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ONEQ vs. FNCMX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ONEQ vs. FNCMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Nasdaq Composite Index ETF (ONEQ) and Fidelity NASDAQ Composite Index Fund (FNCMX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ONEQ achieves a 14.28% return, which is significantly lower than FNCMX's 15.18% return. Both investments have delivered pretty close results over the past 10 years, with ONEQ having a 19.82% annualized return and FNCMX not far behind at 19.62%.


ONEQ

1D
-1.02%
1M
0.62%
YTD
14.28%
6M
14.88%
1Y
35.46%
3Y*
25.51%
5Y*
14.44%
10Y*
19.82%

FNCMX

1D
3.14%
1M
1.90%
YTD
15.18%
6M
15.84%
1Y
36.35%
3Y*
25.89%
5Y*
14.66%
10Y*
19.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ONEQ vs. FNCMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ONEQ
Fidelity Nasdaq Composite Index ETF
14.28%20.89%29.30%45.73%-32.12%22.11%44.87%38.01%-3.18%29.29%
FNCMX
Fidelity NASDAQ Composite Index Fund
15.18%21.11%29.48%45.13%-32.40%22.21%44.57%36.63%-3.07%28.35%

Correlation

The correlation between ONEQ and FNCMX is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2003

0.98

The correlation between ONEQ and FNCMX has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

ONEQ vs. FNCMX — Risk / Return Rank

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

ONEQ
ONEQ Risk / Return Rank: 6262
Overall Rank
ONEQ Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
ONEQ Sortino Ratio Rank: 6161
Sortino Ratio Rank
ONEQ Omega Ratio Rank: 6363
Omega Ratio Rank
ONEQ Calmar Ratio Rank: 5858
Calmar Ratio Rank
ONEQ Martin Ratio Rank: 6262
Martin Ratio Rank

FNCMX
FNCMX Risk / Return Rank: 7171
Overall Rank
FNCMX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
FNCMX Sortino Ratio Rank: 6868
Sortino Ratio Rank
FNCMX Omega Ratio Rank: 6969
Omega Ratio Rank
FNCMX Calmar Ratio Rank: 7474
Calmar Ratio Rank
FNCMX Martin Ratio Rank: 6868
Martin Ratio Rank
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.

ONEQ vs. FNCMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Nasdaq Composite Index ETF (ONEQ) and Fidelity NASDAQ Composite Index Fund (FNCMX). 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.


ONEQFNCMXDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

1.37

1.39

-0.02

Calmar ratioReturn relative to maximum drawdown

2.82

2.97

-0.15

Martin ratioReturn relative to average drawdown

10.82

11.34

-0.52

ONEQ vs. FNCMX - Sharpe Ratio Comparison

The current ONEQ Sharpe Ratio is 2.09, which is comparable to the FNCMX Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of ONEQ and FNCMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ONEQ vs. FNCMX - Drawdown Comparison

The maximum ONEQ drawdown since its inception was -55.09%, roughly equal to the maximum FNCMX drawdown of -55.08%. Use the drawdown chart below to compare losses from any high point for ONEQ and FNCMX.


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Drawdown Indicators


ONEQFNCMXDifference

Max Drawdown

Largest peak-to-trough decline

-55.09%

-55.08%

-0.01%

Max Drawdown (1Y)

Largest decline over 1 year

-12.64%

-13.01%

+0.37%

Max Drawdown (3Y)

Largest decline over 3 years

-24.09%

-24.20%

+0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-35.23%

-35.64%

+0.41%

Max Drawdown (10Y)

Largest decline over 10 years

-35.23%

-35.64%

+0.41%

Current Drawdown

Current decline from peak

-2.46%

-1.41%

-1.05%

Average Drawdown

Average peak-to-trough decline

-7.95%

-7.85%

-0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.29%

3.40%

-0.11%

Volatility

ONEQ vs. FNCMX - Volatility Comparison

Fidelity Nasdaq Composite Index ETF (ONEQ) and Fidelity NASDAQ Composite Index Fund (FNCMX) have volatilities of 6.99% and 7.16%, 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


ONEQFNCMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.99%

7.16%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

13.43%

13.68%

-0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

17.11%

17.31%

-0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.31%

22.62%

-0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.80%

22.13%

-0.33%

ONEQ vs. FNCMX - Expense Ratio Comparison

ONEQ has a 0.21% expense ratio, which is lower than FNCMX's 0.29% expense ratio.


Dividends

ONEQ vs. FNCMX - Dividend Comparison

ONEQ's dividend yield for the trailing twelve months is around 0.68%, more than FNCMX's 0.45% yield.


PositionTTM20252024202320222021202020192018201720162015
FNCMX
Fidelity NASDAQ Composite Index Fund
0.45%0.51%0.61%0.67%0.88%0.47%0.67%4.41%1.93%0.03%1.01%1.50%
ONEQ
Fidelity Nasdaq Composite Index ETF
0.68%0.54%0.65%0.71%0.97%0.54%0.71%2.51%1.08%0.84%1.12%1.04%

Frequently Asked Questions


With a correlation of 0.99, ONEQ and FNCMX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FNCMX has higher volatility (7.16%) compared to ONEQ (6.99%). In terms of maximum drawdown, ONEQ dropped -55.09% vs FNCMX's -55.08%.

FNCMX currently has the higher Sharpe Ratio (2.23 vs 2.09), 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.

Portfolio Optimizer

Find the right allocation for ONEQ and FNCMX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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