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THPGX vs. FBLEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

THPGX vs. FBLEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thompson LargeCap Fund (THPGX) and Fidelity Series Stock Selector Large Cap Value Fund (FBLEX). The values are adjusted to include any dividend payments, if applicable.

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THPGX vs. FBLEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
THPGX
Thompson LargeCap Fund
-4.39%27.10%17.14%22.06%-15.78%28.09%15.49%33.59%-12.31%18.24%
FBLEX
Fidelity Series Stock Selector Large Cap Value Fund
-2.01%17.06%18.04%15.60%-4.82%26.83%4.34%25.57%-9.04%12.38%

Returns By Period

In the year-to-date period, THPGX achieves a -4.39% return, which is significantly lower than FBLEX's -2.01% return. Over the past 10 years, THPGX has outperformed FBLEX with an annualized return of 13.50%, while FBLEX has yielded a comparatively lower 11.11% annualized return.


THPGX

1D
-0.16%
1M
-7.89%
YTD
-4.39%
6M
3.40%
1Y
23.66%
3Y*
16.86%
5Y*
10.19%
10Y*
13.50%

FBLEX

1D
0.00%
1M
-6.70%
YTD
-2.01%
6M
2.97%
1Y
12.73%
3Y*
15.51%
5Y*
11.00%
10Y*
11.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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THPGX vs. FBLEX - Expense Ratio Comparison

THPGX has a 0.99% expense ratio, which is higher than FBLEX's 0.01% expense ratio.


Return for Risk

THPGX vs. FBLEX — Risk / Return Rank

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

THPGX
THPGX Risk / Return Rank: 7676
Overall Rank
THPGX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
THPGX Sortino Ratio Rank: 7777
Sortino Ratio Rank
THPGX Omega Ratio Rank: 7777
Omega Ratio Rank
THPGX Calmar Ratio Rank: 7272
Calmar Ratio Rank
THPGX Martin Ratio Rank: 7878
Martin Ratio Rank

FBLEX
FBLEX Risk / Return Rank: 4646
Overall Rank
FBLEX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
FBLEX Sortino Ratio Rank: 4444
Sortino Ratio Rank
FBLEX Omega Ratio Rank: 4848
Omega Ratio Rank
FBLEX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FBLEX Martin Ratio Rank: 5050
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.

THPGX vs. FBLEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thompson LargeCap Fund (THPGX) and Fidelity Series Stock Selector Large Cap Value Fund (FBLEX). 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.


THPGXFBLEXDifference

Sharpe ratio

Return per unit of total volatility

1.35

0.91

+0.44

Sortino ratio

Return per unit of downside risk

1.93

1.32

+0.61

Omega ratio

Gain probability vs. loss probability

1.30

1.20

+0.10

Calmar ratio

Return relative to maximum drawdown

1.68

1.06

+0.62

Martin ratio

Return relative to average drawdown

7.60

4.92

+2.68

THPGX vs. FBLEX - Sharpe Ratio Comparison

The current THPGX Sharpe Ratio is 1.35, which is higher than the FBLEX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of THPGX and FBLEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


THPGXFBLEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

0.91

+0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.75

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.64

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.69

-0.21

Correlation

The correlation between THPGX and FBLEX is 0.93, 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

THPGX vs. FBLEX - Dividend Comparison

THPGX's dividend yield for the trailing twelve months is around 5.86%, less than FBLEX's 11.33% yield.


TTM20252024202320222021202020192018201720162015
THPGX
Thompson LargeCap Fund
5.86%5.60%11.97%8.38%5.06%4.95%0.90%2.73%0.89%0.82%0.80%0.72%
FBLEX
Fidelity Series Stock Selector Large Cap Value Fund
11.33%9.95%12.63%5.05%12.66%14.51%3.85%5.65%10.97%7.09%2.47%13.81%

Drawdowns

THPGX vs. FBLEX - Drawdown Comparison

The maximum THPGX drawdown since its inception was -65.52%, which is greater than FBLEX's maximum drawdown of -39.73%. Use the drawdown chart below to compare losses from any high point for THPGX and FBLEX.


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Drawdown Indicators


THPGXFBLEXDifference

Max Drawdown

Largest peak-to-trough decline

-65.52%

-39.73%

-25.79%

Max Drawdown (1Y)

Largest decline over 1 year

-13.04%

-11.55%

-1.49%

Max Drawdown (5Y)

Largest decline over 5 years

-26.49%

-19.00%

-7.49%

Max Drawdown (10Y)

Largest decline over 10 years

-40.68%

-39.73%

-0.95%

Current Drawdown

Current decline from peak

-8.16%

-6.89%

-1.27%

Average Drawdown

Average peak-to-trough decline

-9.62%

-3.86%

-5.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

2.49%

+0.39%

Volatility

THPGX vs. FBLEX - Volatility Comparison

Thompson LargeCap Fund (THPGX) has a higher volatility of 3.96% compared to Fidelity Series Stock Selector Large Cap Value Fund (FBLEX) at 3.48%. This indicates that THPGX's price experiences larger fluctuations and is considered to be riskier than FBLEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


THPGXFBLEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.96%

3.48%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

9.22%

7.78%

+1.44%

Volatility (1Y)

Calculated over the trailing 1-year period

18.39%

15.13%

+3.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.74%

14.78%

+2.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.94%

17.39%

+2.55%