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 -16.54%/yr vs 20.83%/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 -32.55% return, which is significantly lower than FDFIX's 10.84% return.
PRCT
- 1D
- 1.58%
- 1M
- -17.45%
- 6M
- -32.27%
- YTD
- -32.55%
- 1Y
- -62.54%
- 3Y*
- -16.54%
- 5Y*
- —
- 10Y*
- —
FDFIX
- 1D
- 0.12%
- 1M
- 1.80%
- 6M
- 8.79%
- YTD
- 10.84%
- 1Y
- 21.64%
- 3Y*
- 20.83%
- 5Y*
- 13.09%
- 10Y*
- —
PRCT vs. FDFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
PRCT PROCEPT BioRobotics Corporation | -32.55% | -60.93% | 92.13% | 0.89% | 66.09% | -28.54% |
FDFIX Fidelity Flex 500 Index Fund | 10.84% | 17.59% | 25.06% | 26.27% | -18.10% | 7.68% |
Correlation
The correlation between PRCT and FDFIX is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
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 | -2.69 | ||
| Sortino ratioReturn per unit of downside risk | -4.04 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.31 | -0.50 |
| Calmar ratioReturn relative to maximum drawdown | -0.93 | 2.38 | -3.32 |
| Martin ratioReturn relative to average drawdown | -1.28 | 10.23 | -11.51 |
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Drawdowns
PRCT vs. FDFIX - Drawdown Comparison
The maximum PRCT drawdown since its inception was -80.14%, 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 | -80.14% | -33.77% | -46.37% |
Max Drawdown (1Y)Largest decline over 1 year | -67.12% | -8.99% | -58.13% |
Max Drawdown (3Y)Largest decline over 3 years | -80.14% | -18.76% | -61.38% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.51% | — |
Current DrawdownCurrent decline from peak | -78.66% | -0.62% | -78.04% |
Average DrawdownAverage peak-to-trough decline | -32.61% | -4.55% | -28.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 48.70% | 2.09% | +46.61% |
Volatility
PRCT vs. FDFIX - Volatility Comparison
PROCEPT BioRobotics Corporation (PRCT) has a higher volatility of 22.01% compared to Fidelity Flex 500 Index Fund (FDFIX) at 4.33%. 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 | 22.01% | 4.33% | +17.68% |
Volatility (6M)Calculated over the trailing 6-month period | 48.97% | 10.04% | +38.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 62.92% | 12.67% | +50.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 65.56% | 17.05% | +48.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 65.56% | 18.56% | +47.00% |
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 0.78%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FDFIX Fidelity Flex 500 Index Fund | 0.78% | 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 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRCT has higher volatility (22.01%) compared to FDFIX (4.33%). In terms of maximum drawdown, PRCT dropped -80.14% vs FDFIX's -33.77%.
FDFIX currently has the higher Sharpe Ratio (1.69 vs -1.00), 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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