MONTX vs. FOCPX
MONTX (Monetta Fund) and FOCPX (Fidelity OTC Portfolio) are both Large Cap Growth Equities funds. Over the past 10 years, MONTX returned 15.85%/yr vs 23.35%/yr for FOCPX. Their correlation of 0.86 suggests significant overlap in exposure. MONTX charges 1.33%/yr vs 0.73%/yr for FOCPX.
Performance
MONTX vs. FOCPX - Performance Comparison
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Returns By Period
In the year-to-date period, MONTX achieves a 11.44% return, which is significantly lower than FOCPX's 27.02% return. Over the past 10 years, MONTX has underperformed FOCPX with an annualized return of 15.85%, while FOCPX has yielded a comparatively higher 23.35% annualized return.
MONTX
- 1D
- -0.80%
- 1M
- 1.46%
- YTD
- 11.44%
- 6M
- 9.12%
- 1Y
- 25.61%
- 3Y*
- 26.05%
- 5Y*
- 12.49%
- 10Y*
- 15.85%
FOCPX
- 1D
- -1.94%
- 1M
- 3.84%
- YTD
- 27.02%
- 6M
- 26.34%
- 1Y
- 56.84%
- 3Y*
- 34.18%
- 5Y*
- 18.07%
- 10Y*
- 23.35%
MONTX vs. FOCPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MONTX Monetta Fund | 11.44% | 25.79% | 28.06% | 31.29% | -27.98% | 17.93% | 29.44% | 28.30% | -3.37% | 19.28% |
FOCPX Fidelity OTC Portfolio | 27.02% | 22.21% | 38.95% | 42.64% | -32.08% | 24.94% | 46.75% | 39.20% | -3.30% | 38.61% |
Correlation
The correlation between MONTX and FOCPX is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since May 6, 1986 | 0.86 |
The correlation between MONTX and FOCPX has been stable across timeframes, ranging from 0.86 to 0.94 - a consistent structural relationship.
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Return for Risk
MONTX vs. FOCPX — Risk / Return Rank
MONTX
FOCPX
MONTX vs. FOCPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Monetta Fund (MONTX) and Fidelity OTC Portfolio (FOCPX). 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.
| MONTX | FOCPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.53 | ||
| Sortino ratioReturn per unit of downside risk | -1.74 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.50 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.84 | 5.13 | -3.29 |
| Martin ratioReturn relative to average drawdown | 5.74 | 21.70 | -15.96 |
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Drawdowns
MONTX vs. FOCPX - Drawdown Comparison
The maximum MONTX drawdown since its inception was -67.48%, roughly equal to the maximum FOCPX drawdown of -70.25%. Use the drawdown chart below to compare losses from any high point for MONTX and FOCPX.
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Drawdown Indicators
| MONTX | FOCPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.48% | -70.25% | +2.77% |
Max Drawdown (1Y)Largest decline over 1 year | -14.67% | -11.29% | -3.38% |
Max Drawdown (3Y)Largest decline over 3 years | -23.78% | -24.82% | +1.04% |
Max Drawdown (5Y)Largest decline over 5 years | -32.94% | -37.05% | +4.11% |
Max Drawdown (10Y)Largest decline over 10 years | -32.94% | -37.05% | +4.11% |
Current DrawdownCurrent decline from peak | -2.47% | -2.00% | -0.47% |
Average DrawdownAverage peak-to-trough decline | -18.09% | -16.99% | -1.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.70% | 2.66% | +2.04% |
Volatility
MONTX vs. FOCPX - Volatility Comparison
The current volatility for Monetta Fund (MONTX) is 7.68%, while Fidelity OTC Portfolio (FOCPX) has a volatility of 9.00%. This indicates that MONTX experiences smaller price fluctuations and is considered to be less risky than FOCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MONTX | FOCPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.68% | 9.00% | -1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 14.39% | 15.82% | -1.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.75% | 19.52% | -0.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.84% | 22.94% | -2.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.68% | 22.57% | -1.89% |
MONTX vs. FOCPX - Expense Ratio Comparison
MONTX has a 1.33% expense ratio, which is higher than FOCPX's 0.73% expense ratio.
Dividends
MONTX vs. FOCPX - Dividend Comparison
MONTX's dividend yield for the trailing twelve months is around 18.14%, more than FOCPX's 6.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FOCPX Fidelity OTC Portfolio | 6.12% | 7.78% | 16.76% | 0.05% | 4.06% | 11.53% | 6.23% | 7.58% | 7.93% | 4.86% | 3.24% | 5.41% |
MONTX Monetta Fund | 18.14% | 20.22% | 5.87% | 0.00% | 8.23% | 12.76% | 4.08% | 0.00% | 9.33% | 6.69% | 2.83% | 12.43% |
Frequently Asked Questions
MONTX and FOCPX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FOCPX has higher volatility (9.00%) compared to MONTX (7.68%). In terms of maximum drawdown, MONTX dropped -67.48% vs FOCPX's -70.25%.
FOCPX currently has the higher Sharpe Ratio (2.97 vs 1.44), 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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