RPT vs. FLCOX

Last updated Jun 5, 2026

RPT (RPT Realty) is a stock, while FLCOX (Fidelity Large Cap Value Index Fund) is Large Cap Value Equities fund tracking the Russell 1000 Value Index. Over the past 5 years, RPT returned -18.60%/yr vs 10.35%/yr for FLCOX. At a 0.45 correlation, their price movements are largely independent.

Performance

RPT vs. FLCOX - Performance Comparison

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

Returns By Period

In the year-to-date period, RPT achieves a -9.90% return, which is significantly lower than FLCOX's 14.20% return.

RPT

• 1D: 1.57%
• 1M: -3.16%
• YTD: -9.90%
• 6M: -4.24%
• 1Y: -2.27%
• 3Y*: -15.59%
• 5Y*: -18.60%
• 10Y*: -5.67%

FLCOX

• 1D: -0.04%
• 1M: 3.10%
• YTD: 14.20%
• 6M: 14.80%
• 1Y: 28.74%
• 3Y*: 18.58%
• 5Y*: 10.35%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

RPT vs. FLCOX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RPT RPT Realty	-9.90%	1.54%	-39.38%	-9.46%	-35.16%	36.92%	-18.45%	43.60%	-4.51%	11.63%
FLCOX Fidelity Large Cap Value Index Fund	14.20%	15.90%	14.38%	11.48%	-7.57%	25.09%	2.87%	26.54%	-8.38%	10.90%

Correlation

The correlation between RPT and FLCOX is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.33
Correlation (3Y) Calculated over the trailing 3-year period	0.39
Correlation (5Y) Calculated over the trailing 5-year period	0.44
Correlation (All Time) Calculated using the full available price history since Jan 4, 2017	0.45

The correlation between RPT and FLCOX shifts across timeframes, from 0.33 (1 year) to 0.45 (all time), reflecting how their relationship changes across market environments.

Return for Risk

RPT vs. FLCOX — Risk / Return Rank

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

RPT

RPT Risk / Return Rank: 36
RPT Sharpe Ratio Rank: 38
RPT Sortino Ratio Rank: 33
RPT Omega Ratio Rank: 33
RPT Calmar Ratio Rank: 39
RPT Martin Ratio Rank: 38

FLCOX

FLCOX Risk / Return Rank: 81
FLCOX Sharpe Ratio Rank: 80
FLCOX Sortino Ratio Rank: 77
FLCOX Omega Ratio Rank: 71
FLCOX Calmar Ratio Rank: 86
FLCOX Martin Ratio Rank: 89

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.

RPT vs. FLCOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RPT Realty (RPT) 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.

	RPT	FLCOX	Difference
Sharpe ratio: Return per unit of total volatility	-0.08	2.63	-2.71
Sortino ratio: Return per unit of downside risk	0.09	3.73	-3.64
Omega ratio: Gain probability vs. loss probability	1.01	1.47	-0.46
Calmar ratio: Return relative to maximum drawdown	-0.09	4.17	-4.26
Martin ratio: Return relative to average drawdown	-0.19	17.54	-17.73
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RPT vs. FLCOX - Sharpe Ratio Comparison

The current RPT Sharpe Ratio is -0.08, which is lower than the FLCOX Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of RPT and FLCOX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	RPT	FLCOX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.08	2.63	-2.71
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.49	0.70	-1.19
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.13	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.10	0.60	-0.71

Drawdowns

RPT vs. FLCOX - Drawdown Comparison

The maximum RPT drawdown since its inception was -73.10%, which is greater than FLCOX's maximum drawdown of -38.28%. Use the drawdown chart below to compare losses from any high point for RPT and FLCOX.

Drawdown Indicators

	RPT	FLCOX	Difference
Max Drawdown Largest peak-to-trough decline	-73.10%	-38.28%	-34.82%
Max Drawdown (1Y) Largest decline over 1 year	-25.03%	-6.80%	-18.23%
Max Drawdown (3Y) Largest decline over 3 years	-58.43%	-15.60%	-42.83%
Max Drawdown (5Y) Largest decline over 5 years	-73.10%	-19.00%	-54.10%
Max Drawdown (10Y) Largest decline over 10 years	-73.10%	—	—
Current Drawdown Current decline from peak	-70.02%	-0.04%	-69.98%
Average Drawdown Average peak-to-trough decline	-25.53%	-4.45%	-21.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.69%	1.62%	+10.07%

Volatility

RPT vs. FLCOX - Volatility Comparison

RPT Realty (RPT) has a higher volatility of 6.42% compared to Fidelity Large Cap Value Index Fund (FLCOX) at 2.97%. This indicates that RPT's price experiences larger fluctuations and is considered to be riskier than FLCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RPT	FLCOX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.42%	2.97%	+3.45%
Volatility (6M) Calculated over the trailing 6-month period	20.10%	8.10%	+12.00%
Volatility (1Y) Calculated over the trailing 1-year period	28.82%	10.80%	+18.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	38.08%	14.83%	+23.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	43.83%	17.63%	+26.20%

Dividends

RPT vs. FLCOX - Dividend Comparison

RPT's dividend yield for the trailing twelve months is around 10.09%, more than FLCOX's 1.32% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FLCOX Fidelity Large Cap Value Index Fund	1.32%	1.51%	1.92%	1.99%	2.01%	1.55%	2.28%	3.82%	2.79%	0.60%	0.00%	0.00%
RPT RPT Realty	10.09%	8.69%	9.43%	23.28%	21.38%	8.55%	10.04%	14.92%	10.12%	8.18%	7.46%	5.28%

Frequently Asked Questions

Can I hold both RPT and FLCOX in my portfolio?

RPT and FLCOX have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RPT or FLCOX?

RPT has higher volatility (6.42%) compared to FLCOX (2.97%). In terms of maximum drawdown, RPT dropped -73.10% vs FLCOX's -38.28%.

Which has better risk-adjusted returns?

FLCOX currently has the higher Sharpe Ratio (2.63 vs -0.08), 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.