LIMIX vs. FOKFX

Last updated Jun 4, 2026

LIMIX (Tran Capital Focused Fund) and FOKFX (Fidelity OTC K6 Portfolio) are both Large Cap Growth Equities funds. Over the past 5 years, LIMIX returned 4.88%/yr vs 18.58%/yr for FOKFX. Their correlation of 0.84 suggests significant overlap in exposure. LIMIX charges 0.85%/yr vs 0.50%/yr for FOKFX.

Performance

LIMIX vs. FOKFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tran Capital Focused Fund (LIMIX) and Fidelity OTC K6 Portfolio (FOKFX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LIMIX achieves a 11.83% return, which is significantly lower than FOKFX's 28.00% return.

LIMIX

• 1D: 0.24%
• 1M: 6.94%
• YTD: 11.83%
• 6M: 10.93%
• 1Y: 18.70%
• 3Y*: 17.62%
• 5Y*: 4.88%
• 10Y*: 11.40%

FOKFX

• 1D: 0.90%
• 1M: 11.67%
• YTD: 28.00%
• 6M: 26.89%
• 1Y: 59.16%
• 3Y*: 32.88%
• 5Y*: 18.58%
• 10Y*: —

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

LIMIX vs. FOKFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
LIMIX Tran Capital Focused Fund	11.83%	7.51%	15.44%	26.03%	-35.23%	25.39%	29.59%	9.23%
FOKFX Fidelity OTC K6 Portfolio	28.00%	20.30%	34.58%	43.48%	-32.32%	25.95%	47.52%	17.08%

Correlation

The correlation between LIMIX and FOKFX is 0.67, 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	0.67
Correlation (3Y) Calculated over the trailing 3-year period	0.75
Correlation (5Y) Calculated over the trailing 5-year period	0.83
Correlation (All Time) Calculated using the full available price history since Jun 14, 2019	0.84

The correlation between LIMIX and FOKFX shifts across timeframes, from 0.67 (1 year) to 0.84 (all time), reflecting how their relationship changes across market environments.

Return for Risk

LIMIX vs. FOKFX — Risk / Return Rank

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

LIMIX

LIMIX Risk / Return Rank: 20
LIMIX Sharpe Ratio Rank: 18
LIMIX Sortino Ratio Rank: 19
LIMIX Omega Ratio Rank: 17
LIMIX Calmar Ratio Rank: 24
LIMIX Martin Ratio Rank: 22

FOKFX

FOKFX Risk / Return Rank: 89
FOKFX Sharpe Ratio Rank: 94
FOKFX Sortino Ratio Rank: 86
FOKFX Omega Ratio Rank: 82
FOKFX Calmar Ratio Rank: 91
FOKFX Martin Ratio Rank: 93

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.

LIMIX vs. FOKFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tran Capital Focused Fund (LIMIX) and Fidelity OTC K6 Portfolio (FOKFX). 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.

	LIMIX	FOKFX	Difference
Sharpe ratio: Return per unit of total volatility	1.24	3.27	-2.03
Sortino ratio: Return per unit of downside risk	1.82	4.07	-2.26
Omega ratio: Gain probability vs. loss probability	1.22	1.54	-0.33
Calmar ratio: Return relative to maximum drawdown	1.81	4.82	-3.01
Martin ratio: Return relative to average drawdown	5.60	19.97	-14.37
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LIMIX vs. FOKFX - Sharpe Ratio Comparison

The current LIMIX Sharpe Ratio is 1.24, which is lower than the FOKFX Sharpe Ratio of 3.27. The chart below compares the historical Sharpe Ratios of LIMIX and FOKFX, 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

	LIMIX	FOKFX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.24	3.27	-2.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.23	0.81	-0.59
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.54	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.42	0.96	-0.54

Drawdowns

LIMIX vs. FOKFX - Drawdown Comparison

The maximum LIMIX drawdown since its inception was -48.54%, which is greater than FOKFX's maximum drawdown of -37.26%. Use the drawdown chart below to compare losses from any high point for LIMIX and FOKFX.

Drawdown Indicators

	LIMIX	FOKFX	Difference
Max Drawdown Largest peak-to-trough decline	-48.54%	-37.26%	-11.28%
Max Drawdown (1Y) Largest decline over 1 year	-12.15%	-12.53%	+0.38%
Max Drawdown (3Y) Largest decline over 3 years	-24.56%	-24.81%	+0.25%
Max Drawdown (5Y) Largest decline over 5 years	-39.06%	-37.26%	-1.80%
Max Drawdown (10Y) Largest decline over 10 years	-39.06%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-10.03%	-9.20%	-0.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.86%	3.01%	+0.85%

Volatility

LIMIX vs. FOKFX - Volatility Comparison

Tran Capital Focused Fund (LIMIX) has a higher volatility of 6.36% compared to Fidelity OTC K6 Portfolio (FOKFX) at 5.62%. This indicates that LIMIX's price experiences larger fluctuations and is considered to be riskier than FOKFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LIMIX	FOKFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.36%	5.62%	+0.74%
Volatility (6M) Calculated over the trailing 6-month period	14.24%	14.55%	-0.31%
Volatility (1Y) Calculated over the trailing 1-year period	17.62%	18.45%	-0.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.93%	23.01%	-1.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.19%	24.63%	-3.44%

LIMIX vs. FOKFX - Expense Ratio Comparison

LIMIX has a 0.85% expense ratio, which is higher than FOKFX's 0.50% expense ratio.

Dividends

LIMIX vs. FOKFX - Dividend Comparison

LIMIX's dividend yield for the trailing twelve months is around 11.03%, more than FOKFX's 3.28% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FOKFX Fidelity OTC K6 Portfolio	3.28%	4.20%	4.58%	0.24%	0.08%	3.81%	0.39%	0.32%	0.00%	0.00%	0.00%	0.00%
LIMIX Tran Capital Focused Fund	11.03%	12.33%	0.12%	0.00%	11.31%	20.68%	13.21%	15.96%	25.90%	26.44%	26.77%	26.69%

Frequently Asked Questions

Can I hold both LIMIX and FOKFX in my portfolio?

LIMIX and FOKFX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LIMIX or FOKFX?

LIMIX has higher volatility (6.36%) compared to FOKFX (5.62%). In terms of maximum drawdown, LIMIX dropped -48.54% vs FOKFX's -37.26%.

Which has better risk-adjusted returns?

FOKFX currently has the higher Sharpe Ratio (3.27 vs 1.24), 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.