SUSA vs. FCLKX

Last updated Jun 5, 2026

SUSA (iShares MSCI USA ESG Select ETF) and FCLKX (Fidelity Large Cap Stock K6 Fund) are both funds - SUSA is a Large Cap Growth Equities fund tracking the MSCI USA ESG Select Index, while FCLKX is a Large Cap Value Equities fund managed by Fidelity. Over the past 5 years, SUSA returned 11.94%/yr vs 15.97%/yr for FCLKX. Their correlation of 0.89 suggests significant overlap in exposure. SUSA charges 0.25%/yr vs 0.45%/yr for FCLKX.

Performance

SUSA vs. FCLKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI USA ESG Select ETF (SUSA) and Fidelity Large Cap Stock K6 Fund (FCLKX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SUSA achieves a 11.51% return, which is significantly higher than FCLKX's 8.77% return.

SUSA

• 1D: 0.36%
• 1M: 5.24%
• YTD: 11.51%
• 6M: 11.01%
• 1Y: 26.81%
• 3Y*: 21.19%
• 5Y*: 11.94%
• 10Y*: 15.03%

FCLKX

• 1D: -0.93%
• 1M: 1.50%
• YTD: 8.77%
• 6M: 10.34%
• 1Y: 29.21%
• 3Y*: 25.10%
• 5Y*: 15.97%
• 10Y*: —

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

SUSA vs. FCLKX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SUSA iShares MSCI USA ESG Select ETF	11.51%	15.72%	22.43%	23.88%	-21.38%	30.45%	24.66%	32.10%	-5.67%	10.73%
FCLKX Fidelity Large Cap Stock K6 Fund	8.77%	27.34%	26.36%	23.93%	-6.79%	25.71%	9.15%	31.46%	-9.00%	11.97%

Correlation

The correlation between SUSA and FCLKX is 0.89, 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	0.89
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (All Time) Calculated using the full available price history since May 26, 2017	0.89

The correlation between SUSA and FCLKX has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.

Return for Risk

SUSA vs. FCLKX — Risk / Return Rank

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

SUSA

SUSA Risk / Return Rank: 65
SUSA Sharpe Ratio Rank: 67
SUSA Sortino Ratio Rank: 66
SUSA Omega Ratio Rank: 66
SUSA Calmar Ratio Rank: 57
SUSA Martin Ratio Rank: 67

FCLKX

FCLKX Risk / Return Rank: 70
FCLKX Sharpe Ratio Rank: 72
FCLKX Sortino Ratio Rank: 68
FCLKX Omega Ratio Rank: 66
FCLKX Calmar Ratio Rank: 68
FCLKX Martin Ratio Rank: 79

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.

SUSA vs. FCLKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Select ETF (SUSA) and Fidelity Large Cap Stock K6 Fund (FCLKX). 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.

	SUSA	FCLKX	Difference
Sharpe ratio: Return per unit of total volatility	2.18	2.46	-0.28
Sortino ratio: Return per unit of downside risk	3.00	3.41	-0.41
Omega ratio: Gain probability vs. loss probability	1.39	1.45	-0.06
Calmar ratio: Return relative to maximum drawdown	2.77	3.15	-0.37
Martin ratio: Return relative to average drawdown	12.27	14.54	-2.28
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SUSA vs. FCLKX - Sharpe Ratio Comparison

The current SUSA Sharpe Ratio is 2.18, which is comparable to the FCLKX Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of SUSA and FCLKX, 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

	SUSA	FCLKX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.18	2.46	-0.28
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.69	0.96	-0.26
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.83	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.58	0.82	-0.24

Drawdowns

SUSA vs. FCLKX - Drawdown Comparison

The maximum SUSA drawdown since its inception was -53.93%, which is greater than FCLKX's maximum drawdown of -37.09%. Use the drawdown chart below to compare losses from any high point for SUSA and FCLKX.

Drawdown Indicators

	SUSA	FCLKX	Difference
Max Drawdown Largest peak-to-trough decline	-53.93%	-37.09%	-16.84%
Max Drawdown (1Y) Largest decline over 1 year	-9.71%	-9.42%	-0.29%
Max Drawdown (3Y) Largest decline over 3 years	-19.30%	-19.09%	-0.21%
Max Drawdown (5Y) Largest decline over 5 years	-28.23%	-22.16%	-6.07%
Max Drawdown (10Y) Largest decline over 10 years	-32.93%	—	—
Current Drawdown Current decline from peak	-0.52%	-1.17%	+0.65%
Average Drawdown Average peak-to-trough decline	-7.24%	-4.46%	-2.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.19%	2.03%	+0.16%

Volatility

SUSA vs. FCLKX - Volatility Comparison

iShares MSCI USA ESG Select ETF (SUSA) has a higher volatility of 3.17% compared to Fidelity Large Cap Stock K6 Fund (FCLKX) at 2.97%. This indicates that SUSA's price experiences larger fluctuations and is considered to be riskier than FCLKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SUSA	FCLKX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.17%	2.97%	+0.20%
Volatility (6M) Calculated over the trailing 6-month period	9.58%	9.30%	+0.28%
Volatility (1Y) Calculated over the trailing 1-year period	12.36%	12.05%	+0.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.33%	16.82%	+0.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.15%	19.16%	-1.01%

SUSA vs. FCLKX - Expense Ratio Comparison

SUSA has a 0.25% expense ratio, which is lower than FCLKX's 0.45% expense ratio.

Dividends

SUSA vs. FCLKX - Dividend Comparison

SUSA's dividend yield for the trailing twelve months is around 0.82%, less than FCLKX's 4.18% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FCLKX Fidelity Large Cap Stock K6 Fund	4.18%	4.55%	4.65%	3.07%	35.30%	6.51%	3.43%	2.52%	4.11%	0.58%	0.00%	0.00%
SUSA iShares MSCI USA ESG Select ETF	0.82%	0.89%	1.15%	1.32%	1.52%	0.98%	1.17%	1.52%	1.72%	1.40%	1.56%	1.42%

Frequently Asked Questions

Can I hold both SUSA and FCLKX in my portfolio?

SUSA and FCLKX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SUSA or FCLKX?

SUSA has higher volatility (3.17%) compared to FCLKX (2.97%). In terms of maximum drawdown, SUSA dropped -53.93% vs FCLKX's -37.09%.

Which has better risk-adjusted returns?

FCLKX currently has the higher Sharpe Ratio (2.46 vs 2.18), 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.