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VLCAX vs. FMCDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VLCAX and FMCDX 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.


-0.50.00.51.00.9

Performance

VLCAX vs. FMCDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Large-Cap Index Fund Admiral Shares (VLCAX) and Fidelity Advisor Stock Selector Mid Cap Fund Class A (FMCDX). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%700.00%JulyAugustSeptemberOctoberNovemberDecember
707.34%
246.83%
VLCAX
FMCDX

Key characteristics

Sharpe Ratio

VLCAX:

2.03

FMCDX:

0.84

Sortino Ratio

VLCAX:

2.70

FMCDX:

1.25

Omega Ratio

VLCAX:

1.38

FMCDX:

1.15

Calmar Ratio

VLCAX:

3.01

FMCDX:

0.58

Martin Ratio

VLCAX:

13.47

FMCDX:

4.39

Ulcer Index

VLCAX:

1.91%

FMCDX:

3.09%

Daily Std Dev

VLCAX:

12.70%

FMCDX:

16.18%

Max Drawdown

VLCAX:

-54.76%

FMCDX:

-64.22%

Current Drawdown

VLCAX:

-3.66%

FMCDX:

-10.91%

Returns By Period

In the year-to-date period, VLCAX achieves a 24.95% return, which is significantly higher than FMCDX's 11.90% return. Over the past 10 years, VLCAX has outperformed FMCDX with an annualized return of 12.96%, while FMCDX has yielded a comparatively lower 4.29% annualized return.


VLCAX

YTD

24.95%

1M

-0.13%

6M

8.09%

1Y

25.02%

5Y*

14.56%

10Y*

12.96%

FMCDX

YTD

11.90%

1M

-3.06%

6M

7.44%

1Y

11.95%

5Y*

3.65%

10Y*

4.29%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VLCAX vs. FMCDX - Expense Ratio Comparison

VLCAX has a 0.05% expense ratio, which is lower than FMCDX's 1.05% expense ratio.


FMCDX
Fidelity Advisor Stock Selector Mid Cap Fund Class A
Expense ratio chart for FMCDX: current value at 1.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.05%
Expense ratio chart for VLCAX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

VLCAX vs. FMCDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Large-Cap Index Fund Admiral Shares (VLCAX) and Fidelity Advisor Stock Selector Mid Cap Fund Class A (FMCDX). 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.


Sharpe ratio
The chart of Sharpe ratio for VLCAX, currently valued at 2.03, compared to the broader market-1.000.001.002.003.004.002.030.84
The chart of Sortino ratio for VLCAX, currently valued at 2.70, compared to the broader market-2.000.002.004.006.008.0010.002.701.25
The chart of Omega ratio for VLCAX, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.003.501.381.15
The chart of Calmar ratio for VLCAX, currently valued at 3.01, compared to the broader market0.005.0010.0015.003.010.58
The chart of Martin ratio for VLCAX, currently valued at 13.47, compared to the broader market0.0020.0040.0060.0013.474.39
VLCAX
FMCDX

The current VLCAX Sharpe Ratio is 2.03, which is higher than the FMCDX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of VLCAX and FMCDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.03
0.84
VLCAX
FMCDX

Dividends

VLCAX vs. FMCDX - Dividend Comparison

VLCAX's dividend yield for the trailing twelve months is around 1.25%, more than FMCDX's 0.55% yield.


TTM20232022202120202019201820172016201520142013
VLCAX
Vanguard Large-Cap Index Fund Admiral Shares
1.25%1.40%1.66%1.18%1.45%1.80%2.08%1.75%1.98%1.96%1.77%1.75%
FMCDX
Fidelity Advisor Stock Selector Mid Cap Fund Class A
0.55%0.61%0.53%0.50%0.88%0.59%0.88%0.28%0.84%7.63%0.00%0.02%

Drawdowns

VLCAX vs. FMCDX - Drawdown Comparison

The maximum VLCAX drawdown since its inception was -54.76%, smaller than the maximum FMCDX drawdown of -64.22%. Use the drawdown chart below to compare losses from any high point for VLCAX and FMCDX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.66%
-10.91%
VLCAX
FMCDX

Volatility

VLCAX vs. FMCDX - Volatility Comparison

The current volatility for Vanguard Large-Cap Index Fund Admiral Shares (VLCAX) is 3.77%, while Fidelity Advisor Stock Selector Mid Cap Fund Class A (FMCDX) has a volatility of 5.44%. This indicates that VLCAX experiences smaller price fluctuations and is considered to be less risky than FMCDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
3.77%
5.44%
VLCAX
FMCDX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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