Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FLVEX (FIDELITY LARGE CAP VALUE ENHANCED INDEX FUND FIDELITY LARGE CAP VALUE ENHANCED INDEX FUND) | NA | -41.91% | -9.60% | -3.53% | 2.66% | 6.82% | NA | … | … |
Data as of 11/28/2023, Common starting date is 05/03/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FLVEX (FIDELITY LARGE CAP VALUE ENHANCED INDEX FUND FIDELITY LARGE CAP VALUE ENHANCED INDEX FUND) | 05/03/2007 | 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 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -41.91 | -9.60 | -3.53 | 2.66 | 6.82 | NA | … | … | -40.89 | -6.50 | 28.39 | 4.57 | 24.15 | -7.66 | 15.88 | 16.32 | -3.50 | 14.50 | 33.66 | 17.80 | 2.46 | 12.33 | 15.59 | -35.93 | -7.35 |
| Sharpe Ratio | NA | -0.79 | -0.32 | -0.15 | 0.07 | NA | NA | … | … | -0.79 | -0.40 | 2.05 | 0.12 | 1.98 | -0.59 | 1.99 | 1.13 | -0.23 | 1.27 | 2.96 | 1.38 | 0.10 | 0.62 | 0.52 | -0.85 | -0.71 |
| Standard Deviation(%) | NA | 57.71 | 36.07 | 32.58 | 24.74 | NA | NA | … | … | 60.33 | 19.91 | 13.81 | 35.00 | 11.46 | 15.51 | 7.70 | 14.29 | 15.24 | 11.39 | 11.38 | 12.97 | 24.19 | 19.59 | 29.97 | 43.11 | 19.43 |
| Draw Down(%) | NA | 45.48 | 46.11 | 46.11 | 46.11 | NA | NA | … | … | 45.48 | 18.45 | 5.89 | 36.79 | 6.60 | 18.38 | 4.46 | 11.14 | 13.15 | 8.36 | 5.53 | 10.75 | 20.17 | 17.29 | 31.35 | 47.86 | 13.20 |
| Yield(%) | 0.00 | 7.33 | 8.05 | 6.88 | 6.48 | 8.96 | 3.94 | … | … | 3.16 | 4.13 | 14.16 | 1.69 | 4.03 | 6.33 | 5.64 | 2.06 | 3.16 | 3.64 | 8.87 | 3.86 | 5.17 | 1.39 | 2.06 | 1.61 | 0.00 |
Data as of 11/28/2023, Common starting date is 05/03/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FLVEX (FIDELITY LARGE CAP VALUE ENHANCED INDEX FUND FIDELITY LARGE CAP VALUE ENHANCED INDEX FUND) |
-13.87%
Jun 2007 – Jun 2010 |
-3.15%
Jun 2007 – Jun 2012 |
5.22%
Jun 2007 – Jun 2017 |
5.98%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FLVEX (FIDELITY LARGE CAP VALUE ENHANCED INDEX FUND FIDELITY LARGE CAP VALUE ENHANCED INDEX FUND) |
24.73%
Sep 2011 – Sep 2014 |
22.05%
Feb 2009 – Feb 2014 |
15.18%
Feb 2009 – Feb 2019 |
9.96%
Oct 2008 – Oct 2023 |
Annualized Rolling Returns Comparison Chart