FSPGX vs. FCPGX
Compare and contrast key facts about Fidelity Large Cap Growth Index Fund (FSPGX) and Fidelity Small Cap Growth Fund (FCPGX).
FSPGX is managed by Fidelity. FCPGX is managed by Fidelity. It was launched on Nov 3, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSPGX or FCPGX.
Performance
FSPGX vs. FCPGX - Performance Comparison
Returns By Period
In the year-to-date period, FSPGX achieves a 30.24% return, which is significantly higher than FCPGX's 25.46% return.
FSPGX
30.24%
2.24%
14.41%
36.48%
19.52%
N/A
FCPGX
25.46%
2.55%
12.08%
42.86%
6.02%
7.67%
Key characteristics
FSPGX | FCPGX | |
---|---|---|
Sharpe Ratio | 2.14 | 2.11 |
Sortino Ratio | 2.80 | 2.86 |
Omega Ratio | 1.39 | 1.35 |
Calmar Ratio | 2.74 | 1.08 |
Martin Ratio | 10.75 | 12.48 |
Ulcer Index | 3.35% | 3.32% |
Daily Std Dev | 16.81% | 19.66% |
Max Drawdown | -32.66% | -59.11% |
Current Drawdown | -1.49% | -12.03% |
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FSPGX vs. FCPGX - Expense Ratio Comparison
FSPGX has a 0.04% expense ratio, which is lower than FCPGX's 1.00% expense ratio.
Correlation
The correlation between FSPGX and FCPGX is 0.81, 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
FSPGX vs. FCPGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Large Cap Growth Index Fund (FSPGX) and Fidelity Small Cap Growth Fund (FCPGX). 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
FSPGX vs. FCPGX - Dividend Comparison
FSPGX's dividend yield for the trailing twelve months is around 0.43%, less than FCPGX's 0.81% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Fidelity Large Cap Growth Index Fund | 0.43% | 0.73% | 0.86% | 0.54% | 0.74% | 0.99% | 1.14% | 0.99% | 0.30% | 0.00% | 0.00% | 0.00% |
Fidelity Small Cap Growth Fund | 0.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 4.32% | 8.37% | 16.99% |
Drawdowns
FSPGX vs. FCPGX - Drawdown Comparison
The maximum FSPGX drawdown since its inception was -32.66%, smaller than the maximum FCPGX drawdown of -59.11%. Use the drawdown chart below to compare losses from any high point for FSPGX and FCPGX. For additional features, visit the drawdowns tool.
Volatility
FSPGX vs. FCPGX - Volatility Comparison
The current volatility for Fidelity Large Cap Growth Index Fund (FSPGX) is 5.58%, while Fidelity Small Cap Growth Fund (FCPGX) has a volatility of 6.48%. This indicates that FSPGX experiences smaller price fluctuations and is considered to be less risky than FCPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.