PortfoliosLab logoPortfoliosLab logo
PYEQX vs. FLCOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PYEQX vs. FLCOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pioneer Equity Income Y (PYEQX) and Fidelity Large Cap Value Index Fund (FLCOX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PYEQX vs. FLCOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PYEQX
Pioneer Equity Income Y
3.31%11.46%11.46%7.54%-7.92%25.56%0.09%25.76%-8.70%14.51%
FLCOX
Fidelity Large Cap Value Index Fund
2.61%15.90%14.38%11.48%-7.57%25.09%2.87%26.54%-8.38%10.90%

Returns By Period

In the year-to-date period, PYEQX achieves a 3.31% return, which is significantly higher than FLCOX's 2.61% return.


PYEQX

1D
-0.38%
1M
-2.53%
YTD
3.31%
6M
7.77%
1Y
12.49%
3Y*
11.07%
5Y*
7.58%
10Y*
9.19%

FLCOX

1D
0.52%
1M
-2.93%
YTD
2.61%
6M
6.31%
1Y
15.79%
3Y*
14.50%
5Y*
9.32%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PYEQX vs. FLCOX - Expense Ratio Comparison

PYEQX has a 0.81% expense ratio, which is higher than FLCOX's 0.04% expense ratio.


Return for Risk

PYEQX vs. FLCOX — Risk / Return Rank

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

PYEQX
PYEQX Risk / Return Rank: 2525
Overall Rank
PYEQX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
PYEQX Sortino Ratio Rank: 2525
Sortino Ratio Rank
PYEQX Omega Ratio Rank: 2727
Omega Ratio Rank
PYEQX Calmar Ratio Rank: 2222
Calmar Ratio Rank
PYEQX Martin Ratio Rank: 2525
Martin Ratio Rank

FLCOX
FLCOX Risk / Return Rank: 4747
Overall Rank
FLCOX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
FLCOX Sortino Ratio Rank: 4646
Sortino Ratio Rank
FLCOX Omega Ratio Rank: 4747
Omega Ratio Rank
FLCOX Calmar Ratio Rank: 4242
Calmar Ratio Rank
FLCOX Martin Ratio Rank: 5555
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.

PYEQX vs. FLCOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pioneer Equity Income Y (PYEQX) and Fidelity Large Cap Value Index Fund (FLCOX). 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.


PYEQXFLCOXDifference

Sharpe ratio

Return per unit of total volatility

0.78

1.06

-0.27

Sortino ratio

Return per unit of downside risk

1.16

1.53

-0.37

Omega ratio

Gain probability vs. loss probability

1.17

1.23

-0.06

Calmar ratio

Return relative to maximum drawdown

0.95

1.40

-0.44

Martin ratio

Return relative to average drawdown

3.69

6.54

-2.84

PYEQX vs. FLCOX - Sharpe Ratio Comparison

The current PYEQX Sharpe Ratio is 0.78, which is comparable to the FLCOX Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of PYEQX and FLCOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PYEQXFLCOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

1.06

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.63

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.54

-0.13

Correlation

The correlation between PYEQX and FLCOX is 0.96, 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.


Dividends

PYEQX vs. FLCOX - Dividend Comparison

PYEQX's dividend yield for the trailing twelve months is around 8.58%, more than FLCOX's 1.47% yield.


TTM20252024202320222021202020192018201720162015
PYEQX
Pioneer Equity Income Y
8.58%8.95%39.97%17.70%12.73%9.44%1.77%4.15%7.99%5.46%13.20%10.34%
FLCOX
Fidelity Large Cap Value Index Fund
1.47%1.51%1.92%1.99%2.01%1.55%2.28%3.82%2.79%0.60%0.00%0.00%

Drawdowns

PYEQX vs. FLCOX - Drawdown Comparison

The maximum PYEQX drawdown since its inception was -53.72%, which is greater than FLCOX's maximum drawdown of -38.28%. Use the drawdown chart below to compare losses from any high point for PYEQX and FLCOX.


Loading graphics...

Drawdown Indicators


PYEQXFLCOXDifference

Max Drawdown

Largest peak-to-trough decline

-53.72%

-38.28%

-15.44%

Max Drawdown (1Y)

Largest decline over 1 year

-8.15%

-7.96%

-0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-20.14%

-19.00%

-1.14%

Max Drawdown (10Y)

Largest decline over 10 years

-37.88%

Current Drawdown

Current decline from peak

-5.66%

-4.32%

-1.34%

Average Drawdown

Average peak-to-trough decline

-7.69%

-4.52%

-3.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.41%

2.52%

+0.89%

Volatility

PYEQX vs. FLCOX - Volatility Comparison

The current volatility for Pioneer Equity Income Y (PYEQX) is 3.44%, while Fidelity Large Cap Value Index Fund (FLCOX) has a volatility of 4.29%. This indicates that PYEQX experiences smaller price fluctuations and is considered to be less risky than FLCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PYEQXFLCOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.44%

4.29%

-0.85%

Volatility (6M)

Calculated over the trailing 6-month period

8.66%

8.31%

+0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

16.83%

15.72%

+1.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.31%

14.82%

+0.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.17%

17.73%

-0.56%