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FTRNX vs. FLCSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTRNX vs. FLCSX - Performance Comparison

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

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FTRNX vs. FLCSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTRNX
Fidelity Trend Fund
-6.17%18.77%40.43%44.39%-33.66%22.86%47.01%36.12%-5.48%29.09%
FLCSX
Fidelity Large Cap Stock Fund
-1.90%27.49%26.31%23.51%-8.02%25.80%9.05%31.59%-13.62%17.86%

Returns By Period

In the year-to-date period, FTRNX achieves a -6.17% return, which is significantly lower than FLCSX's -1.90% return. Over the past 10 years, FTRNX has outperformed FLCSX with an annualized return of 16.94%, while FLCSX has yielded a comparatively lower 14.52% annualized return.


FTRNX

1D
4.62%
1M
-7.70%
YTD
-6.17%
6M
-6.35%
1Y
26.84%
3Y*
24.30%
5Y*
12.88%
10Y*
16.94%

FLCSX

1D
3.19%
1M
-5.31%
YTD
-1.90%
6M
2.88%
1Y
27.37%
3Y*
22.35%
5Y*
14.72%
10Y*
14.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTRNX vs. FLCSX - Expense Ratio Comparison

FTRNX has a 0.73% expense ratio, which is higher than FLCSX's 0.54% expense ratio.


Return for Risk

FTRNX vs. FLCSX — Risk / Return Rank

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

FTRNX
FTRNX Risk / Return Rank: 6464
Overall Rank
FTRNX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
FTRNX Sortino Ratio Rank: 6262
Sortino Ratio Rank
FTRNX Omega Ratio Rank: 5858
Omega Ratio Rank
FTRNX Calmar Ratio Rank: 7777
Calmar Ratio Rank
FTRNX Martin Ratio Rank: 6767
Martin Ratio Rank

FLCSX
FLCSX Risk / Return Rank: 8585
Overall Rank
FLCSX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FLCSX Sortino Ratio Rank: 8282
Sortino Ratio Rank
FLCSX Omega Ratio Rank: 8383
Omega Ratio Rank
FLCSX Calmar Ratio Rank: 8787
Calmar Ratio Rank
FLCSX Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FTRNX vs. FLCSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Trend Fund (FTRNX) and Fidelity Large Cap Stock Fund (FLCSX). 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.


FTRNXFLCSXDifference

Sharpe ratio

Return per unit of total volatility

1.08

1.52

-0.44

Sortino ratio

Return per unit of downside risk

1.64

2.15

-0.50

Omega ratio

Gain probability vs. loss probability

1.23

1.35

-0.11

Calmar ratio

Return relative to maximum drawdown

1.88

2.30

-0.42

Martin ratio

Return relative to average drawdown

6.44

10.51

-4.08

FTRNX vs. FLCSX - Sharpe Ratio Comparison

The current FTRNX Sharpe Ratio is 1.08, which is comparable to the FLCSX Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of FTRNX and FLCSX, 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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Sharpe Ratios by Period


FTRNXFLCSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

1.52

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.88

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.78

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.49

+0.06

Correlation

The correlation between FTRNX and FLCSX is 0.89, 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.


Dividends

FTRNX vs. FLCSX - Dividend Comparison

FTRNX's dividend yield for the trailing twelve months is around 6.85%, more than FLCSX's 6.62% yield.


TTM20252024202320222021202020192018201720162015
FTRNX
Fidelity Trend Fund
6.85%8.23%15.26%4.69%5.34%7.80%4.44%9.65%8.30%8.62%5.25%6.44%
FLCSX
Fidelity Large Cap Stock Fund
6.62%6.50%4.26%2.83%3.07%4.71%3.93%5.43%7.63%3.25%3.61%4.55%

Drawdowns

FTRNX vs. FLCSX - Drawdown Comparison

The maximum FTRNX drawdown since its inception was -56.26%, smaller than the maximum FLCSX drawdown of -63.67%. Use the drawdown chart below to compare losses from any high point for FTRNX and FLCSX.


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Drawdown Indicators


FTRNXFLCSXDifference

Max Drawdown

Largest peak-to-trough decline

-56.26%

-63.67%

+7.41%

Max Drawdown (1Y)

Largest decline over 1 year

-14.92%

-12.34%

-2.58%

Max Drawdown (5Y)

Largest decline over 5 years

-39.05%

-21.69%

-17.36%

Max Drawdown (10Y)

Largest decline over 10 years

-39.05%

-37.11%

-1.94%

Current Drawdown

Current decline from peak

-11.00%

-6.66%

-4.34%

Average Drawdown

Average peak-to-trough decline

-10.58%

-13.89%

+3.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.36%

2.70%

+1.66%

Volatility

FTRNX vs. FLCSX - Volatility Comparison

Fidelity Trend Fund (FTRNX) has a higher volatility of 8.93% compared to Fidelity Large Cap Stock Fund (FLCSX) at 5.68%. This indicates that FTRNX's price experiences larger fluctuations and is considered to be riskier than FLCSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTRNXFLCSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.93%

5.68%

+3.25%

Volatility (6M)

Calculated over the trailing 6-month period

16.06%

9.92%

+6.14%

Volatility (1Y)

Calculated over the trailing 1-year period

26.47%

18.53%

+7.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.30%

16.88%

+9.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.91%

18.67%

+5.24%