O vs. FCPGX
O (Realty Income Corporation) is a stock, while FCPGX (Fidelity Small Cap Growth Fund) is Small Cap Growth Equities fund managed by Fidelity. Over the past 10 years, O returned 4.89%/yr vs 14.97%/yr for FCPGX. At a 0.41 correlation, their price movements are largely independent.
Performance
O vs. FCPGX - Performance Comparison
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Returns By Period
In the year-to-date period, O achieves a 13.70% return, which is significantly lower than FCPGX's 18.99% return. Over the past 10 years, O has underperformed FCPGX with an annualized return of 4.89%, while FCPGX has yielded a comparatively higher 14.97% annualized return.
O
- 1D
- 1.31%
- 1M
- 3.07%
- YTD
- 13.70%
- 6M
- 11.57%
- 1Y
- 14.88%
- 3Y*
- 6.59%
- 5Y*
- 3.49%
- 10Y*
- 4.89%
FCPGX
- 1D
- 4.26%
- 1M
- 3.64%
- YTD
- 18.99%
- 6M
- 16.17%
- 1Y
- 39.09%
- 3Y*
- 20.10%
- 5Y*
- 7.60%
- 10Y*
- 14.97%
O vs. FCPGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
O Realty Income Corporation | 13.70% | 12.20% | -2.11% | -4.55% | -7.38% | 23.95% | -11.60% | 21.27% | 15.94% | 3.67% |
FCPGX Fidelity Small Cap Growth Fund | 18.99% | 11.20% | 20.56% | 19.02% | -25.34% | 10.50% | 36.41% | 36.31% | -4.57% | 28.99% |
Correlation
The correlation between O and FCPGX is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Nov 4, 2004 | 0.41 |
Over the past year, the correlation between O and FCPGX has dropped to 0.03 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.
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Return for Risk
O vs. FCPGX — Risk / Return Rank
O
FCPGX
O vs. FCPGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Realty Income Corporation (O) and Fidelity Small Cap Growth Fund (FCPGX). 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.
| O | FCPGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.78 | ||
| Sortino ratioReturn per unit of downside risk | -1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.28 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 2.80 | -1.51 |
| Martin ratioReturn relative to average drawdown | 3.12 | 11.15 | -8.03 |
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Drawdowns
O vs. FCPGX - Drawdown Comparison
The maximum O drawdown since its inception was -48.45%, smaller than the maximum FCPGX drawdown of -59.11%. Use the drawdown chart below to compare losses from any high point for O and FCPGX.
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Drawdown Indicators
| O | FCPGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.45% | -59.11% | +10.66% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -13.12% | +2.02% |
Max Drawdown (3Y)Largest decline over 3 years | -26.49% | -28.69% | +2.20% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -39.04% | +4.56% |
Max Drawdown (10Y)Largest decline over 10 years | -48.28% | -39.04% | -9.24% |
Current DrawdownCurrent decline from peak | -5.94% | -0.19% | -5.75% |
Average DrawdownAverage peak-to-trough decline | -9.20% | -10.69% | +1.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.58% | 3.29% | +1.29% |
Volatility
O vs. FCPGX - Volatility Comparison
The current volatility for Realty Income Corporation (O) is 5.29%, while Fidelity Small Cap Growth Fund (FCPGX) has a volatility of 8.73%. This indicates that O experiences smaller price fluctuations and is considered to be less risky than FCPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| O | FCPGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 8.73% | -3.44% |
Volatility (6M)Calculated over the trailing 6-month period | 11.98% | 17.37% | -5.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.21% | 22.11% | -5.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.92% | 23.65% | -4.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.64% | 22.92% | +2.72% |
Dividends
O vs. FCPGX - Dividend Comparison
O's dividend yield for the trailing twelve months is around 5.16%, less than FCPGX's 5.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCPGX Fidelity Small Cap Growth Fund | 5.37% | 6.38% | 1.37% | 0.00% | 0.00% | 19.27% | 8.19% | 5.31% | 14.35% | 6.88% | 1.53% | 4.32% |
O Realty Income Corporation | 5.16% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
Frequently Asked Questions
O and FCPGX have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FCPGX has higher volatility (8.73%) compared to O (5.29%). In terms of maximum drawdown, O dropped -48.45% vs FCPGX's -59.11%.
FCPGX currently has the higher Sharpe Ratio (1.66 vs 0.88), 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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