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FXLCX vs. IGIAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FXLCX vs. IGIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Flex Large Cap Focused Index Fund (FXLCX) and Integrity ESG Growth & Income Fund (IGIAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FXLCX achieves a 10.01% return, which is significantly lower than IGIAX's 26.54% return.


FXLCX

1D
0.51%
1M
3.59%
YTD
10.01%
6M
9.52%
1Y
3Y*
5Y*
10Y*

IGIAX

1D
0.18%
1M
5.74%
YTD
26.54%
6M
26.73%
1Y
43.31%
3Y*
25.68%
5Y*
14.80%
10Y*
15.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FXLCX vs. IGIAX - Yearly Performance Comparison


Correlation

The correlation between FXLCX and IGIAX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 30, 2025

0.88

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Return for Risk

FXLCX vs. IGIAX — Risk / Return Rank

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

FXLCX

IGIAX
IGIAX Risk / Return Rank: 8989
Overall Rank
IGIAX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
IGIAX Sortino Ratio Rank: 8484
Sortino Ratio Rank
IGIAX Omega Ratio Rank: 7979
Omega Ratio Rank
IGIAX Calmar Ratio Rank: 9696
Calmar Ratio Rank
IGIAX Martin Ratio Rank: 9696
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.

FXLCX vs. IGIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Flex Large Cap Focused Index Fund (FXLCX) and Integrity ESG Growth & Income Fund (IGIAX). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

FXLCX vs. IGIAX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FXLCXIGIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

1.76

0.51

+1.25

Drawdowns

FXLCX vs. IGIAX - Drawdown Comparison

The maximum FXLCX drawdown since its inception was -9.23%, smaller than the maximum IGIAX drawdown of -79.15%. Use the drawdown chart below to compare losses from any high point for FXLCX and IGIAX.


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Drawdown Indicators


FXLCXIGIAXDifference

Max Drawdown

Largest peak-to-trough decline

-9.23%

-79.15%

+69.92%

Max Drawdown (1Y)

Largest decline over 1 year

-6.89%

Max Drawdown (3Y)

Largest decline over 3 years

-19.58%

Max Drawdown (5Y)

Largest decline over 5 years

-30.18%

Max Drawdown (10Y)

Largest decline over 10 years

-31.19%

Current Drawdown

Current decline from peak

-0.34%

0.00%

-0.34%

Average Drawdown

Average peak-to-trough decline

-1.40%

-33.34%

+31.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

Volatility

FXLCX vs. IGIAX - Volatility Comparison


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Volatility by Period


FXLCXIGIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.65%

Volatility (6M)

Calculated over the trailing 6-month period

12.07%

Volatility (1Y)

Calculated over the trailing 1-year period

12.53%

15.12%

-2.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.53%

18.10%

-5.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.53%

18.09%

-5.56%

FXLCX vs. IGIAX - Expense Ratio Comparison

FXLCX has a 0.00% expense ratio, which is lower than IGIAX's 1.24% expense ratio.


Dividends

FXLCX vs. IGIAX - Dividend Comparison

FXLCX's dividend yield for the trailing twelve months is around 0.43%, less than IGIAX's 2.86% yield.


PositionTTM20252024202320222021202020192018201720162015
FXLCX
Fidelity Flex Large Cap Focused Index Fund
0.43%0.33%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IGIAX
Integrity ESG Growth & Income Fund
2.86%3.62%0.00%2.23%1.41%0.63%0.62%9.26%6.63%7.31%2.30%2.19%

Frequently Asked Questions


FXLCX and IGIAX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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