PRCT vs. FDFIX
Compare and contrast key facts about PROCEPT BioRobotics Corporation (PRCT) and Fidelity Flex 500 Index Fund (FDFIX).
FDFIX is managed by Fidelity. It was launched on Mar 9, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRCT or FDFIX.
Key characteristics
| PRCT | FDFIX | |
|---|---|---|
| YTD Return | 127.99% | 26.98% |
| 1Y Return | 197.66% | 37.64% |
| 3Y Return (Ann) | 32.34% | 10.22% |
| Sharpe Ratio | 3.30 | 3.04 |
| Sortino Ratio | 4.82 | 4.05 |
| Omega Ratio | 1.55 | 1.57 |
| Calmar Ratio | 5.69 | 4.45 |
| Martin Ratio | 28.19 | 20.13 |
| Ulcer Index | 7.39% | 1.86% |
| Daily Std Dev | 63.07% | 12.31% |
| Max Drawdown | -63.51% | -33.77% |
| Current Drawdown | -3.55% | -0.27% |
Correlation
The correlation between PRCT and FDFIX is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
PRCT vs. FDFIX - Performance Comparison
In the year-to-date period, PRCT achieves a 127.99% return, which is significantly higher than FDFIX's 26.98% 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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Risk-Adjusted Performance
PRCT vs. FDFIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PROCEPT BioRobotics Corporation (PRCT) and Fidelity Flex 500 Index Fund (FDFIX). 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
PRCT vs. FDFIX - Dividend Comparison
PRCT has not paid dividends to shareholders, while FDFIX's dividend yield for the trailing twelve months is around 1.22%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
PRCT PROCEPT BioRobotics Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FDFIX Fidelity Flex 500 Index Fund | 1.22% | 1.48% | 1.70% | 1.18% | 1.52% | 1.78% | 1.81% | 0.85% |
Drawdowns
PRCT vs. FDFIX - Drawdown Comparison
The maximum PRCT drawdown since its inception was -63.51%, which is greater than FDFIX's maximum drawdown of -33.77%. Use the drawdown chart below to compare losses from any high point for PRCT and FDFIX. For additional features, visit the drawdowns tool.
Volatility
PRCT vs. FDFIX - Volatility Comparison
PROCEPT BioRobotics Corporation (PRCT) has a higher volatility of 30.92% compared to Fidelity Flex 500 Index Fund (FDFIX) at 3.84%. This indicates that PRCT's price experiences larger fluctuations and is considered to be riskier than FDFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.