OTCFX vs. FXAIX
Compare and contrast key facts about T. Rowe Price Small-Cap Stock Fund (OTCFX) and Fidelity 500 Index Fund (FXAIX).
OTCFX is managed by T. Rowe Price. It was launched on Jun 1, 1956. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OTCFX or FXAIX.
Key characteristics
| OTCFX | FXAIX | |
|---|---|---|
| YTD Return | 17.60% | 27.16% |
| 1Y Return | 34.47% | 39.89% |
| 3Y Return (Ann) | -4.68% | 10.29% |
| 5Y Return (Ann) | 5.28% | 16.01% |
| 10Y Return (Ann) | 3.96% | 13.33% |
| Sharpe Ratio | 1.91 | 3.13 |
| Sortino Ratio | 2.74 | 4.16 |
| Omega Ratio | 1.33 | 1.59 |
| Calmar Ratio | 0.90 | 4.59 |
| Martin Ratio | 10.25 | 20.80 |
| Ulcer Index | 3.21% | 1.86% |
| Daily Std Dev | 17.17% | 12.39% |
| Max Drawdown | -62.09% | -33.79% |
| Current Drawdown | -14.53% | 0.00% |
Correlation
The correlation between OTCFX and FXAIX is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
OTCFX vs. FXAIX - Performance Comparison
In the year-to-date period, OTCFX achieves a 17.60% return, which is significantly lower than FXAIX's 27.16% return. Over the past 10 years, OTCFX has underperformed FXAIX with an annualized return of 3.96%, while FXAIX has yielded a comparatively higher 13.33% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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OTCFX vs. FXAIX - Expense Ratio Comparison
OTCFX has a 0.85% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Risk-Adjusted Performance
OTCFX vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Small-Cap Stock Fund (OTCFX) and Fidelity 500 Index Fund (FXAIX). 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.
Dividends
OTCFX vs. FXAIX - Dividend Comparison
OTCFX's dividend yield for the trailing twelve months is around 0.19%, less than FXAIX's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OTCFX T. Rowe Price Small-Cap Stock Fund | 0.19% | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.04% | 0.13% | 0.13% | 0.11% | 0.00% |
FXAIX Fidelity 500 Index Fund | 1.21% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
OTCFX vs. FXAIX - Drawdown Comparison
The maximum OTCFX drawdown since its inception was -62.09%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for OTCFX and FXAIX. For additional features, visit the drawdowns tool.
Volatility
OTCFX vs. FXAIX - Volatility Comparison
T. Rowe Price Small-Cap Stock Fund (OTCFX) has a higher volatility of 5.68% compared to Fidelity 500 Index Fund (FXAIX) at 3.91%. This indicates that OTCFX's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.