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

Correlation

The correlation between FSKAX and FSPGX is 0.94, 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.


Performance

FSKAX vs. FSPGX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FSKAX:

0.48

FSPGX:

0.49

Sortino Ratio

FSKAX:

0.83

FSPGX:

0.85

Omega Ratio

FSKAX:

1.12

FSPGX:

1.12

Calmar Ratio

FSKAX:

0.51

FSPGX:

0.53

Martin Ratio

FSKAX:

1.94

FSPGX:

1.78

Ulcer Index

FSKAX:

5.10%

FSPGX:

6.96%

Daily Std Dev

FSKAX:

19.74%

FSPGX:

25.00%

Max Drawdown

FSKAX:

-35.01%

FSPGX:

-32.66%

Current Drawdown

FSKAX:

-8.01%

FSPGX:

-10.21%

Returns By Period

In the year-to-date period, FSKAX achieves a -3.73% return, which is significantly higher than FSPGX's -6.43% return.


FSKAX

YTD

-3.73%

1M

4.19%

6M

-5.62%

1Y

9.34%

5Y*

15.27%

10Y*

11.48%

FSPGX

YTD

-6.43%

1M

4.71%

6M

-5.63%

1Y

12.22%

5Y*

17.21%

10Y*

N/A

*Annualized

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FSKAX vs. FSPGX - Expense Ratio Comparison

FSKAX has a 0.02% expense ratio, which is lower than FSPGX's 0.04% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

FSKAX vs. FSPGX — Risk-Adjusted Performance Rank

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

FSKAX
The Risk-Adjusted Performance Rank of FSKAX is 5959
Overall Rank
The Sharpe Ratio Rank of FSKAX is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of FSKAX is 5858
Sortino Ratio Rank
The Omega Ratio Rank of FSKAX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of FSKAX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of FSKAX is 6060
Martin Ratio Rank

FSPGX
The Risk-Adjusted Performance Rank of FSPGX is 5959
Overall Rank
The Sharpe Ratio Rank of FSPGX is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPGX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of FSPGX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of FSPGX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of FSPGX is 5656
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.

FSKAX vs. FSPGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Total Market Index Fund (FSKAX) 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 FSKAX Sharpe Ratio is 0.48, which is comparable to the FSPGX Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of FSKAX 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.


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Dividends

FSKAX vs. FSPGX - Dividend Comparison

FSKAX's dividend yield for the trailing twelve months is around 1.13%, more than FSPGX's 0.40% yield.


TTM20242023202220212020201920182017201620152014
FSKAX
Fidelity Total Market Index Fund
1.13%1.19%1.41%1.62%1.15%1.45%1.80%2.06%1.66%1.82%1.96%1.63%
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%0.00%0.00%

Drawdowns

FSKAX vs. FSPGX - Drawdown Comparison

The maximum FSKAX drawdown since its inception was -35.01%, which is greater than FSPGX's maximum drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for FSKAX and FSPGX. For additional features, visit the drawdowns tool.


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Volatility

FSKAX vs. FSPGX - Volatility Comparison


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