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FTRNX vs. FOCPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FTRNX and FOCPX is 0.82, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

FTRNX vs. FOCPX - Performance Comparison

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

4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%NovemberDecember2025FebruaryMarchApril
4,256.19%
10,954.16%
FTRNX
FOCPX

Key characteristics

Sharpe Ratio

FTRNX:

0.38

FOCPX:

0.33

Sortino Ratio

FTRNX:

0.72

FOCPX:

0.63

Omega Ratio

FTRNX:

1.10

FOCPX:

1.09

Calmar Ratio

FTRNX:

0.40

FOCPX:

0.34

Martin Ratio

FTRNX:

1.34

FOCPX:

1.10

Ulcer Index

FTRNX:

8.51%

FOCPX:

7.78%

Daily Std Dev

FTRNX:

30.18%

FOCPX:

25.69%

Max Drawdown

FTRNX:

-55.96%

FOCPX:

-69.01%

Current Drawdown

FTRNX:

-16.84%

FOCPX:

-15.57%

Returns By Period

The year-to-date returns for both stocks are quite close, with FTRNX having a -11.05% return and FOCPX slightly lower at -11.60%. Over the past 10 years, FTRNX has underperformed FOCPX with an annualized return of 14.59%, while FOCPX has yielded a comparatively higher 15.47% annualized return.


FTRNX

YTD

-11.05%

1M

-0.62%

6M

-6.56%

1Y

9.98%

5Y*

16.87%

10Y*

14.59%

FOCPX

YTD

-11.60%

1M

-3.11%

6M

-6.44%

1Y

6.80%

5Y*

16.68%

10Y*

15.47%

*Annualized

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FTRNX vs. FOCPX - Expense Ratio Comparison

FTRNX has a 0.73% expense ratio, which is lower than FOCPX's 0.80% expense ratio.


Expense ratio chart for FOCPX: current value is 0.80%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FOCPX: 0.80%
Expense ratio chart for FTRNX: current value is 0.73%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FTRNX: 0.73%

Risk-Adjusted Performance

FTRNX vs. FOCPX — Risk-Adjusted Performance Rank

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

FTRNX
The Risk-Adjusted Performance Rank of FTRNX is 5151
Overall Rank
The Sharpe Ratio Rank of FTRNX is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of FTRNX is 5252
Sortino Ratio Rank
The Omega Ratio Rank of FTRNX is 5151
Omega Ratio Rank
The Calmar Ratio Rank of FTRNX is 5656
Calmar Ratio Rank
The Martin Ratio Rank of FTRNX is 4848
Martin Ratio Rank

FOCPX
The Risk-Adjusted Performance Rank of FOCPX is 4747
Overall Rank
The Sharpe Ratio Rank of FOCPX is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of FOCPX is 4747
Sortino Ratio Rank
The Omega Ratio Rank of FOCPX is 4747
Omega Ratio Rank
The Calmar Ratio Rank of FOCPX is 5151
Calmar Ratio Rank
The Martin Ratio Rank of FOCPX 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.

FTRNX vs. FOCPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Trend Fund (FTRNX) and Fidelity OTC Portfolio (FOCPX). 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 chart of Sharpe ratio for FTRNX, currently valued at 0.38, compared to the broader market-1.000.001.002.003.00
FTRNX: 0.38
FOCPX: 0.33
The chart of Sortino ratio for FTRNX, currently valued at 0.72, compared to the broader market-2.000.002.004.006.008.00
FTRNX: 0.72
FOCPX: 0.63
The chart of Omega ratio for FTRNX, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.00
FTRNX: 1.10
FOCPX: 1.09
The chart of Calmar ratio for FTRNX, currently valued at 0.40, compared to the broader market0.002.004.006.008.0010.00
FTRNX: 0.40
FOCPX: 0.34
The chart of Martin ratio for FTRNX, currently valued at 1.34, compared to the broader market0.0010.0020.0030.0040.0050.00
FTRNX: 1.34
FOCPX: 1.10

The current FTRNX Sharpe Ratio is 0.38, which is comparable to the FOCPX Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of FTRNX and FOCPX, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.38
0.33
FTRNX
FOCPX

Dividends

FTRNX vs. FOCPX - Dividend Comparison

FTRNX's dividend yield for the trailing twelve months is around 0.78%, less than FOCPX's 15.40% yield.


TTM20242023202220212020201920182017201620152014
FTRNX
Fidelity Trend Fund
0.78%0.46%0.05%0.01%0.00%0.04%0.23%0.26%0.35%0.46%2.49%3.12%
FOCPX
Fidelity OTC Portfolio
15.40%13.61%0.05%4.06%11.53%6.23%7.58%7.93%4.86%3.24%5.41%12.91%

Drawdowns

FTRNX vs. FOCPX - Drawdown Comparison

The maximum FTRNX drawdown since its inception was -55.96%, smaller than the maximum FOCPX drawdown of -69.01%. Use the drawdown chart below to compare losses from any high point for FTRNX and FOCPX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-16.84%
-15.57%
FTRNX
FOCPX

Volatility

FTRNX vs. FOCPX - Volatility Comparison

Fidelity Trend Fund (FTRNX) has a higher volatility of 18.59% compared to Fidelity OTC Portfolio (FOCPX) at 16.20%. This indicates that FTRNX's price experiences larger fluctuations and is considered to be riskier than FOCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
18.59%
16.20%
FTRNX
FOCPX