LBWIX vs. FLCOX
Compare and contrast key facts about BrandywineGLOBAL - Diversified US Large Cap Value Fund (LBWIX) and Fidelity Large Cap Value Index Fund (FLCOX).
LBWIX is managed by Franklin Templeton. It was launched on Sep 7, 2010. FLCOX is a passively managed fund by Fidelity that tracks the performance of the Russell 1000 Value Index. It was launched on Jun 7, 2016.
Performance
LBWIX vs. FLCOX - Performance Comparison
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LBWIX vs. FLCOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LBWIX BrandywineGLOBAL - Diversified US Large Cap Value Fund | 3.06% | 17.38% | 18.59% | 7.42% | -1.56% | 29.74% | -1.41% | 25.66% | -9.05% | 16.80% |
FLCOX Fidelity Large Cap Value Index Fund | 2.08% | 15.90% | 14.38% | 11.48% | -7.57% | 25.09% | 2.87% | 26.54% | -8.38% | 10.90% |
Returns By Period
In the year-to-date period, LBWIX achieves a 3.06% return, which is significantly higher than FLCOX's 2.08% return.
LBWIX
- 1D
- 1.56%
- 1M
- -3.67%
- YTD
- 3.06%
- 6M
- 7.45%
- 1Y
- 17.28%
- 3Y*
- 16.03%
- 5Y*
- 11.12%
- 10Y*
- 11.48%
FLCOX
- 1D
- 2.13%
- 1M
- -4.69%
- YTD
- 2.08%
- 6M
- 5.86%
- 1Y
- 15.94%
- 3Y*
- 14.30%
- 5Y*
- 9.21%
- 10Y*
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LBWIX vs. FLCOX - Expense Ratio Comparison
LBWIX has a 0.84% expense ratio, which is higher than FLCOX's 0.04% expense ratio.
Return for Risk
LBWIX vs. FLCOX — Risk / Return Rank
LBWIX
FLCOX
LBWIX vs. FLCOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BrandywineGLOBAL - Diversified US Large Cap Value Fund (LBWIX) 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.
| LBWIX | FLCOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 1.02 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.62 | 1.48 | +0.14 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.22 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.66 | 1.44 | +0.23 |
Martin ratioReturn relative to average drawdown | 6.73 | 6.76 | -0.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LBWIX | FLCOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 1.02 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.62 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.54 | +0.13 |
Correlation
The correlation between LBWIX and FLCOX is 0.96, 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
LBWIX vs. FLCOX - Dividend Comparison
LBWIX's dividend yield for the trailing twelve months is around 12.08%, more than FLCOX's 1.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LBWIX BrandywineGLOBAL - Diversified US Large Cap Value Fund | 12.08% | 12.45% | 11.18% | 1.90% | 13.87% | 16.48% | 2.89% | 11.13% | 11.30% | 6.47% | 6.95% | 6.82% |
FLCOX Fidelity Large Cap Value Index Fund | 1.48% | 1.51% | 1.92% | 1.99% | 2.01% | 1.55% | 2.28% | 3.82% | 2.79% | 0.60% | 0.00% | 0.00% |
Drawdowns
LBWIX vs. FLCOX - Drawdown Comparison
The maximum LBWIX drawdown since its inception was -38.22%, roughly equal to the maximum FLCOX drawdown of -38.28%. Use the drawdown chart below to compare losses from any high point for LBWIX and FLCOX.
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Drawdown Indicators
| LBWIX | FLCOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.22% | -38.28% | +0.06% |
Max Drawdown (1Y)Largest decline over 1 year | -10.92% | -11.81% | +0.89% |
Max Drawdown (5Y)Largest decline over 5 years | -17.87% | -19.00% | +1.13% |
Max Drawdown (10Y)Largest decline over 10 years | -38.22% | — | — |
Current DrawdownCurrent decline from peak | -4.86% | -4.82% | -0.04% |
Average DrawdownAverage peak-to-trough decline | -3.98% | -4.52% | +0.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 2.51% | +0.19% |
Volatility
LBWIX vs. FLCOX - Volatility Comparison
The current volatility for BrandywineGLOBAL - Diversified US Large Cap Value Fund (LBWIX) is 3.58%, while Fidelity Large Cap Value Index Fund (FLCOX) has a volatility of 4.38%. This indicates that LBWIX experiences smaller price fluctuations and is considered to be less risky 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
| LBWIX | FLCOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.58% | 4.38% | -0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 8.07% | 8.29% | -0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.19% | 15.73% | -0.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.86% | 14.83% | +0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.85% | 17.73% | +0.12% |