ISFIX vs. FGLGX

Last updated Jun 4, 2026

ISFIX (VY Columbia Contrarian Core Portfolio) and FGLGX (Fidelity Series Large Cap Stock Fund) are both Large Cap Blend Equities funds. Over the past 10 years, ISFIX returned 19.36%/yr vs 16.45%/yr for FGLGX. Their correlation of 0.90 suggests significant overlap in exposure. ISFIX charges 0.73%/yr vs 0.00%/yr for FGLGX.

Performance

ISFIX vs. FGLGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VY Columbia Contrarian Core Portfolio (ISFIX) and Fidelity Series Large Cap Stock Fund (FGLGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with ISFIX having a 10.57% return and FGLGX slightly lower at 10.11%. Over the past 10 years, ISFIX has outperformed FGLGX with an annualized return of 19.36%, while FGLGX has yielded a comparatively lower 16.45% annualized return.

ISFIX

• 1D: 0.00%
• 1M: 6.21%
• YTD: 10.57%
• 6M: 10.92%
• 1Y: 27.64%
• 3Y*: 22.02%
• 5Y*: 13.57%
• 10Y*: 19.36%

FGLGX

• 1D: -0.24%
• 1M: 3.30%
• YTD: 10.11%
• 6M: 12.09%
• 1Y: 32.08%
• 3Y*: 26.56%
• 5Y*: 16.96%
• 10Y*: 16.45%

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

ISFIX vs. FGLGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ISFIX VY Columbia Contrarian Core Portfolio	10.57%	17.39%	23.33%	31.94%	-18.25%	24.31%	21.81%	91.56%	-8.72%	21.97%
FGLGX Fidelity Series Large Cap Stock Fund	10.11%	28.57%	27.45%	24.80%	-7.23%	26.53%	10.01%	32.37%	-8.95%	16.64%

Correlation

The correlation between ISFIX and FGLGX is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.78
Correlation (3Y) Calculated over the trailing 3-year period	0.82
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (10Y) Calculated over the trailing 10-year period	0.88
Correlation (All Time) Calculated using the full available price history since Dec 12, 2012	0.90

The correlation between ISFIX and FGLGX shifts across timeframes, from 0.78 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.

Return for Risk

ISFIX vs. FGLGX — Risk / Return Rank

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

ISFIX

ISFIX Risk / Return Rank: 72
ISFIX Sharpe Ratio Rank: 80
ISFIX Sortino Ratio Rank: 74
ISFIX Omega Ratio Rank: 70
ISFIX Calmar Ratio Rank: 69
ISFIX Martin Ratio Rank: 65

FGLGX

FGLGX Risk / Return Rank: 80
FGLGX Sharpe Ratio Rank: 84
FGLGX Sortino Ratio Rank: 78
FGLGX Omega Ratio Rank: 75
FGLGX Calmar Ratio Rank: 77
FGLGX Martin Ratio Rank: 84

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.

ISFIX vs. FGLGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VY Columbia Contrarian Core Portfolio (ISFIX) and Fidelity Series Large Cap Stock Fund (FGLGX). 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.

	ISFIX	FGLGX	Difference
Sharpe ratio: Return per unit of total volatility	2.62	2.70	-0.08
Sortino ratio: Return per unit of downside risk	3.61	3.71	-0.10
Omega ratio: Gain probability vs. loss probability	1.47	1.49	-0.02
Calmar ratio: Return relative to maximum drawdown	3.21	3.50	-0.29
Martin ratio: Return relative to average drawdown	12.79	16.03	-3.24
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ISFIX vs. FGLGX - Sharpe Ratio Comparison

The current ISFIX Sharpe Ratio is 2.62, which is comparable to the FGLGX Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of ISFIX and FGLGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ISFIX	FGLGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.62	2.70	-0.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.80	1.01	-0.21
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.86	0.90	-0.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.52	0.88	-0.36

Drawdowns

ISFIX vs. FGLGX - Drawdown Comparison

The maximum ISFIX drawdown since its inception was -57.61%, which is greater than FGLGX's maximum drawdown of -36.42%. Use the drawdown chart below to compare losses from any high point for ISFIX and FGLGX.

Drawdown Indicators

	ISFIX	FGLGX	Difference
Max Drawdown Largest peak-to-trough decline	-57.61%	-36.42%	-21.19%
Max Drawdown (1Y) Largest decline over 1 year	-10.06%	-9.43%	-0.63%
Max Drawdown (3Y) Largest decline over 3 years	-20.18%	-18.75%	-1.43%
Max Drawdown (5Y) Largest decline over 5 years	-24.00%	-21.21%	-2.79%
Max Drawdown (10Y) Largest decline over 10 years	-32.51%	-36.42%	+3.91%
Current Drawdown Current decline from peak	0.00%	-0.24%	+0.24%
Average Drawdown Average peak-to-trough decline	-8.13%	-3.78%	-4.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.40%	2.06%	+0.34%

Volatility

ISFIX vs. FGLGX - Volatility Comparison

VY Columbia Contrarian Core Portfolio (ISFIX) and Fidelity Series Large Cap Stock Fund (FGLGX) have volatilities of 2.75% and 2.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ISFIX	FGLGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.75%	2.89%	-0.14%
Volatility (6M) Calculated over the trailing 6-month period	9.09%	9.34%	-0.25%
Volatility (1Y) Calculated over the trailing 1-year period	12.32%	12.27%	+0.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.52%	16.89%	+0.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.95%	18.37%	+4.58%

ISFIX vs. FGLGX - Expense Ratio Comparison

ISFIX has a 0.73% expense ratio, which is higher than FGLGX's 0.00% expense ratio.

Dividends

ISFIX vs. FGLGX - Dividend Comparison

ISFIX's dividend yield for the trailing twelve months is around 7.24%, less than FGLGX's 8.94% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FGLGX Fidelity Series Large Cap Stock Fund	8.94%	9.84%	7.99%	5.29%	6.55%	9.22%	5.36%	7.25%	12.29%	4.61%	1.69%	5.94%
ISFIX VY Columbia Contrarian Core Portfolio	7.24%	8.00%	2.11%	43.85%	20.76%	11.30%	2.65%	77.40%	13.78%	6.74%	13.24%	13.56%

Frequently Asked Questions

Can I hold both ISFIX and FGLGX in my portfolio?

ISFIX and FGLGX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ISFIX or FGLGX?

FGLGX has higher volatility (2.89%) compared to ISFIX (2.75%). In terms of maximum drawdown, ISFIX dropped -57.61% vs FGLGX's -36.42%.

Which has better risk-adjusted returns?

FGLGX currently has the higher Sharpe Ratio (2.70 vs 2.62), 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.