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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

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
FISVX vs. FSSNX FISVX vs. VBR FISVX vs. AVUV FISVX vs. IJS FISVX vs. DFSVX FISVX vs. QABA FISVX vs. FISMX FISVX vs. NUMG FISVX vs. FXAIX FISVX vs. VTI
Popular comparisons:
FISVX vs. FSSNX FISVX vs. VBR FISVX vs. AVUV FISVX vs. IJS FISVX vs. DFSVX FISVX vs. QABA FISVX vs. FISMX FISVX vs. NUMG FISVX vs. FXAIX FISVX vs. VTI

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Fidelity Small Cap Value Index Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
16.42%
12.53%
FISVX (Fidelity Small Cap Value Index Fund)
Benchmark (^GSPC)

Returns By Period

Fidelity Small Cap Value Index Fund had a return of 16.86% year-to-date (YTD) and 32.51% in the last 12 months.


FISVX

YTD

16.86%

1M

8.04%

6M

16.42%

1Y

32.51%

5Y (annualized)

10.10%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

25.15%

1M

2.97%

6M

12.53%

1Y

31.00%

5Y (annualized)

13.95%

10Y (annualized)

11.21%

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
2024-4.53%3.26%4.34%-6.34%4.66%-1.69%12.19%-1.88%0.04%-1.53%16.86%
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%-3.15%-10.18%12.58%3.06%-6.57%-14.42%
20215.26%9.39%5.19%2.04%3.09%-0.60%-3.58%2.74%-2.02%3.81%-3.40%4.05%28.26%
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%3.49%8.50%

Expense Ratio

FISVX has an expense ratio of 0.05%, which is considered low compared to other funds.


Expense ratio chart for FISVX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FISVX is 43, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of FISVX is 4343
Combined Rank
The Sharpe Ratio Rank of FISVX is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of FISVX is 3737
Sortino Ratio Rank
The Omega Ratio Rank of FISVX is 3232
Omega Ratio Rank
The Calmar Ratio Rank of FISVX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of FISVX is 4040
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.


Sharpe ratio
The chart of Sharpe ratio for FISVX, currently valued at 1.52, compared to the broader market-1.000.001.002.003.004.005.001.522.53
The chart of Sortino ratio for FISVX, currently valued at 2.26, compared to the broader market0.005.0010.002.263.39
The chart of Omega ratio for FISVX, currently valued at 1.27, compared to the broader market1.002.003.004.001.271.47
The chart of Calmar ratio for FISVX, currently valued at 1.78, compared to the broader market0.005.0010.0015.0020.001.783.65
The chart of Martin ratio for FISVX, currently valued at 8.00, compared to the broader market0.0020.0040.0060.0080.00100.008.0016.21
FISVX
^GSPC

The current Fidelity Small Cap Value Index Fund Sharpe ratio is 1.52. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Fidelity Small Cap Value Index Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.52
2.53
FISVX (Fidelity Small Cap Value Index Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Fidelity Small Cap Value Index Fund provided a 1.58% dividend yield over the last twelve months, with an annual payout of $0.44 per share. The fund has been increasing its distributions for 4 consecutive years.


0.50%1.00%1.50%2.00%$0.00$0.10$0.20$0.30$0.40$0.5020192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019
Dividend$0.44$0.50$0.42$0.41$0.30$0.12

Dividend yield

1.58%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
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.17$0.00$0.00$0.00$0.17
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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.17%
-0.53%
FISVX (Fidelity Small Cap Value Index Fund)
Benchmark (^GSPC)

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 1.17%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.66%Jan 17, 202045Mar 23, 2020172Nov 24, 2020217
-25.49%Nov 9, 2021495Oct 27, 2023178Jul 16, 2024673
-11.97%Jun 9, 202128Jul 19, 202176Nov 3, 2021104
-9.77%Jul 29, 20246Aug 5, 202451Oct 16, 202457
-9.74%Mar 15, 20218Mar 24, 202147Jun 1, 202155

Volatility

Volatility Chart

The current Fidelity Small Cap Value Index Fund volatility is 7.95%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.95%
3.97%
FISVX (Fidelity Small Cap Value Index Fund)
Benchmark (^GSPC)