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

Correlation

The correlation between FSPGX and FSKAX 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

FSPGX vs. FSKAX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FSPGX:

0.74

FSKAX:

0.66

Sortino Ratio

FSPGX:

1.21

FSKAX:

1.09

Omega Ratio

FSPGX:

1.17

FSKAX:

1.16

Calmar Ratio

FSPGX:

0.83

FSKAX:

0.71

Martin Ratio

FSPGX:

2.79

FSKAX:

2.68

Ulcer Index

FSPGX:

6.98%

FSKAX:

5.13%

Daily Std Dev

FSPGX:

25.39%

FSKAX:

20.02%

Max Drawdown

FSPGX:

-32.66%

FSKAX:

-35.01%

Current Drawdown

FSPGX:

-4.31%

FSKAX:

-4.19%

Returns By Period

In the year-to-date period, FSPGX achieves a -0.28% return, which is significantly lower than FSKAX's 0.27% return.


FSPGX

YTD

-0.28%

1M

13.45%

6M

0.63%

1Y

18.69%

5Y*

18.98%

10Y*

N/A

FSKAX

YTD

0.27%

1M

9.66%

6M

-1.54%

1Y

13.13%

5Y*

16.85%

10Y*

11.81%

*Annualized

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FSPGX vs. FSKAX - Expense Ratio Comparison

FSPGX has a 0.04% expense ratio, which is higher than FSKAX's 0.02% expense ratio. However, 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

FSPGX vs. FSKAX — Risk-Adjusted Performance Rank

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

FSPGX
The Risk-Adjusted Performance Rank of FSPGX is 7373
Overall Rank
The Sharpe Ratio Rank of FSPGX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPGX is 7373
Sortino Ratio Rank
The Omega Ratio Rank of FSPGX is 7474
Omega Ratio Rank
The Calmar Ratio Rank of FSPGX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of FSPGX is 7070
Martin Ratio Rank

FSKAX
The Risk-Adjusted Performance Rank of FSKAX is 6868
Overall Rank
The Sharpe Ratio Rank of FSKAX is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of FSKAX is 6666
Sortino Ratio Rank
The Omega Ratio Rank of FSKAX is 7171
Omega Ratio Rank
The Calmar Ratio Rank of FSKAX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of FSKAX is 6969
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.

FSPGX vs. FSKAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Large Cap Growth Index Fund (FSPGX) and Fidelity Total Market Index Fund (FSKAX). 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 FSPGX Sharpe Ratio is 0.74, which is comparable to the FSKAX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of FSPGX and FSKAX, 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

FSPGX vs. FSKAX - Dividend Comparison

FSPGX's dividend yield for the trailing twelve months is around 0.37%, less than FSKAX's 1.09% yield.


TTM20242023202220212020201920182017201620152014
FSPGX
Fidelity Large Cap Growth Index Fund
0.37%0.37%0.73%0.86%0.54%0.74%0.99%1.14%0.99%0.30%0.00%0.00%
FSKAX
Fidelity Total Market Index Fund
1.09%1.19%1.41%1.62%1.15%1.45%1.80%2.06%1.66%1.82%1.96%1.63%

Drawdowns

FSPGX vs. FSKAX - Drawdown Comparison

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


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Volatility

FSPGX vs. FSKAX - Volatility Comparison

Fidelity Large Cap Growth Index Fund (FSPGX) has a higher volatility of 7.85% compared to Fidelity Total Market Index Fund (FSKAX) at 6.17%. This indicates that FSPGX's price experiences larger fluctuations and is considered to be riskier than FSKAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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