Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FCPEX (FIDELITY SMALL CAP ENHANCED INDEX FUND FIDELITY SMALL CAP ENHANCED INDEX FUND) | NA | -46.79% | -16.27% | -6.92% | -0.80% | 6.05% | NA | … | … |
Data as of 11/28/2023, Common starting date is 01/07/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FCPEX (FIDELITY SMALL CAP ENHANCED INDEX FUND FIDELITY SMALL CAP ENHANCED INDEX FUND) | 01/07/2008 | 11/28/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -46.79 | -16.27 | -6.92 | -0.80 | 6.05 | NA | … | … | -45.36 | -18.30 | 20.72 | 18.52 | 23.65 | -13.24 | 4.25 | 22.84 | -2.03 | 5.46 | 38.67 | 19.29 | -0.79 | 26.36 | 22.71 | -30.36 |
| Sharpe Ratio | NA | -0.70 | -0.39 | -0.20 | -0.05 | NA | NA | … | … | -0.69 | -0.71 | 0.90 | 0.42 | 1.34 | -0.80 | 0.27 | 1.27 | -0.12 | 0.33 | 2.63 | 1.20 | -0.03 | 1.06 | 0.67 | -0.72 |
| Standard Deviation(%) | NA | 72.22 | 46.55 | 41.67 | 31.63 | NA | NA | … | … | 75.46 | 28.08 | 22.89 | 42.98 | 16.52 | 18.46 | 13.34 | 17.84 | 16.98 | 16.67 | 14.69 | 16.17 | 32.27 | 24.83 | 33.80 | 44.09 |
| Draw Down(%) | NA | 53.85 | 58.74 | 58.74 | 58.74 | NA | NA | … | … | 53.85 | 26.20 | 11.15 | 44.02 | 9.99 | 27.29 | 10.48 | 13.29 | 14.42 | 12.06 | 5.35 | 13.29 | 28.14 | 18.88 | 31.41 | 47.32 |
| Yield(%) | 0.00 | 1.76 | 9.36 | 8.06 | 6.67 | 11.62 | 5.80 | … | … | 0.92 | 3.98 | 20.97 | 0.70 | 1.15 | 11.67 | 5.63 | 0.83 | 5.25 | 6.51 | 8.17 | 8.28 | 11.01 | 0.96 | 0.00 | 0.00 |
Data as of 11/28/2023, Common starting date is 01/07/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FCPEX (FIDELITY SMALL CAP ENHANCED INDEX FUND FIDELITY SMALL CAP ENHANCED INDEX FUND) |
-8.56%
Mar 2017 – Mar 2020 |
-2.88%
Mar 2015 – Mar 2020 |
5.73%
Oct 2013 – Oct 2023 |
7.35%
May 2008 – May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FCPEX (FIDELITY SMALL CAP ENHANCED INDEX FUND FIDELITY SMALL CAP ENHANCED INDEX FUND) |
28.94%
Feb 2009 – Feb 2012 |
26.35%
Feb 2009 – Feb 2014 |
15.81%
Feb 2009 – Feb 2019 |
9.38%
Oct 2008 – Oct 2023 |
Annualized Rolling Returns Comparison Chart