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SPFFX vs. FLVCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SPFFX vs. FLVCX

Last updated Jun 24, 2026

SPFFX (Sphere 500 Fossil Free Fund) and FLVCX (Fidelity Leveraged Company Stock Fund) are both Large Cap Blend Equities funds. Over the past 3 years, SPFFX returned 21.91%/yr vs 29.79%/yr for FLVCX. Their correlation of 0.90 suggests significant overlap in exposure. SPFFX charges 0.11%/yr vs 0.74%/yr for FLVCX.

Performance

SPFFX vs. FLVCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sphere 500 Fossil Free Fund (SPFFX) and Fidelity Leveraged Company Stock Fund (FLVCX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPFFX achieves a 9.97% return, which is significantly lower than FLVCX's 26.99% return.

SPFFX

1D
-0.48%
1M
0.33%
YTD
9.97%
6M
8.89%
1Y
25.99%
3Y*
21.91%
5Y*
—
10Y*
—

FLVCX

1D
1.44%
1M
9.26%
YTD
26.99%
6M
25.31%
1Y
44.76%
3Y*
29.79%
5Y*
15.32%
10Y*
16.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPFFX vs. FLVCX - Yearly Performance Comparison

2026 (YTD)20252024202320222021
SPFFX
Sphere 500 Fossil Free Fund		9.97%18.12%25.13%29.48%-20.03%9.04%
FLVCX
Fidelity Leveraged Company Stock Fund		26.99%20.34%26.95%26.10%-22.99%6.90%

Correlation

The correlation between SPFFX and FLVCX is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.85

Correlation (3Y)
Calculated over the trailing 3-year period

0.88

Correlation (All Time)
Calculated using the full available price history since Oct 5, 2021

0.90

The correlation between SPFFX and FLVCX has been stable across timeframes, ranging from 0.85 to 0.90 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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Sphere 500 Fossil Free Fund

Fidelity Leveraged Company Stock Fund

Often compared with SPFFX:
SPFFX vs. SPYSPFFX vs. DFSIXSPFFX vs. VOOSPFFX vs. VUGSPFFX vs. CCSOSPFFX vs. XLFSPFFX vs. ICLN
Often compared with FLVCX:
FLVCX vs. BPTRXFLVCX vs. FDGRXFLVCX vs. SPMDFLVCX vs. VOOFLVCX vs. SPYFLVCX vs. MGKFLVCX vs. FBGRX

Return for Risk

SPFFX vs. FLVCX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SPFFX
SPFFX Risk / Return Rank: 5151
Overall Rank
SPFFX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SPFFX Sortino Ratio Rank: 4747
Sortino Ratio Rank
SPFFX Omega Ratio Rank: 5050
Omega Ratio Rank
SPFFX Calmar Ratio Rank: 4949
Calmar Ratio Rank
SPFFX Martin Ratio Rank: 5757
Martin Ratio Rank
FLVCX
FLVCX Risk / Return Rank: 6363
Overall Rank
FLVCX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
FLVCX Sortino Ratio Rank: 4949
Sortino Ratio Rank
FLVCX Omega Ratio Rank: 5151
Omega Ratio Rank
FLVCX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FLVCX Martin Ratio Rank: 7373
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.

SPFFX vs. FLVCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sphere 500 Fossil Free Fund (SPFFX) and Fidelity Leveraged Company Stock Fund (FLVCX). 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.

SPFFXFLVCXDifference
Sharpe ratioReturn per unit of total volatility
1.98
2.09

-0.11

Sortino ratioReturn per unit of downside risk
2.66
2.70

-0.03

Omega ratioGain probability vs. loss probability

1.35

1.36

-0.01

Calmar ratioReturn relative to maximum drawdown

2.56

3.56

-1.00

Martin ratioReturn relative to average drawdown

10.82

12.93

-2.11

SPFFX vs. FLVCX - Sharpe Ratio Comparison

The current SPFFX Sharpe Ratio is 1.98, which is comparable to the FLVCX Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of SPFFX and FLVCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

SPFFX vs. FLVCX - Drawdown Comparison

The maximum SPFFX drawdown since its inception was -25.11%, smaller than the maximum FLVCX drawdown of -70.02%. Use the drawdown chart below to compare losses from any high point for SPFFX and FLVCX.

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Drawdown Indicators

SPFFXFLVCXDifference

Max Drawdown

Largest peak-to-trough decline

-25.11%

-70.02%

+44.91%

Max Drawdown (1Y)

Largest decline over 1 year

-10.75%

-13.06%

+2.31%

Max Drawdown (3Y)

Largest decline over 3 years

-19.97%

-28.54%

+8.57%

Max Drawdown (5Y)

Largest decline over 5 years

—

-28.54%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-44.14%

—

Current Drawdown

Current decline from peak

-1.97%

0.00%

-1.97%

Average Drawdown

Average peak-to-trough decline

-6.35%

-10.98%

+4.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

3.59%

-1.05%

Volatility

SPFFX vs. FLVCX - Volatility Comparison

The current volatility for Sphere 500 Fossil Free Fund (SPFFX) is 5.35%, while Fidelity Leveraged Company Stock Fund (FLVCX) has a volatility of 9.08%. This indicates that SPFFX experiences smaller price fluctuations and is considered to be less risky than FLVCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SPFFXFLVCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.35%

9.08%

-3.73%

Volatility (6M)

Calculated over the trailing 6-month period

11.15%

18.05%

-6.90%

Volatility (1Y)

Calculated over the trailing 1-year period

13.95%

22.29%

-8.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.23%

23.07%

-5.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.23%

23.51%

-6.28%

SPFFX vs. FLVCX - Expense Ratio Comparison

SPFFX has a 0.11% expense ratio, which is lower than FLVCX's 0.74% expense ratio.

Dividends

SPFFX vs. FLVCX - Dividend Comparison

SPFFX's dividend yield for the trailing twelve months is around 6.18%, more than FLVCX's 3.72% yield.

PositionTTM20252024202320222021202020192018201720162015
FLVCX
Fidelity Leveraged Company Stock Fund		3.72%4.72%14.53%12.19%18.49%8.40%0.11%0.10%19.91%18.96%27.48%6.18%
SPFFX
Sphere 500 Fossil Free Fund		6.18%6.80%1.06%1.32%0.73%0.14%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

SPFFX and FLVCX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLVCX has higher volatility (9.08%) compared to SPFFX (5.35%). In terms of maximum drawdown, SPFFX dropped -25.11% vs FLVCX's -70.02%.

FLVCX currently has the higher Sharpe Ratio (2.09 vs 1.98), 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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Find the right allocation for SPFFX and FLVCX

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