VVIAX vs. FLCOX
Compare and contrast key facts about Vanguard Value Index Fund Admiral Shares (VVIAX) and Fidelity Large Cap Value Index Fund (FLCOX).
VVIAX is managed by Vanguard. It was launched on Nov 13, 2000. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VVIAX or FLCOX.
Performance
VVIAX vs. FLCOX - Performance Comparison
Returns By Period
In the year-to-date period, VVIAX achieves a 19.98% return, which is significantly higher than FLCOX's 18.59% return.
VVIAX
19.98%
-0.95%
8.86%
28.59%
11.40%
10.46%
FLCOX
18.59%
-0.31%
8.90%
27.46%
10.24%
N/A
Key characteristics
| VVIAX | FLCOX | |
|---|---|---|
| Sharpe Ratio | 2.78 | 2.55 |
| Sortino Ratio | 3.90 | 3.59 |
| Omega Ratio | 1.50 | 1.46 |
| Calmar Ratio | 5.51 | 4.57 |
| Martin Ratio | 17.69 | 15.98 |
| Ulcer Index | 1.60% | 1.73% |
| Daily Std Dev | 10.18% | 10.87% |
| Max Drawdown | -59.32% | -38.28% |
| Current Drawdown | -1.69% | -1.75% |
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VVIAX vs. FLCOX - Expense Ratio Comparison
VVIAX has a 0.05% 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%.
Correlation
The correlation between VVIAX 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.
Risk-Adjusted Performance
VVIAX vs. FLCOX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Value Index Fund Admiral Shares (VVIAX) 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.
Dividends
VVIAX vs. FLCOX - Dividend Comparison
VVIAX's dividend yield for the trailing twelve months is around 2.24%, more than FLCOX's 1.52% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VVIAX Vanguard Value Index Fund Admiral Shares | 2.24% | 2.45% | 2.51% | 2.14% | 2.54% | 2.49% | 2.72% | 2.29% | 2.45% | 2.60% | 2.22% | 2.21% |
FLCOX Fidelity Large Cap Value Index Fund | 1.52% | 1.99% | 2.01% | 1.55% | 2.28% | 2.13% | 2.33% | 1.73% | 0.52% | 0.00% | 0.00% | 0.00% |
Drawdowns
VVIAX vs. FLCOX - Drawdown Comparison
The maximum VVIAX drawdown since its inception was -59.32%, which is greater than FLCOX's maximum drawdown of -38.28%. Use the drawdown chart below to compare losses from any high point for VVIAX and FLCOX. For additional features, visit the drawdowns tool.
Volatility
VVIAX vs. FLCOX - Volatility Comparison
Vanguard Value Index Fund Admiral Shares (VVIAX) and Fidelity Large Cap Value Index Fund (FLCOX) have volatilities of 3.60% and 3.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.