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FSLVX vs. FLCOX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSLVX and FLCOX is 0.85, 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

FSLVX vs. FLCOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Stock Selector Large Cap Value Fund (FSLVX) and Fidelity Large Cap Value Index Fund (FLCOX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FSLVX:

0.69

FLCOX:

0.49

Sortino Ratio

FSLVX:

0.89

FLCOX:

0.64

Omega Ratio

FSLVX:

1.13

FLCOX:

1.09

Calmar Ratio

FSLVX:

0.61

FLCOX:

0.39

Martin Ratio

FSLVX:

2.31

FLCOX:

1.37

Ulcer Index

FSLVX:

3.97%

FLCOX:

4.51%

Daily Std Dev

FSLVX:

16.17%

FLCOX:

16.52%

Max Drawdown

FSLVX:

-60.76%

FLCOX:

-38.28%

Current Drawdown

FSLVX:

-4.59%

FLCOX:

-6.03%

Returns By Period

The year-to-date returns for both investments are quite close, with FSLVX having a 1.13% return and FLCOX slightly higher at 1.16%.


FSLVX

YTD

1.13%

1M

3.83%

6M

-3.86%

1Y

10.53%

3Y*

10.96%

5Y*

15.92%

10Y*

8.75%

FLCOX

YTD

1.16%

1M

3.03%

6M

-5.07%

1Y

7.39%

3Y*

8.73%

5Y*

13.62%

10Y*

N/A

*Annualized

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FSLVX vs. FLCOX - Expense Ratio Comparison

FSLVX has a 0.76% expense ratio, which is higher than FLCOX's 0.04% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FSLVX vs. FLCOX — Risk-Adjusted Performance Rank

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

FSLVX
The Risk-Adjusted Performance Rank of FSLVX is 6161
Overall Rank
The Sharpe Ratio Rank of FSLVX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of FSLVX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of FSLVX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of FSLVX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of FSLVX is 6161
Martin Ratio Rank

FLCOX
The Risk-Adjusted Performance Rank of FLCOX is 4444
Overall Rank
The Sharpe Ratio Rank of FLCOX is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of FLCOX is 4242
Sortino Ratio Rank
The Omega Ratio Rank of FLCOX is 4141
Omega Ratio Rank
The Calmar Ratio Rank of FLCOX is 5050
Calmar Ratio Rank
The Martin Ratio Rank of FLCOX is 4444
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.

FSLVX vs. FLCOX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Stock Selector Large Cap Value Fund (FSLVX) 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.


The current FSLVX Sharpe Ratio is 0.69, which is higher than the FLCOX Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of FSLVX and FLCOX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FSLVX vs. FLCOX - Dividend Comparison

FSLVX's dividend yield for the trailing twelve months is around 10.38%, more than FLCOX's 1.90% yield.


TTM20242023202220212020201920182017201620152014
FSLVX
Fidelity Stock Selector Large Cap Value Fund
10.38%10.40%2.50%8.31%4.35%2.18%1.58%7.55%1.10%1.29%1.26%0.92%
FLCOX
Fidelity Large Cap Value Index Fund
1.90%1.92%1.99%2.01%1.55%2.28%3.82%2.89%2.33%0.52%0.00%0.00%

Drawdowns

FSLVX vs. FLCOX - Drawdown Comparison

The maximum FSLVX drawdown since its inception was -60.76%, which is greater than FLCOX's maximum drawdown of -38.28%. Use the drawdown chart below to compare losses from any high point for FSLVX and FLCOX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FSLVX vs. FLCOX - Volatility Comparison

The current volatility for Fidelity Stock Selector Large Cap Value Fund (FSLVX) is 3.83%, while Fidelity Large Cap Value Index Fund (FLCOX) has a volatility of 4.06%. This indicates that FSLVX 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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