See what your fund actually adds
Fidelity Large Cap Value Index Fund FLCOX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FLCOX | Replication |
|---|---|---|
| Annualized growth | 11.6% | 10.5% |
| Annualized volatility | 14.5% | 14.5% |
| Sharpe ratio | 0.83 | 0.76 |
| Maximum drawdown | 18.6% | 19.1% |
| Replication fit (R²) | 0.98 · Tracking error 1.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model FLCOX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VTV | Style · Value | 57.1% |
| RSP | Factor · Equal Weight | 28.2% |
| XLF | Sector · Financials | 10.7% |
| VOX | Sector · Communication | 3.9% |