VFTAX vs. FOCKX

Last updated Jun 4, 2026

VFTAX (Vanguard FTSE Social Index Fund Admiral Shares) and FOCKX (Fidelity OTC Portfolio Class K) are both Large Cap Growth Equities funds. Over the past 5 years, VFTAX returned 13.82%/yr vs 19.63%/yr for FOCKX. Their correlation of 0.94 suggests significant overlap in exposure. VFTAX charges 0.14%/yr vs 0.73%/yr for FOCKX.

Performance

VFTAX vs. FOCKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE Social Index Fund Admiral Shares (VFTAX) and Fidelity OTC Portfolio Class K (FOCKX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VFTAX achieves a 11.67% return, which is significantly lower than FOCKX's 27.65% return.

VFTAX

• 1D: 0.03%
• 1M: 7.31%
• YTD: 11.67%
• 6M: 11.59%
• 1Y: 29.31%
• 3Y*: 23.26%
• 5Y*: 13.82%
• 10Y*: —

FOCKX

• 1D: 0.76%
• 1M: 10.65%
• YTD: 27.65%
• 6M: 28.76%
• 1Y: 62.04%
• 3Y*: 34.92%
• 5Y*: 19.63%
• 10Y*: 22.74%

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

VFTAX vs. FOCKX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
VFTAX Vanguard FTSE Social Index Fund Admiral Shares	11.67%	17.25%	25.97%	31.78%	-24.22%	27.70%	22.63%	23.59%
FOCKX Fidelity OTC Portfolio Class K	27.65%	22.28%	38.91%	42.92%	-32.07%	25.06%	46.83%	27.38%

Correlation

The correlation between VFTAX and FOCKX is 0.90, 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	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.92
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (All Time) Calculated using the full available price history since Feb 8, 2019	0.94

The correlation between VFTAX and FOCKX has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.

Return for Risk

VFTAX vs. FOCKX — Risk / Return Rank

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

VFTAX

VFTAX Risk / Return Rank: 53
VFTAX Sharpe Ratio Rank: 60
VFTAX Sortino Ratio Rank: 54
VFTAX Omega Ratio Rank: 54
VFTAX Calmar Ratio Rank: 45
VFTAX Martin Ratio Rank: 53

FOCKX

FOCKX Risk / Return Rank: 93
FOCKX Sharpe Ratio Rank: 96
FOCKX Sortino Ratio Rank: 90
FOCKX Omega Ratio Rank: 87
FOCKX Calmar Ratio Rank: 94
FOCKX Martin Ratio Rank: 96

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.

VFTAX vs. FOCKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Social Index Fund Admiral Shares (VFTAX) and Fidelity OTC Portfolio Class K (FOCKX). 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.

	VFTAX	FOCKX	Difference
Sharpe ratio: Return per unit of total volatility	2.28	3.56	-1.28
Sortino ratio: Return per unit of downside risk	3.09	4.41	-1.32
Omega ratio: Gain probability vs. loss probability	1.41	1.59	-0.18
Calmar ratio: Return relative to maximum drawdown	2.55	5.61	-3.06
Martin ratio: Return relative to average drawdown	10.83	24.83	-14.00
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VFTAX vs. FOCKX - Sharpe Ratio Comparison

The current VFTAX Sharpe Ratio is 2.28, which is lower than the FOCKX Sharpe Ratio of 3.56. The chart below compares the historical Sharpe Ratios of VFTAX and FOCKX, 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

	VFTAX	FOCKX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.28	3.56	-1.28
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	0.87	-0.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.02	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.83	0.74	+0.09

Drawdowns

VFTAX vs. FOCKX - Drawdown Comparison

The maximum VFTAX drawdown since its inception was -34.20%, smaller than the maximum FOCKX drawdown of -53.33%. Use the drawdown chart below to compare losses from any high point for VFTAX and FOCKX.

Drawdown Indicators

	VFTAX	FOCKX	Difference
Max Drawdown Largest peak-to-trough decline	-34.20%	-53.33%	+19.13%
Max Drawdown (1Y) Largest decline over 1 year	-11.84%	-11.28%	-0.56%
Max Drawdown (3Y) Largest decline over 3 years	-20.18%	-24.83%	+4.65%
Max Drawdown (5Y) Largest decline over 5 years	-29.12%	-36.97%	+7.85%
Max Drawdown (10Y) Largest decline over 10 years	—	-36.97%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-6.27%	-8.38%	+2.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.78%	2.54%	+0.24%

Volatility

VFTAX vs. FOCKX - Volatility Comparison

The current volatility for Vanguard FTSE Social Index Fund Admiral Shares (VFTAX) is 3.26%, while Fidelity OTC Portfolio Class K (FOCKX) has a volatility of 5.39%. This indicates that VFTAX experiences smaller price fluctuations and is considered to be less risky than FOCKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VFTAX	FOCKX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.26%	5.39%	-2.13%
Volatility (6M) Calculated over the trailing 6-month period	10.14%	13.94%	-3.80%
Volatility (1Y) Calculated over the trailing 1-year period	13.27%	17.79%	-4.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.37%	22.68%	-4.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.78%	22.46%	-1.68%

VFTAX vs. FOCKX - Expense Ratio Comparison

VFTAX has a 0.14% expense ratio, which is lower than FOCKX's 0.73% expense ratio.

Dividends

VFTAX vs. FOCKX - Dividend Comparison

VFTAX's dividend yield for the trailing twelve months is around 0.79%, less than FOCKX's 5.92% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FOCKX Fidelity OTC Portfolio Class K	5.92%	7.56%	16.42%	0.09%	3.97%	11.34%	6.18%	7.49%	7.81%	4.85%	3.25%	5.42%
VFTAX Vanguard FTSE Social Index Fund Admiral Shares	0.79%	0.85%	0.99%	1.10%	1.34%	0.94%	1.21%	1.43%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both VFTAX and FOCKX in my portfolio?

VFTAX and FOCKX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VFTAX or FOCKX?

FOCKX has higher volatility (5.39%) compared to VFTAX (3.26%). In terms of maximum drawdown, VFTAX dropped -34.20% vs FOCKX's -53.33%.

Which has better risk-adjusted returns?

FOCKX currently has the higher Sharpe Ratio (3.56 vs 2.28), 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.