VSPVX vs. FLCOX
Compare and contrast key facts about Vanguard S&P 500 Value Index Fund Institutional Shares (VSPVX) and Fidelity Large Cap Value Index Fund (FLCOX).
VSPVX is managed by Vanguard. It was launched on Mar 3, 2015. 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
VSPVX vs. FLCOX - Performance Comparison
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VSPVX vs. FLCOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VSPVX Vanguard S&P 500 Value Index Fund Institutional Shares | 0.02% | 12.62% | 11.99% | 22.39% | -5.33% | 24.80% | 1.23% | 31.84% | -9.02% | 14.23% |
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, VSPVX achieves a 0.02% return, which is significantly lower than FLCOX's 2.08% return.
VSPVX
- 1D
- 1.73%
- 1M
- -4.47%
- YTD
- 0.02%
- 6M
- 2.93%
- 1Y
- 12.95%
- 3Y*
- 13.66%
- 5Y*
- 10.32%
- 10Y*
- 11.31%
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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VSPVX vs. FLCOX - Expense Ratio Comparison
VSPVX has a 0.08% expense ratio, which is higher than FLCOX's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
VSPVX vs. FLCOX — Risk / Return Rank
VSPVX
FLCOX
VSPVX vs. FLCOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 Value Index Fund Institutional Shares (VSPVX) 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.
| VSPVX | FLCOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 1.02 | -0.18 |
Sortino ratioReturn per unit of downside risk | 1.25 | 1.48 | -0.23 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.22 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.15 | 1.44 | -0.29 |
Martin ratioReturn relative to average drawdown | 5.43 | 6.76 | -1.33 |
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
| VSPVX | FLCOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 1.02 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.62 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.54 | +0.06 |
Correlation
The correlation between VSPVX and FLCOX is 0.98, 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
VSPVX vs. FLCOX - Dividend Comparison
VSPVX's dividend yield for the trailing twelve months is around 1.82%, more than FLCOX's 1.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSPVX Vanguard S&P 500 Value Index Fund Institutional Shares | 1.82% | 1.35% | 2.12% | 1.70% | 2.21% | 1.88% | 2.46% | 2.12% | 2.73% | 2.18% | 2.30% | 2.47% |
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
VSPVX vs. FLCOX - Drawdown Comparison
The maximum VSPVX drawdown since its inception was -37.05%, roughly equal to the maximum FLCOX drawdown of -38.28%. Use the drawdown chart below to compare losses from any high point for VSPVX and FLCOX.
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Drawdown Indicators
| VSPVX | FLCOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.05% | -38.28% | +1.23% |
Max Drawdown (1Y)Largest decline over 1 year | -12.10% | -11.81% | -0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -18.00% | -19.00% | +1.00% |
Max Drawdown (10Y)Largest decline over 10 years | -37.05% | — | — |
Current DrawdownCurrent decline from peak | -4.58% | -4.82% | +0.24% |
Average DrawdownAverage peak-to-trough decline | -4.11% | -4.52% | +0.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 2.51% | +0.05% |
Volatility
VSPVX vs. FLCOX - Volatility Comparison
The current volatility for Vanguard S&P 500 Value Index Fund Institutional Shares (VSPVX) is 3.84%, while Fidelity Large Cap Value Index Fund (FLCOX) has a volatility of 4.38%. This indicates that VSPVX 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
| VSPVX | FLCOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.84% | 4.38% | -0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 7.71% | 8.29% | -0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.57% | 15.73% | -0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.49% | 14.83% | -0.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.09% | 17.73% | -0.64% |