FXLCX vs. RESGX

Last updated Jun 6, 2026

FXLCX (Fidelity Flex Large Cap Focused Index Fund) and RESGX (Glenmede Responsible ESG U.S. Equity Portfolio) are both Large Cap Blend Equities funds. A 0.68 correlation means they provide meaningful diversification when combined. FXLCX charges 0.00%/yr vs 0.85%/yr for RESGX.

Performance

FXLCX vs. RESGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Flex Large Cap Focused Index Fund (FXLCX) and Glenmede Responsible ESG U.S. Equity Portfolio (RESGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FXLCX achieves a 10.01% return, which is significantly lower than RESGX's 27.91% return.

FXLCX

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

RESGX

• 1D: 0.54%
• 1M: 6.08%
• YTD: 27.91%
• 6M: 28.27%
• 1Y: 42.89%
• 3Y*: 20.51%
• 5Y*: 10.27%
• 10Y*: 13.10%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FXLCX vs. RESGX - Yearly Performance Comparison

	2026 (YTD)	2025
FXLCX Fidelity Flex Large Cap Focused Index Fund	10.01%	7.64%
RESGX Glenmede Responsible ESG U.S. Equity Portfolio	27.91%	6.83%

Correlation

The correlation between FXLCX and RESGX is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 30, 2025	0.68

Return for Risk

FXLCX vs. RESGX — Risk / Return Rank

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

RESGX

RESGX Risk / Return Rank: 90
RESGX Sharpe Ratio Rank: 93
RESGX Sortino Ratio Rank: 88
RESGX Omega Ratio Rank: 82
RESGX Calmar Ratio Rank: 95
RESGX Martin Ratio Rank: 94

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. RESGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Flex Large Cap Focused Index Fund (FXLCX) and Glenmede Responsible ESG U.S. Equity Portfolio (RESGX). 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.

Sharpe Ratios by Period

	FXLCX	RESGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	3.09	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.60	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.70	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.76	0.72	+1.05

Drawdowns

FXLCX vs. RESGX - Drawdown Comparison

The maximum FXLCX drawdown since its inception was -9.23%, smaller than the maximum RESGX drawdown of -37.80%. Use the drawdown chart below to compare losses from any high point for FXLCX and RESGX.

Drawdown Indicators

	FXLCX	RESGX	Difference
Max Drawdown Largest peak-to-trough decline	-9.23%	-37.80%	+28.57%
Max Drawdown (1Y) Largest decline over 1 year	—	-7.84%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-20.50%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-23.58%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-37.80%	—
Current Drawdown Current decline from peak	-0.34%	0.00%	-0.34%
Average Drawdown Average peak-to-trough decline	-1.40%	-5.00%	+3.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.15%	—

Volatility

Volatility by Period

	FXLCX	RESGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.02%	—
Volatility (6M) Calculated over the trailing 6-month period	—	11.01%	—
Volatility (1Y) Calculated over the trailing 1-year period	12.53%	14.40%	-1.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.53%	17.26%	-4.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.53%	18.70%	-6.17%

FXLCX vs. RESGX - Expense Ratio Comparison

FXLCX has a 0.00% expense ratio, which is lower than RESGX's 0.85% expense ratio.

Dividends

FXLCX vs. RESGX - Dividend Comparison

FXLCX's dividend yield for the trailing twelve months is around 0.43%, less than RESGX's 6.51% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
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%
RESGX Glenmede Responsible ESG U.S. Equity Portfolio	6.51%	8.24%	13.38%	9.08%	8.17%	9.98%	0.82%	1.90%	5.09%	0.94%	0.72%

Frequently Asked Questions

Can I hold both FXLCX and RESGX in my portfolio?

FXLCX and RESGX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.