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IFPUX vs. FLCPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IFPUX vs. FLCPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Independent Franchise Part Equity Fund (IFPUX) and Fidelity SAI U.S. Large Cap Index Fund (FLCPX). The values are adjusted to include any dividend payments, if applicable.

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IFPUX vs. FLCPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IFPUX
Independent Franchise Part Equity Fund
-9.57%28.47%21.80%21.19%-10.77%16.17%19.09%35.20%-7.11%15.64%
FLCPX
Fidelity SAI U.S. Large Cap Index Fund
-7.05%17.84%25.08%26.25%-18.06%28.61%18.24%31.59%-4.38%21.74%

Returns By Period

In the year-to-date period, IFPUX achieves a -9.57% return, which is significantly lower than FLCPX's -7.05% return. Over the past 10 years, IFPUX has underperformed FLCPX with an annualized return of 12.61%, while FLCPX has yielded a comparatively higher 13.75% annualized return.


IFPUX

1D
1.23%
1M
-8.23%
YTD
-9.57%
6M
-5.73%
1Y
7.17%
3Y*
16.45%
5Y*
10.43%
10Y*
12.61%

FLCPX

1D
-0.39%
1M
-7.70%
YTD
-7.05%
6M
-4.58%
1Y
14.45%
3Y*
17.20%
5Y*
11.42%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IFPUX vs. FLCPX - Expense Ratio Comparison

IFPUX has a 0.68% expense ratio, which is higher than FLCPX's 0.02% expense ratio.


Return for Risk

IFPUX vs. FLCPX — Risk / Return Rank

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

IFPUX
IFPUX Risk / Return Rank: 2020
Overall Rank
IFPUX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
IFPUX Sortino Ratio Rank: 2020
Sortino Ratio Rank
IFPUX Omega Ratio Rank: 1919
Omega Ratio Rank
IFPUX Calmar Ratio Rank: 1919
Calmar Ratio Rank
IFPUX Martin Ratio Rank: 1818
Martin Ratio Rank

FLCPX
FLCPX Risk / Return Rank: 4444
Overall Rank
FLCPX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FLCPX Sortino Ratio Rank: 4545
Sortino Ratio Rank
FLCPX Omega Ratio Rank: 4949
Omega Ratio Rank
FLCPX Calmar Ratio Rank: 3838
Calmar Ratio Rank
FLCPX Martin Ratio Rank: 4949
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.

IFPUX vs. FLCPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Independent Franchise Part Equity Fund (IFPUX) and Fidelity SAI U.S. Large Cap Index Fund (FLCPX). 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.


IFPUXFLCPXDifference

Sharpe ratio

Return per unit of total volatility

0.55

0.84

-0.29

Sortino ratio

Return per unit of downside risk

0.85

1.30

-0.45

Omega ratio

Gain probability vs. loss probability

1.11

1.20

-0.08

Calmar ratio

Return relative to maximum drawdown

0.58

1.00

-0.42

Martin ratio

Return relative to average drawdown

1.91

4.86

-2.95

IFPUX vs. FLCPX - Sharpe Ratio Comparison

The current IFPUX Sharpe Ratio is 0.55, which is lower than the FLCPX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of IFPUX and FLCPX, 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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Sharpe Ratios by Period


IFPUXFLCPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

0.84

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.67

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.76

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.82

-0.07

Correlation

The correlation between IFPUX and FLCPX is 0.79, 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.


Dividends

IFPUX vs. FLCPX - Dividend Comparison

IFPUX's dividend yield for the trailing twelve months is around 10.85%, more than FLCPX's 0.60% yield.


TTM2025202420232022202120202019201820172016
IFPUX
Independent Franchise Part Equity Fund
10.85%9.81%20.93%8.24%16.77%5.50%12.63%11.08%8.13%1.35%3.74%
FLCPX
Fidelity SAI U.S. Large Cap Index Fund
0.60%0.56%6.11%7.05%11.23%10.38%3.93%1.74%2.18%1.57%0.76%

Drawdowns

IFPUX vs. FLCPX - Drawdown Comparison

The maximum IFPUX drawdown since its inception was -27.73%, smaller than the maximum FLCPX drawdown of -33.87%. Use the drawdown chart below to compare losses from any high point for IFPUX and FLCPX.


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Drawdown Indicators


IFPUXFLCPXDifference

Max Drawdown

Largest peak-to-trough decline

-27.73%

-33.87%

+6.14%

Max Drawdown (1Y)

Largest decline over 1 year

-12.16%

-12.14%

-0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-21.48%

-24.40%

+2.92%

Max Drawdown (10Y)

Largest decline over 10 years

-27.73%

-33.87%

+6.14%

Current Drawdown

Current decline from peak

-11.08%

-8.89%

-2.19%

Average Drawdown

Average peak-to-trough decline

-3.74%

-4.24%

+0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.67%

2.56%

+1.11%

Volatility

IFPUX vs. FLCPX - Volatility Comparison

The current volatility for Independent Franchise Part Equity Fund (IFPUX) is 3.42%, while Fidelity SAI U.S. Large Cap Index Fund (FLCPX) has a volatility of 4.24%. This indicates that IFPUX experiences smaller price fluctuations and is considered to be less risky than FLCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IFPUXFLCPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.42%

4.24%

-0.82%

Volatility (6M)

Calculated over the trailing 6-month period

8.74%

9.09%

-0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

14.95%

18.14%

-3.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.30%

17.03%

+1.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.07%

18.12%

-1.05%