdown of -38.28%. Use the drawdown chart below to compare losses from any high point for FSIGX and FLCOX.
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Drawdown Indicators
| FSIGX | FLCOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.22% | -38.28% | +20.06% |
Max Drawdown (1Y)Largest decline over 1 year | -2.99% | -6.80% | +3.81% |
Max Drawdown (3Y)Largest decline over 3 years | -5.20% | -15.60% | +10.40% |
Max Drawdown (5Y)Largest decline over 5 years | -18.22% | -19.00% | +0.78% |
Max Drawdown (10Y)Largest decline over 10 years | -18.22% | — | — |
Current DrawdownCurrent decline from peak | -2.48% | -0.56% | -1.92% |
Average DrawdownAverage peak-to-trough decline | -2.68% | -4.39% | +1.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.22% | 1.60% | -0.38% |
Volatility
FSIGX vs. FLCOX - Volatility Comparison
The current volatility for Fidelity Series Investment Grade Bond Fund (FSIGX) is 1.02%, while Fidelity Large Cap Value Index Fund (FLCOX) has a volatility of 2.92%. This indicates that FSIGX experiences smaller price fluctuations and is considered to be less risky than FLCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSIGX | FLCOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.02% | 2.92% | -1.90% |
Volatility (6M)Calculated over the trailing 6-month period | 3.03% | 8.72% | -5.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.89% | 11.43% | -7.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.08% | 14.84% | -8.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.03% | 17.56% | -12.53% |
Dividends
FSIGX vs. FLCOX - Dividend Comparison
FSIGX's dividend yield for the trailing twelve months is around 3.97%, more than FLCOX's 0.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLCOX Fidelity Large Cap Value Index Fund | 0.87% | 1.51% | 1.92% | 1.99% | 2.01% | 1.55% | 2.28% | 3.82% | 2.79% | 0.60% | 0.00% | 0.00% |
FSIGX Fidelity Series Investment Grade Bond Fund | 3.97% | 4.24% | 4.01% | 4.00% | 2.37% | 1.88% | 6.32% | 3.09% | 3.20% | 2.86% | 4.32% | 3.07% |
Frequently Asked Questions
FSIGX and FLCOX have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FLCOX has higher volatility (2.92%) compared to FSIGX (1.02%). In terms of maximum drawdown, FSIGX dropped -18.22% vs FLCOX's -38.28%.
FLCOX currently has the higher Sharpe Ratio (2.59 vs 0.83), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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