TSWEX vs. FLCOX
Compare and contrast key facts about TSW Large Cap Value Fund (TSWEX) and Fidelity Large Cap Value Index Fund (FLCOX).
TSWEX is managed by TS&W Funds. It was launched on Jul 17, 1992. FLCOX is a passively managed fund by Fidelity that tracks the performance of the Russell 1000 Value Index. It was launched on Jun 7, 2016.
Performance
TSWEX vs. FLCOX - Performance Comparison
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TSWEX vs. FLCOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSWEX TSW Large Cap Value Fund | 2.84% | 2.29% | 11.12% | 6.47% | 0.85% | 25.23% | 7.37% | 21.26% | -1.91% | 13.41% |
FLCOX Fidelity Large Cap Value Index Fund | 2.08% | 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, TSWEX achieves a 2.84% return, which is significantly higher than FLCOX's 2.08% return.
TSWEX
- 1D
- 1.13%
- 1M
- -4.29%
- YTD
- 2.84%
- 6M
- -9.78%
- 1Y
- -1.95%
- 3Y*
- 8.25%
- 5Y*
- 6.78%
- 10Y*
- 9.38%
FLCOX
- 1D
- 2.13%
- 1M
- -4.69%
- YTD
- 2.08%
- 6M
- 5.86%
- 1Y
- 15.94%
- 3Y*
- 14.30%
- 5Y*
- 9.21%
- 10Y*
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TSWEX vs. FLCOX - Expense Ratio Comparison
TSWEX has a 0.75% expense ratio, which is higher than FLCOX's 0.04% expense ratio.
Return for Risk
TSWEX vs. FLCOX — Risk / Return Rank
TSWEX
FLCOX
TSWEX vs. FLCOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TSW Large Cap Value Fund (TSWEX) 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.
| TSWEX | FLCOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.11 | 1.02 | -1.13 |
Sortino ratioReturn per unit of downside risk | 0.00 | 1.48 | -1.47 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.22 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 0.06 | 1.44 | -1.37 |
Martin ratioReturn relative to average drawdown | 0.14 | 6.76 | -6.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TSWEX | FLCOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.11 | 1.02 | -1.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.62 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.54 | -0.07 |
Correlation
The correlation between TSWEX and FLCOX is 0.88, 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
TSWEX vs. FLCOX - Dividend Comparison
TSWEX's dividend yield for the trailing twelve months is around 0.66%, less than FLCOX's 1.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSWEX TSW Large Cap Value Fund | 0.66% | 1.05% | 8.86% | 8.12% | 12.42% | 13.07% | 5.12% | 4.40% | 16.09% | 8.52% | 11.06% | 6.91% |
FLCOX Fidelity Large Cap Value Index Fund | 1.48% | 1.51% | 1.92% | 1.99% | 2.01% | 1.55% | 2.28% | 3.82% | 2.79% | 0.60% | 0.00% | 0.00% |
Drawdowns
TSWEX vs. FLCOX - Drawdown Comparison
The maximum TSWEX drawdown since its inception was -53.14%, which is greater than FLCOX's maximum drawdown of -38.28%. Use the drawdown chart below to compare losses from any high point for TSWEX and FLCOX.
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Drawdown Indicators
| TSWEX | FLCOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.14% | -38.28% | -14.86% |
Max Drawdown (1Y)Largest decline over 1 year | -14.35% | -11.81% | -2.54% |
Max Drawdown (5Y)Largest decline over 5 years | -16.34% | -19.00% | +2.66% |
Max Drawdown (10Y)Largest decline over 10 years | -33.90% | — | — |
Current DrawdownCurrent decline from peak | -11.51% | -4.82% | -6.69% |
Average DrawdownAverage peak-to-trough decline | -7.36% | -4.52% | -2.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.24% | 2.51% | +3.73% |
Volatility
TSWEX vs. FLCOX - Volatility Comparison
The current volatility for TSW Large Cap Value Fund (TSWEX) is 3.27%, while Fidelity Large Cap Value Index Fund (FLCOX) has a volatility of 4.38%. This indicates that TSWEX 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.
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Volatility by Period
| TSWEX | FLCOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.27% | 4.38% | -1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 16.46% | 8.29% | +8.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.68% | 15.73% | +5.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.84% | 14.83% | +0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.34% | 17.73% | -1.39% |