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

Performance

FSPGX vs. FCPGX - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
14.41%
12.08%
FSPGX
FCPGX

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

YTD

30.24%

1M

2.24%

6M

14.41%

1Y

36.48%

5Y (annualized)

19.52%

10Y (annualized)

N/A

FCPGX

YTD

25.46%

1M

2.55%

6M

12.08%

1Y

42.86%

5Y (annualized)

6.02%

10Y (annualized)

7.67%

Key characteristics


FSPGXFCPGX
Sharpe Ratio2.142.11
Sortino Ratio2.802.86
Omega Ratio1.391.35
Calmar Ratio2.741.08
Martin Ratio10.7512.48
Ulcer Index3.35%3.32%
Daily Std Dev16.81%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.


FCPGX
Fidelity Small Cap Growth Fund
Expense ratio chart for FCPGX: current value at 1.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.00%
Expense ratio chart for FSPGX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Correlation

-0.50.00.51.00.8

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.


Sharpe ratio
The chart of Sharpe ratio for FSPGX, currently valued at 2.14, compared to the broader market-1.000.001.002.003.004.005.002.142.11
The chart of Sortino ratio for FSPGX, currently valued at 2.80, compared to the broader market0.005.0010.002.802.86
The chart of Omega ratio for FSPGX, currently valued at 1.39, compared to the broader market1.002.003.004.001.391.35
The chart of Calmar ratio for FSPGX, currently valued at 2.74, compared to the broader market0.005.0010.0015.0020.0025.002.741.08
The chart of Martin ratio for FSPGX, currently valued at 10.75, compared to the broader market0.0020.0040.0060.0080.00100.0010.7512.48
FSPGX
FCPGX

The current FSPGX Sharpe Ratio is 2.14, which is comparable to the FCPGX Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of FSPGX and FCPGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.14
2.11
FSPGX
FCPGX

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.


TTM20232022202120202019201820172016201520142013
FSPGX
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%
FCPGX
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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.49%
-12.03%
FSPGX
FCPGX

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.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.58%
6.48%
FSPGX
FCPGX