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YBTC vs. FSPGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YBTC vs. FSPGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Bitcoin Covered Call Strategy ETF (YBTC) and Fidelity Large Cap Growth Index Fund (FSPGX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, YBTC achieves a -26.15% return, which is significantly lower than FSPGX's 3.18% return.


YBTC

1D
-2.45%
1M
-16.58%
YTD
-26.15%
6M
-25.92%
1Y
-36.92%
3Y*
5Y*
10Y*

FSPGX

1D
-1.26%
1M
-2.49%
YTD
3.18%
6M
1.86%
1Y
19.95%
3Y*
22.60%
5Y*
13.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

YBTC vs. FSPGX - Yearly Performance Comparison


2026 (YTD)20252024
YBTC
Roundhill Bitcoin Covered Call Strategy ETF
-26.15%-4.23%55.31%
FSPGX
Fidelity Large Cap Growth Index Fund
3.18%18.54%33.00%

Correlation

The correlation between YBTC and FSPGX is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

Correlation (All Time)
Calculated using the full available price history since Jan 18, 2024

0.41

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Return for Risk

YBTC vs. FSPGX — Risk / Return Rank

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

YBTC
YBTC Risk / Return Rank: 22
Overall Rank
YBTC Sharpe Ratio Rank: 22
Sharpe Ratio Rank
YBTC Sortino Ratio Rank: 22
Sortino Ratio Rank
YBTC Omega Ratio Rank: 22
Omega Ratio Rank
YBTC Calmar Ratio Rank: 33
Calmar Ratio Rank
YBTC Martin Ratio Rank: 22
Martin Ratio Rank

FSPGX
FSPGX Risk / Return Rank: 2121
Overall Rank
FSPGX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
FSPGX Sortino Ratio Rank: 2222
Sortino Ratio Rank
FSPGX Omega Ratio Rank: 2323
Omega Ratio Rank
FSPGX Calmar Ratio Rank: 1616
Calmar Ratio Rank
FSPGX Martin Ratio Rank: 1818
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.

YBTC vs. FSPGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Bitcoin Covered Call Strategy ETF (YBTC) and Fidelity Large Cap Growth Index Fund (FSPGX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


YBTCFSPGXDifference
Sharpe ratioReturn per unit of total volatility

-2.25

Sortino ratioReturn per unit of downside risk

-3.08

Omega ratioGain probability vs. loss probability

0.84

1.23

-0.39

Calmar ratioReturn relative to maximum drawdown

-0.76

1.32

-2.08

Martin ratioReturn relative to average drawdown

-1.33

4.33

-5.66

YBTC vs. FSPGX - Sharpe Ratio Comparison

The current YBTC Sharpe Ratio is -0.93, which is lower than the FSPGX Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of YBTC and FSPGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

YBTC vs. FSPGX - Drawdown Comparison

The maximum YBTC drawdown since its inception was -48.82%, which is greater than FSPGX's maximum drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for YBTC and FSPGX.


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Drawdown Indicators


YBTCFSPGXDifference

Max Drawdown

Largest peak-to-trough decline

-48.82%

-32.66%

-16.16%

Max Drawdown (1Y)

Largest decline over 1 year

-48.82%

-16.17%

-32.65%

Max Drawdown (3Y)

Largest decline over 3 years

-23.32%

Max Drawdown (5Y)

Largest decline over 5 years

-32.66%

Current Drawdown

Current decline from peak

-46.07%

-5.35%

-40.72%

Average Drawdown

Average peak-to-trough decline

-13.58%

-6.36%

-7.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.69%

4.92%

+22.77%

Volatility

YBTC vs. FSPGX - Volatility Comparison

Roundhill Bitcoin Covered Call Strategy ETF (YBTC) has a higher volatility of 12.43% compared to Fidelity Large Cap Growth Index Fund (FSPGX) at 5.94%. This indicates that YBTC's price experiences larger fluctuations and is considered to be riskier than FSPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YBTCFSPGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.43%

5.94%

+6.49%

Volatility (6M)

Calculated over the trailing 6-month period

32.04%

12.61%

+19.43%

Volatility (1Y)

Calculated over the trailing 1-year period

39.80%

16.21%

+23.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.90%

21.61%

+19.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.90%

21.56%

+19.34%

YBTC vs. FSPGX - Expense Ratio Comparison

YBTC has a 0.95% expense ratio, which is higher than FSPGX's 0.04% expense ratio.


Dividends

YBTC vs. FSPGX - Dividend Comparison

YBTC's dividend yield for the trailing twelve months is around 89.41%, more than FSPGX's 0.33% yield.


PositionTTM202520242023202220212020201920182017
FSPGX
Fidelity Large Cap Growth Index Fund
0.33%0.34%0.37%0.73%0.86%2.22%1.76%1.04%1.32%0.22%
YBTC
Roundhill Bitcoin Covered Call Strategy ETF
89.41%76.04%44.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


YBTC and FSPGX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

YBTC has higher volatility (12.43%) compared to FSPGX (5.94%). In terms of maximum drawdown, YBTC dropped -48.82% vs FSPGX's -32.66%.

FSPGX currently has the higher Sharpe Ratio (1.32 vs -0.93), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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