PortfoliosLab logo
Fidelity Small Cap Value Index Fund (FISVX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US31635T7735

CUSIP

31635T773

Issuer

Fidelity

Inception Date

Jul 11, 2019

Min. Investment

$0

Asset Class

Equity

Asset Class Size

Small-Cap

Asset Class Style

Value

Expense Ratio

FISVX has an expense ratio of 0.05%, which is considered low.


Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


Loading data...

S&P 500

Returns By Period

Fidelity Small Cap Value Index Fund (FISVX) returned -5.35% year-to-date (YTD) and -0.24% over the past 12 months.


FISVX

YTD

-5.35%

1M

10.49%

6M

-9.41%

1Y

-0.24%

3Y*

4.38%

5Y*

12.32%

10Y*

N/A

^GSPC (Benchmark)

YTD

1.30%

1M

12.79%

6M

1.49%

1Y

12.35%

3Y*

15.30%

5Y*

15.37%

10Y*

10.87%

*Annualized

Monthly Returns

The table below presents the monthly returns of FISVX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.07%-3.87%-5.97%-3.98%6.83%-5.35%
2024-4.53%3.26%4.34%-6.34%4.66%-1.69%12.19%-1.88%0.04%-1.53%9.68%-8.26%8.16%
20239.61%-2.30%-7.19%-2.49%-1.97%8.00%7.55%-4.83%-5.20%-5.96%9.00%12.40%14.72%
2022-5.82%1.68%1.93%-7.74%1.93%-9.87%9.69%-4.69%-10.18%12.58%3.06%-6.57%-15.79%
20215.26%9.39%5.19%2.04%3.09%-0.60%-3.58%-4.79%-2.02%3.81%-3.40%3.70%18.45%
2020-5.37%-9.73%-24.76%12.31%2.88%2.87%2.06%5.45%-4.59%3.50%19.28%7.89%4.49%
20190.85%-5.64%5.14%2.39%2.34%3.42%8.43%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FISVX is 18, meaning it’s performing worse than 82% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FISVX is 1818
Overall Rank
The Sharpe Ratio Rank of FISVX is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of FISVX is 1919
Sortino Ratio Rank
The Omega Ratio Rank of FISVX is 1818
Omega Ratio Rank
The Calmar Ratio Rank of FISVX is 1717
Calmar Ratio Rank
The Martin Ratio Rank of FISVX is 1616
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Fidelity Small Cap Value Index Fund (FISVX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Fidelity Small Cap Value Index Fund Sharpe ratios as of May 19, 2025 (values are recalculated daily):

  • 1-Year: -0.00
  • 5-Year: 0.55
  • All Time: 0.18

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Fidelity Small Cap Value Index Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Loading data...

Dividends

Dividend History

Fidelity Small Cap Value Index Fund provided a 1.79% dividend yield over the last twelve months, with an annual payout of $0.43 per share.


0.50%1.00%1.50%2.00%$0.00$0.10$0.20$0.30$0.40$0.50201920202021202220232024
Dividends
Dividend Yield
PeriodTTM202420232022202120202019
Dividend$0.43$0.43$0.50$0.42$0.41$0.30$0.12

Dividend yield

1.79%1.70%2.06%1.94%1.58%1.33%0.55%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity Small Cap Value Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.17$0.00$0.00$0.00$0.27$0.43
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.22$0.00$0.00$0.00$0.28$0.50
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.14$0.00$0.00$0.00$0.27$0.42
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.13$0.00$0.00$0.00$0.28$0.41
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.12$0.00$0.00$0.00$0.18$0.30
2019$0.12$0.12

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading data...

Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity Small Cap Value Index Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Fidelity Small Cap Value Index Fund was 44.66%, occurring on Mar 23, 2020. Recovery took 172 trading sessions.

The current Fidelity Small Cap Value Index Fund drawdown is 13.72%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.66%Jan 17, 202045Mar 23, 2020172Nov 24, 2020217
-30.69%Jun 9, 2021602Oct 27, 2023258Nov 6, 2024860
-26.5%Nov 26, 202490Apr 8, 2025
-9.74%Mar 15, 20218Mar 24, 202147Jun 1, 202155
-8.99%Jul 31, 201920Aug 27, 201910Sep 11, 201930

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading data...