IVGSX vs. FLCOX
IVGSX (VY Invesco Growth and Income Portfolio) and FLCOX (Fidelity Large Cap Value Index Fund) are both Large Cap Value Equities funds. Over the past 5 years, IVGSX returned 11.35%/yr vs 12.11%/yr for FLCOX. Their correlation of 0.92 means they have usually moved in the same direction. IVGSX charges 0.86%/yr vs 0.04%/yr for FLCOX.
Performance
IVGSX vs. FLCOX - Performance Comparison
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Returns By Period
In the year-to-date period, IVGSX achieves a 11.92% return, which is significantly lower than FLCOX's 21.79% return.
IVGSX
- 1D
- 1.32%
- 1M
- 3.02%
- 6M
- 7.46%
- YTD
- 11.92%
- 1Y
- 21.42%
- 3Y*
- 16.60%
- 5Y*
- 11.35%
- 10Y*
- 11.13%
- ALL TIME*
- 9.16%
FLCOX
- 1D
- 1.00%
- 1M
- 2.94%
- 6M
- 15.38%
- YTD
- 21.79%
- 1Y
- 32.76%
- 3Y*
- 19.01%
- 5Y*
- 12.11%
- 10Y*
- —
- ALL TIME*
- 11.15%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
IVGSX vs. FLCOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IVGSX VY Invesco Growth and Income Portfolio | 11.92% | 15.07% | 16.21% | 12.41% | -5.95% | 28.95% | 2.95% | 24.82% | -14.90% | 13.90% |
FLCOX Fidelity Large Cap Value Index Fund | 21.79% | 15.90% | 14.38% | 11.48% | -7.57% | 25.09% | 2.87% | 26.54% | -8.38% | 10.90% |
Correlation
The correlation between IVGSX and FLCOX is 0.83, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.83 |
Correlation (3Y) Balances recent behavior with more history. | 0.83 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.92 |
The correlation between IVGSX and FLCOX has been stable across timeframes, ranging from 0.83 to 0.92 - a consistent structural relationship.
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Return for Risk
IVGSX vs. FLCOX — Risk / Return Rank
IVGSX
FLCOX
IVGSX vs. FLCOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VY Invesco Growth and Income Portfolio (IVGSX) and Fidelity Large Cap Value Index Fund (FLCOX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IVGSX | FLCOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.25 | ||
| Sortino ratioReturn per unit of downside risk | -1.80 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.55 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 3.02 | 5.04 | -2.02 |
| Martin ratioReturn relative to average drawdown | 12.10 | 21.64 | -9.54 |
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Drawdowns
IVGSX vs. FLCOX - Drawdown Comparison
The maximum IVGSX drawdown since its inception was -53.48%, which is greater than FLCOX's maximum drawdown of -38.28%. Use the drawdown chart below to compare losses from any high point for IVGSX and FLCOX.
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Drawdown Indicators
| IVGSX | FLCOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.48% | -38.28% | -15.20% |
Max Drawdown (1Y)Largest decline over 1 year | -7.44% | -6.80% | -0.64% |
Max Drawdown (3Y)Largest decline over 3 years | -18.87% | -15.60% | -3.27% |
Max Drawdown (5Y)Largest decline over 5 years | -19.19% | -19.00% | -0.19% |
Max Drawdown (10Y)Largest decline over 10 years | -41.77% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -8.06% | -4.38% | -3.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 1.58% | +0.24% |
Volatility
IVGSX vs. FLCOX - Volatility Comparison
VY Invesco Growth and Income Portfolio (IVGSX) has a higher volatility of 3.30% compared to Fidelity Large Cap Value Index Fund (FLCOX) at 2.81%. This indicates that IVGSX's price experiences larger fluctuations and is considered to be riskier than FLCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IVGSX | FLCOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.30% | 2.81% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 9.97% | 8.76% | +1.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.67% | 11.34% | +1.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.02% | 14.84% | +3.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.75% | 17.56% | +2.19% |
IVGSX vs. FLCOX - Expense Ratio Comparison
IVGSX has a 0.86% expense ratio, which is higher than FLCOX's 0.04% expense ratio.
Dividends
IVGSX vs. FLCOX - Dividend Comparison
IVGSX's dividend yield for the trailing twelve months is around 7.66%, more than FLCOX's 0.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLCOX Fidelity Large Cap Value Index Fund | 0.86% | 1.51% | 1.92% | 1.99% | 2.01% | 1.55% | 2.28% | 3.82% | 2.79% | 0.60% | 0.00% | 0.00% |
IVGSX VY Invesco Growth and Income Portfolio | 7.66% | 23.56% | 12.62% | 8.61% | 16.88% | 1.23% | 10.39% | 14.94% | 14.37% | 7.34% | 13.02% | 21.04% |
Frequently Asked Questions
IVGSX and FLCOX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IVGSX has higher volatility (3.30%) compared to FLCOX (2.81%). In terms of maximum drawdown, IVGSX dropped -53.48% vs FLCOX's -38.28%.
FLCOX currently has the higher Sharpe Ratio (3.03 vs 1.78), 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.
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