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VSEQX vs. FOCKX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VSEQXFOCKX
YTD Return23.34%18.92%
1Y Return43.59%27.68%
3Y Return (Ann)8.67%1.90%
5Y Return (Ann)14.28%12.61%
10Y Return (Ann)11.00%11.48%
Sharpe Ratio2.601.33
Sortino Ratio3.611.69
Omega Ratio1.461.27
Calmar Ratio3.931.26
Martin Ratio15.573.89
Ulcer Index2.77%7.03%
Daily Std Dev16.59%20.53%
Max Drawdown-63.55%-53.34%
Current Drawdown-0.94%-9.43%

Correlation

-0.50.00.51.00.8

The correlation between VSEQX and FOCKX is 0.82, 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.

Performance

VSEQX vs. FOCKX - Performance Comparison

In the year-to-date period, VSEQX achieves a 23.34% return, which is significantly higher than FOCKX's 18.92% return. Both investments have delivered pretty close results over the past 10 years, with VSEQX having a 11.00% annualized return and FOCKX not far ahead at 11.48%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
14.60%
3.06%
VSEQX
FOCKX

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VSEQX vs. FOCKX - Expense Ratio Comparison

VSEQX has a 0.17% expense ratio, which is lower than FOCKX's 0.73% expense ratio.


FOCKX
Fidelity OTC Portfolio Class K
Expense ratio chart for FOCKX: current value at 0.73% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.73%
Expense ratio chart for VSEQX: current value at 0.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.17%

Risk-Adjusted Performance

VSEQX vs. FOCKX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Strategic Equity Fund (VSEQX) 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.


VSEQX
Sharpe ratio
The chart of Sharpe ratio for VSEQX, currently valued at 2.60, compared to the broader market0.002.004.002.60
Sortino ratio
The chart of Sortino ratio for VSEQX, currently valued at 3.61, compared to the broader market0.005.0010.003.61
Omega ratio
The chart of Omega ratio for VSEQX, currently valued at 1.46, compared to the broader market1.002.003.004.001.46
Calmar ratio
The chart of Calmar ratio for VSEQX, currently valued at 3.93, compared to the broader market0.005.0010.0015.0020.0025.003.93
Martin ratio
The chart of Martin ratio for VSEQX, currently valued at 15.57, compared to the broader market0.0020.0040.0060.0080.00100.0015.57
FOCKX
Sharpe ratio
The chart of Sharpe ratio for FOCKX, currently valued at 1.33, compared to the broader market0.002.004.001.33
Sortino ratio
The chart of Sortino ratio for FOCKX, currently valued at 1.69, compared to the broader market0.005.0010.001.69
Omega ratio
The chart of Omega ratio for FOCKX, currently valued at 1.27, compared to the broader market1.002.003.004.001.27
Calmar ratio
The chart of Calmar ratio for FOCKX, currently valued at 1.26, compared to the broader market0.005.0010.0015.0020.0025.001.26
Martin ratio
The chart of Martin ratio for FOCKX, currently valued at 3.89, compared to the broader market0.0020.0040.0060.0080.00100.003.89

VSEQX vs. FOCKX - Sharpe Ratio Comparison

The current VSEQX Sharpe Ratio is 2.60, which is higher than the FOCKX Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of VSEQX and FOCKX, 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.60
1.33
VSEQX
FOCKX

Dividends

VSEQX vs. FOCKX - Dividend Comparison

VSEQX's dividend yield for the trailing twelve months is around 1.22%, more than FOCKX's 0.08% yield.


TTM20232022202120202019201820172016201520142013
VSEQX
Vanguard Strategic Equity Fund
1.22%1.51%1.49%1.36%1.32%1.33%1.45%1.35%1.57%1.79%1.10%1.20%
FOCKX
Fidelity OTC Portfolio Class K
0.08%0.09%0.00%0.00%0.08%0.03%0.00%0.00%0.00%4.65%12.92%13.66%

Drawdowns

VSEQX vs. FOCKX - Drawdown Comparison

The maximum VSEQX drawdown since its inception was -63.55%, which is greater than FOCKX's maximum drawdown of -53.34%. Use the drawdown chart below to compare losses from any high point for VSEQX and FOCKX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.94%
-9.43%
VSEQX
FOCKX

Volatility

VSEQX vs. FOCKX - Volatility Comparison

Vanguard Strategic Equity Fund (VSEQX) has a higher volatility of 5.41% compared to Fidelity OTC Portfolio Class K (FOCKX) at 5.00%. This indicates that VSEQX's price experiences larger fluctuations and is considered to be riskier than FOCKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
5.41%
5.00%
VSEQX
FOCKX