PRCT vs. FDFIX
PRCT (PROCEPT BioRobotics Corporation) is a stock, while FDFIX (Fidelity Flex 500 Index Fund) is Large Cap Blend Equities fund tracking the Fidelity U.S. Large Cap Index. Over the past 3 years, PRCT returned -14.75%/yr vs 21.26%/yr for FDFIX. At a 0.33 correlation, their price movements are largely independent.
Performance
PRCT vs. FDFIX - Performance Comparison
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Returns By Period
In the year-to-date period, PRCT achieves a -34.52% return, which is significantly lower than FDFIX's 9.64% return.
PRCT
- 1D
- -2.18%
- 1M
- -28.97%
- YTD
- -34.52%
- 6M
- -37.04%
- 1Y
- -64.93%
- 3Y*
- -14.75%
- 5Y*
- —
- 10Y*
- —
FDFIX
- 1D
- -0.38%
- 1M
- 0.31%
- YTD
- 9.64%
- 6M
- 8.63%
- 1Y
- 25.08%
- 3Y*
- 21.26%
- 5Y*
- 13.53%
- 10Y*
- —
PRCT vs. FDFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
PRCT PROCEPT BioRobotics Corporation | -34.52% | -60.93% | 92.13% | 0.89% | 66.09% | -28.54% |
FDFIX Fidelity Flex 500 Index Fund | 9.64% | 17.59% | 25.06% | 26.27% | -18.10% | 7.68% |
Correlation
The correlation between PRCT and FDFIX is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2021 | 0.33 |
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Return for Risk
PRCT vs. FDFIX — Risk / Return Rank
PRCT
FDFIX
PRCT vs. FDFIX - Risk-Adjusted Trends 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.
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.
| PRCT | FDFIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.16 | ||
| Sortino ratioReturn per unit of downside risk | -4.76 | ||
| Omega ratioGain probability vs. loss probability | 0.79 | 1.38 | -0.59 |
| Calmar ratioReturn relative to maximum drawdown | -0.99 | 2.95 | -3.94 |
| Martin ratioReturn relative to average drawdown | -1.40 | 12.98 | -14.38 |
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Drawdowns
PRCT vs. FDFIX - Drawdown Comparison
The maximum PRCT drawdown since its inception was -79.29%, 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.
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Drawdown Indicators
| PRCT | FDFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.29% | -33.77% | -45.52% |
Max Drawdown (1Y)Largest decline over 1 year | -65.70% | -8.99% | -56.71% |
Max Drawdown (3Y)Largest decline over 3 years | -79.29% | -18.76% | -60.53% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.51% | — |
Current DrawdownCurrent decline from peak | -79.29% | -1.70% | -77.59% |
Average DrawdownAverage peak-to-trough decline | -32.11% | -4.56% | -27.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 46.45% | 2.03% | +44.42% |
Volatility
PRCT vs. FDFIX - Volatility Comparison
PROCEPT BioRobotics Corporation (PRCT) has a higher volatility of 19.09% compared to Fidelity Flex 500 Index Fund (FDFIX) at 4.81%. 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.
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Volatility by Period
| PRCT | FDFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.09% | 4.81% | +14.28% |
Volatility (6M)Calculated over the trailing 6-month period | 48.21% | 10.00% | +38.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.33% | 12.64% | +48.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 65.55% | 17.05% | +48.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 65.55% | 18.59% | +46.96% |
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 1.04%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FDFIX Fidelity Flex 500 Index Fund | 1.04% | 1.11% | 1.26% | 1.48% | 1.70% | 1.27% | 1.52% | 1.78% | 2.16% | 0.50% |
PRCT PROCEPT BioRobotics Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
PRCT and FDFIX have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRCT has higher volatility (19.09%) compared to FDFIX (4.81%). In terms of maximum drawdown, PRCT dropped -79.29% vs FDFIX's -33.77%.
FDFIX currently has the higher Sharpe Ratio (2.10 vs -1.06), 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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