FTRNX vs. VHCAX
FTRNX (Fidelity Trend Fund) and VHCAX (Vanguard Capital Opportunity Fund Admiral Shares) are both Large Cap Growth Equities funds. Both are actively managed. Over the past 10 years, FTRNX returned 18.03%/yr vs 16.16%/yr for VHCAX. Their correlation of 0.90 means they have usually moved in the same direction. FTRNX charges 0.74%/yr vs 0.32%/yr for VHCAX.
Performance
FTRNX vs. VHCAX - Performance Comparison
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Returns By Period
In the year-to-date period, FTRNX achieves a 8.09% return, which is significantly lower than VHCAX's 20.21% return. Over the past 10 years, FTRNX has outperformed VHCAX with an annualized return of 18.03%, while VHCAX has yielded a comparatively lower 16.16% annualized return.
FTRNX
- 1D
- 1.28%
- 1M
- -4.67%
- 6M
- 7.36%
- YTD
- 8.09%
- 1Y
- 16.63%
- 3Y*
- 24.06%
- 5Y*
- 13.52%
- 10Y*
- 18.03%
- ALL TIME*
- 11.40%
VHCAX
- 1D
- -0.01%
- 1M
- -3.88%
- 6M
- 13.29%
- YTD
- 20.21%
- 1Y
- 43.39%
- 3Y*
- 22.57%
- 5Y*
- 12.77%
- 10Y*
- 16.16%
- ALL TIME*
- 12.49%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
FTRNX Fidelity Trend Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
FTRNX vs. VHCAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTRNX Fidelity Trend Fund | 8.09% | 18.77% | 40.43% | 44.39% | -33.66% | 22.86% | 47.01% | 36.12% | -5.48% | 29.09% |
VHCAX Vanguard Capital Opportunity Fund Admiral Shares | 20.21% | 25.83% | 14.07% | 25.63% | -17.56% | 20.92% | 22.83% | 27.30% | -3.71% | 28.37% |
Correlation
The correlation between FTRNX and VHCAX is 0.84, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.84 |
Correlation (3Y) Balances recent behavior with more history. | 0.82 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.88 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.87 |
Correlation (All Time) Calculated using the full available price history since Nov 12, 2001 | 0.90 |
The correlation between FTRNX and VHCAX has been stable across timeframes, ranging from 0.82 to 0.90 - a consistent structural relationship.
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Return for Risk
FTRNX vs. VHCAX — Risk / Return Rank
FTRNX
VHCAX
FTRNX vs. VHCAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Trend Fund (FTRNX) and Vanguard Capital Opportunity Fund Admiral Shares (VHCAX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FTRNX | VHCAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.47 | ||
| Sortino ratioReturn per unit of downside risk | -1.90 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.37 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 0.94 | 3.37 | -2.43 |
| Martin ratioReturn relative to average drawdown | 2.98 | 12.21 | -9.23 |
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Drawdowns
FTRNX vs. VHCAX - Drawdown Comparison
The maximum FTRNX drawdown since its inception was -56.26%, roughly equal to the maximum VHCAX drawdown of -54.27%. Use the drawdown chart below to compare losses from any high point for FTRNX and VHCAX.
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Drawdown Indicators
| FTRNX | VHCAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.26% | -54.27% | -1.99% |
Max Drawdown (1Y)Largest decline over 1 year | -14.92% | -12.42% | -2.50% |
Max Drawdown (3Y)Largest decline over 3 years | -32.97% | -23.92% | -9.05% |
Max Drawdown (5Y)Largest decline over 5 years | -39.05% | -27.55% | -11.50% |
Max Drawdown (10Y)Largest decline over 10 years | -39.05% | -33.78% | -5.27% |
Current DrawdownCurrent decline from peak | -9.23% | -7.93% | -1.30% |
Average DrawdownAverage peak-to-trough decline | -10.53% | -8.37% | -2.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.69% | 3.42% | +1.27% |
Volatility
FTRNX vs. VHCAX - Volatility Comparison
Fidelity Trend Fund (FTRNX) has a higher volatility of 8.03% compared to Vanguard Capital Opportunity Fund Admiral Shares (VHCAX) at 6.41%. This indicates that FTRNX's price experiences larger fluctuations and is considered to be riskier than VHCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTRNX | VHCAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.03% | 6.41% | +1.62% |
Volatility (6M)Calculated over the trailing 6-month period | 18.70% | 17.10% | +1.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.89% | 20.12% | +2.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.85% | 20.34% | +6.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.25% | 20.49% | +3.76% |
FTRNX vs. VHCAX - Expense Ratio Comparison
FTRNX has a 0.74% expense ratio, which is higher than VHCAX's 0.32% expense ratio.
Dividends
FTRNX vs. VHCAX - Dividend Comparison
FTRNX's dividend yield for the trailing twelve months is around 5.94%, less than VHCAX's 8.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTRNX Fidelity Trend Fund | 5.94% | 8.23% | 15.26% | 4.69% | 5.34% | 7.80% | 4.44% | 9.65% | 8.30% | 8.62% | 5.25% | 6.44% |
VHCAX Vanguard Capital Opportunity Fund Admiral Shares | 8.08% | 9.71% | 8.24% | 2.40% | 9.35% | 10.55% | 9.19% | 6.48% | 12.23% | 3.87% | 5.74% | 5.39% |
Frequently Asked Questions
FTRNX and VHCAX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FTRNX has higher volatility (8.03%) compared to VHCAX (6.41%). In terms of maximum drawdown, FTRNX dropped -56.26% vs VHCAX's -54.27%.
VHCAX currently has the higher Sharpe Ratio (2.08 vs 0.61), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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