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VPMAX vs. FLCPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VPMAX vs. FLCPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard PRIMECAP Fund Admiral Shares (VPMAX) and Fidelity SAI U.S. Large Cap Index Fund (FLCPX). The values are adjusted to include any dividend payments, if applicable.

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VPMAX vs. FLCPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VPMAX
Vanguard PRIMECAP Fund Admiral Shares
-5.86%54.11%13.30%28.25%-15.16%21.72%17.23%27.88%-1.93%28.28%
FLCPX
Fidelity SAI U.S. Large Cap Index Fund
-7.05%17.84%25.08%26.25%-18.06%28.61%18.24%31.59%-4.38%21.74%

Returns By Period

In the year-to-date period, VPMAX achieves a -5.86% return, which is significantly higher than FLCPX's -7.05% return. Over the past 10 years, VPMAX has outperformed FLCPX with an annualized return of 16.53%, while FLCPX has yielded a comparatively lower 13.75% annualized return.


VPMAX

1D
-1.19%
1M
-10.43%
YTD
-5.86%
6M
22.85%
1Y
46.58%
3Y*
25.38%
5Y*
14.62%
10Y*
16.53%

FLCPX

1D
-0.39%
1M
-7.70%
YTD
-7.05%
6M
-4.58%
1Y
14.45%
3Y*
17.20%
5Y*
11.42%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VPMAX vs. FLCPX - Expense Ratio Comparison

VPMAX has a 0.31% expense ratio, which is higher than FLCPX's 0.02% expense ratio.


Return for Risk

VPMAX vs. FLCPX — Risk / Return Rank

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

VPMAX
VPMAX Risk / Return Rank: 9393
Overall Rank
VPMAX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VPMAX Sortino Ratio Rank: 9595
Sortino Ratio Rank
VPMAX Omega Ratio Rank: 9393
Omega Ratio Rank
VPMAX Calmar Ratio Rank: 9595
Calmar Ratio Rank
VPMAX Martin Ratio Rank: 9696
Martin Ratio Rank

FLCPX
FLCPX Risk / Return Rank: 4444
Overall Rank
FLCPX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FLCPX Sortino Ratio Rank: 4545
Sortino Ratio Rank
FLCPX Omega Ratio Rank: 4949
Omega Ratio Rank
FLCPX Calmar Ratio Rank: 3838
Calmar Ratio Rank
FLCPX Martin Ratio Rank: 4949
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.

VPMAX vs. FLCPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard PRIMECAP Fund Admiral Shares (VPMAX) and Fidelity SAI U.S. Large Cap Index Fund (FLCPX). 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.


VPMAXFLCPXDifference

Sharpe ratio

Return per unit of total volatility

1.64

0.84

+0.80

Sortino ratio

Return per unit of downside risk

3.07

1.30

+1.77

Omega ratio

Gain probability vs. loss probability

1.44

1.20

+0.25

Calmar ratio

Return relative to maximum drawdown

3.21

1.00

+2.22

Martin ratio

Return relative to average drawdown

14.01

4.86

+9.15

VPMAX vs. FLCPX - Sharpe Ratio Comparison

The current VPMAX Sharpe Ratio is 1.64, which is higher than the FLCPX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of VPMAX and FLCPX, 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


VPMAXFLCPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

0.84

+0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.67

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

0.76

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.82

-0.21

Correlation

The correlation between VPMAX and FLCPX 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

VPMAX vs. FLCPX - Dividend Comparison

VPMAX's dividend yield for the trailing twelve months is around 33.83%, more than FLCPX's 0.60% yield.


TTM20252024202320222021202020192018201720162015
VPMAX
Vanguard PRIMECAP Fund Admiral Shares
33.83%31.85%6.71%7.24%9.94%10.18%9.82%7.23%8.43%4.52%5.13%5.99%
FLCPX
Fidelity SAI U.S. Large Cap Index Fund
0.60%0.56%6.11%7.05%11.23%10.38%3.93%1.74%2.18%1.57%0.76%0.00%

Drawdowns

VPMAX vs. FLCPX - Drawdown Comparison

The maximum VPMAX drawdown since its inception was -48.32%, which is greater than FLCPX's maximum drawdown of -33.87%. Use the drawdown chart below to compare losses from any high point for VPMAX and FLCPX.


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Drawdown Indicators


VPMAXFLCPXDifference

Max Drawdown

Largest peak-to-trough decline

-48.32%

-33.87%

-14.45%

Max Drawdown (1Y)

Largest decline over 1 year

-13.75%

-12.14%

-1.61%

Max Drawdown (5Y)

Largest decline over 5 years

-25.21%

-24.40%

-0.81%

Max Drawdown (10Y)

Largest decline over 10 years

-32.65%

-33.87%

+1.22%

Current Drawdown

Current decline from peak

-11.72%

-8.89%

-2.83%

Average Drawdown

Average peak-to-trough decline

-6.61%

-4.24%

-2.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

2.56%

+0.59%

Volatility

VPMAX vs. FLCPX - Volatility Comparison

Vanguard PRIMECAP Fund Admiral Shares (VPMAX) has a higher volatility of 5.57% compared to Fidelity SAI U.S. Large Cap Index Fund (FLCPX) at 4.24%. This indicates that VPMAX's price experiences larger fluctuations and is considered to be riskier than FLCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VPMAXFLCPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.57%

4.24%

+1.33%

Volatility (6M)

Calculated over the trailing 6-month period

21.87%

9.09%

+12.78%

Volatility (1Y)

Calculated over the trailing 1-year period

28.87%

18.14%

+10.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.12%

17.03%

+3.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.09%

18.12%

+1.97%