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

Correlation

The correlation between FWOMX and FSPGX 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

FWOMX vs. FSPGX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FWOMX:

0.21

FSPGX:

0.70

Sortino Ratio

FWOMX:

0.33

FSPGX:

1.02

Omega Ratio

FWOMX:

1.05

FSPGX:

1.14

Calmar Ratio

FWOMX:

0.12

FSPGX:

0.67

Martin Ratio

FWOMX:

0.39

FSPGX:

2.22

Ulcer Index

FWOMX:

6.76%

FSPGX:

7.05%

Daily Std Dev

FWOMX:

19.82%

FSPGX:

25.52%

Max Drawdown

FWOMX:

-36.47%

FSPGX:

-32.66%

Current Drawdown

FWOMX:

-6.59%

FSPGX:

-4.29%

Returns By Period

In the year-to-date period, FWOMX achieves a -0.53% return, which is significantly lower than FSPGX's -0.26% return.


FWOMX

YTD

-0.53%

1M

6.76%

6M

-5.50%

1Y

3.07%

3Y*

9.27%

5Y*

10.26%

10Y*

N/A

FSPGX

YTD

-0.26%

1M

7.54%

6M

0.63%

1Y

17.58%

3Y*

19.84%

5Y*

17.66%

10Y*

N/A

*Annualized

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Fidelity Women's Leadership Fund

FWOMX vs. FSPGX - Expense Ratio Comparison

FWOMX has a 0.90% expense ratio, which is higher than FSPGX's 0.04% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FWOMX vs. FSPGX — Risk-Adjusted Performance Rank

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

FWOMX
The Risk-Adjusted Performance Rank of FWOMX is 1818
Overall Rank
The Sharpe Ratio Rank of FWOMX is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of FWOMX is 1818
Sortino Ratio Rank
The Omega Ratio Rank of FWOMX is 1818
Omega Ratio Rank
The Calmar Ratio Rank of FWOMX is 1818
Calmar Ratio Rank
The Martin Ratio Rank of FWOMX is 1818
Martin Ratio Rank

FSPGX
The Risk-Adjusted Performance Rank of FSPGX is 5353
Overall Rank
The Sharpe Ratio Rank of FSPGX is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPGX is 5353
Sortino Ratio Rank
The Omega Ratio Rank of FSPGX is 5252
Omega Ratio Rank
The Calmar Ratio Rank of FSPGX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of FSPGX is 4949
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.

FWOMX vs. FSPGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Women's Leadership Fund (FWOMX) and Fidelity Large Cap Growth Index Fund (FSPGX). 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 FWOMX Sharpe Ratio is 0.21, which is lower than the FSPGX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of FWOMX and FSPGX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FWOMX vs. FSPGX - Dividend Comparison

FWOMX's dividend yield for the trailing twelve months is around 1.90%, more than FSPGX's 0.37% yield.


TTM202420232022202120202019201820172016
FWOMX
Fidelity Women's Leadership Fund
1.90%1.89%0.57%0.62%2.65%0.21%0.27%0.00%0.00%0.00%
FSPGX
Fidelity Large Cap Growth Index Fund
0.37%0.37%0.73%0.86%2.22%1.76%1.04%1.47%1.22%0.30%

Drawdowns

FWOMX vs. FSPGX - Drawdown Comparison

The maximum FWOMX drawdown since its inception was -36.47%, which is greater than FSPGX's maximum drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for FWOMX and FSPGX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FWOMX vs. FSPGX - Volatility Comparison

The current volatility for Fidelity Women's Leadership Fund (FWOMX) is 4.91%, while Fidelity Large Cap Growth Index Fund (FSPGX) has a volatility of 5.87%. This indicates that FWOMX experiences smaller price fluctuations and is considered to be less risky than FSPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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