FSLCX vs. VTWO
Compare and contrast key facts about Fidelity Small Cap Stock Fund (FSLCX) and Vanguard Russell 2000 ETF (VTWO).
FSLCX is managed by Fidelity. It was launched on Mar 12, 1998. VTWO is a passively managed fund by Vanguard that tracks the performance of the Russell 2000 Index. It was launched on Sep 20, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSLCX or VTWO.
Performance
FSLCX vs. VTWO - Performance Comparison
Returns By Period
In the year-to-date period, FSLCX achieves a 12.20% return, which is significantly lower than VTWO's 15.02% return. Over the past 10 years, FSLCX has underperformed VTWO with an annualized return of 0.92%, while VTWO has yielded a comparatively higher 8.54% annualized return.
FSLCX
12.20%
-1.68%
7.10%
26.15%
1.91%
0.92%
VTWO
15.02%
0.82%
10.67%
31.71%
9.14%
8.54%
Key characteristics
| FSLCX | VTWO | |
|---|---|---|
| Sharpe Ratio | 1.36 | 1.41 |
| Sortino Ratio | 1.99 | 2.08 |
| Omega Ratio | 1.24 | 1.25 |
| Calmar Ratio | 0.69 | 1.18 |
| Martin Ratio | 7.76 | 7.88 |
| Ulcer Index | 3.28% | 3.77% |
| Daily Std Dev | 18.77% | 21.01% |
| Max Drawdown | -66.70% | -41.19% |
| Current Drawdown | -19.87% | -5.45% |
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FSLCX vs. VTWO - Expense Ratio Comparison
FSLCX has a 0.90% expense ratio, which is higher than VTWO's 0.10% expense ratio.
Correlation
The correlation between FSLCX and VTWO 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.
Risk-Adjusted Performance
FSLCX vs. VTWO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Small Cap Stock Fund (FSLCX) and Vanguard Russell 2000 ETF (VTWO). 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.
Dividends
FSLCX vs. VTWO - Dividend Comparison
FSLCX's dividend yield for the trailing twelve months is around 0.02%, less than VTWO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSLCX Fidelity Small Cap Stock Fund | 0.02% | 0.02% | 0.00% | 0.26% | 0.00% | 0.31% | 0.41% | 0.35% | 0.02% | 11.97% | 0.65% | 0.30% |
VTWO Vanguard Russell 2000 ETF | 1.24% | 1.45% | 1.48% | 1.13% | 0.92% | 1.36% | 1.41% | 1.18% | 1.27% | 1.23% | 1.12% | 1.04% |
Drawdowns
FSLCX vs. VTWO - Drawdown Comparison
The maximum FSLCX drawdown since its inception was -66.70%, which is greater than VTWO's maximum drawdown of -41.19%. Use the drawdown chart below to compare losses from any high point for FSLCX and VTWO. For additional features, visit the drawdowns tool.
Volatility
FSLCX vs. VTWO - Volatility Comparison
The current volatility for Fidelity Small Cap Stock Fund (FSLCX) is 6.94%, while Vanguard Russell 2000 ETF (VTWO) has a volatility of 7.70%. This indicates that FSLCX experiences smaller price fluctuations and is considered to be less risky than VTWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.