MADFX vs. FLCSX
MADFX (Matrix Advisors Dividend Fund) and FLCSX (Fidelity Large Cap Stock Fund) are both mutual funds - MADFX is a Large Cap Value Equities fund managed by Matrix, while FLCSX is a Large Cap Blend Equities fund actively managed by Fidelity. Over the past 5 years, MADFX returned 11.18%/yr vs 16.27%/yr for FLCSX. Their correlation of 0.83 means they have usually moved in the same direction. MADFX charges 1.23%/yr vs 0.75%/yr for FLCSX.
Performance
MADFX vs. FLCSX - Performance Comparison
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Returns By Period
In the year-to-date period, MADFX achieves a 13.56% return, which is significantly higher than FLCSX's 10.72% return.
MADFX
- 1D
- 0.59%
- 1M
- 1.03%
- 6M
- 7.34%
- YTD
- 13.56%
- 1Y
- 21.86%
- 3Y*
- 16.23%
- 5Y*
- 11.18%
- 10Y*
- —
- ALL TIME*
- 10.57%
FLCSX
- 1D
- 1.84%
- 1M
- 0.00%
- 6M
- 7.29%
- YTD
- 10.72%
- 1Y
- 23.37%
- 3Y*
- 22.81%
- 5Y*
- 16.27%
- 10Y*
- 15.14%
- ALL TIME*
- 10.23%
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 |
MADFX vs. FLCSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MADFX Matrix Advisors Dividend Fund | 13.56% | 16.30% | 14.30% | 8.49% | -4.47% | 24.08% | -0.03% | 27.35% | -5.36% | 11.80% |
FLCSX Fidelity Large Cap Stock Fund | 10.72% | 27.49% | 26.31% | 23.51% | -8.02% | 25.80% | 9.05% | 31.59% | -13.62% | 17.86% |
Correlation
The correlation between MADFX and FLCSX is 0.65, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.65 |
Correlation (3Y) Balances recent behavior with more history. | 0.70 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.79 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.83 |
The correlation between MADFX and FLCSX shifts across timeframes, from 0.65 (1 year) to 0.83 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MADFX vs. FLCSX — Risk / Return Rank
MADFX
FLCSX
MADFX vs. FLCSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Matrix Advisors Dividend Fund (MADFX) and Fidelity Large Cap Stock Fund (FLCSX). 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.
| MADFX | FLCSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.29 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.21 | 2.22 | -0.02 |
| Martin ratioReturn relative to average drawdown | 8.10 | 9.89 | -1.80 |
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Drawdowns
MADFX vs. FLCSX - Drawdown Comparison
The maximum MADFX drawdown since its inception was -33.17%, smaller than the maximum FLCSX drawdown of -63.67%. Use the drawdown chart below to compare losses from any high point for MADFX and FLCSX.
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Drawdown Indicators
| MADFX | FLCSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.17% | -63.67% | +30.50% |
Max Drawdown (1Y)Largest decline over 1 year | -8.81% | -9.55% | +0.74% |
Max Drawdown (3Y)Largest decline over 3 years | -14.05% | -18.82% | +4.77% |
Max Drawdown (5Y)Largest decline over 5 years | -18.74% | -21.69% | +2.95% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.11% | — |
Current DrawdownCurrent decline from peak | -0.53% | -1.03% | +0.50% |
Average DrawdownAverage peak-to-trough decline | -4.58% | -13.75% | +9.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.40% | 2.14% | +0.26% |
Volatility
MADFX vs. FLCSX - Volatility Comparison
Matrix Advisors Dividend Fund (MADFX) and Fidelity Large Cap Stock Fund (FLCSX) have volatilities of 3.47% and 3.40%, 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.
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Volatility by Period
| MADFX | FLCSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.47% | 3.40% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 8.64% | 10.07% | -1.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.35% | 12.96% | -1.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.89% | 16.82% | -1.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.72% | 18.57% | -1.85% |
MADFX vs. FLCSX - Expense Ratio Comparison
MADFX has a 1.23% expense ratio, which is higher than FLCSX's 0.75% expense ratio.
Dividends
MADFX vs. FLCSX - Dividend Comparison
MADFX's dividend yield for the trailing twelve months is around 7.37%, less than FLCSX's 8.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLCSX Fidelity Large Cap Stock Fund | 8.92% | 6.50% | 4.26% | 2.83% | 3.07% | 4.71% | 3.93% | 5.43% | 7.63% | 3.25% | 3.61% | 4.55% |
MADFX Matrix Advisors Dividend Fund | 7.37% | 8.26% | 2.06% | 2.10% | 8.23% | 2.74% | 2.61% | 3.25% | 2.65% | 2.53% | 0.00% | 0.00% |
Frequently Asked Questions
MADFX and FLCSX have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MADFX has higher volatility (3.47%) compared to FLCSX (3.40%). In terms of maximum drawdown, MADFX dropped -33.17% vs FLCSX's -63.67%.
MADFX currently has the higher Sharpe Ratio (1.71 vs 1.64), 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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