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ABYSX vs. FISVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ABYSX vs. FISVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Discovery Value Fund (ABYSX) and Fidelity Small Cap Value Index Fund (FISVX). The values are adjusted to include any dividend payments, if applicable.

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ABYSX vs. FISVX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ABYSX
AB Discovery Value Fund
3.30%2.84%9.84%17.04%-16.10%35.67%3.34%6.63%
FISVX
Fidelity Small Cap Value Index Fund
4.93%12.70%8.16%14.72%-14.42%28.26%4.49%9.54%

Returns By Period

In the year-to-date period, ABYSX achieves a 3.30% return, which is significantly lower than FISVX's 4.93% return.


ABYSX

1D
2.42%
1M
-6.57%
YTD
3.30%
6M
3.97%
1Y
12.29%
3Y*
10.16%
5Y*
4.87%
10Y*
8.29%

FISVX

1D
2.64%
1M
-4.39%
YTD
4.93%
6M
7.81%
1Y
28.12%
3Y*
13.87%
5Y*
5.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ABYSX vs. FISVX - Expense Ratio Comparison

ABYSX has a 0.83% expense ratio, which is higher than FISVX's 0.05% expense ratio.


Return for Risk

ABYSX vs. FISVX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ABYSX
ABYSX Risk / Return Rank: 2222
Overall Rank
ABYSX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
ABYSX Sortino Ratio Rank: 2121
Sortino Ratio Rank
ABYSX Omega Ratio Rank: 2020
Omega Ratio Rank
ABYSX Calmar Ratio Rank: 2626
Calmar Ratio Rank
ABYSX Martin Ratio Rank: 2525
Martin Ratio Rank

FISVX
FISVX Risk / Return Rank: 7474
Overall Rank
FISVX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FISVX Sortino Ratio Rank: 7373
Sortino Ratio Rank
FISVX Omega Ratio Rank: 6262
Omega Ratio Rank
FISVX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FISVX Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ABYSX vs. FISVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Discovery Value Fund (ABYSX) and Fidelity Small Cap Value Index Fund (FISVX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


ABYSXFISVXDifference

Sharpe ratio

Return per unit of total volatility

0.60

1.28

-0.69

Sortino ratio

Return per unit of downside risk

0.99

1.86

-0.87

Omega ratio

Gain probability vs. loss probability

1.14

1.25

-0.11

Calmar ratio

Return relative to maximum drawdown

0.88

2.02

-1.14

Martin ratio

Return relative to average drawdown

3.16

8.01

-4.85

ABYSX vs. FISVX - Sharpe Ratio Comparison

The current ABYSX Sharpe Ratio is 0.60, which is lower than the FISVX Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of ABYSX and FISVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ABYSXFISVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

1.28

-0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.26

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.36

+0.07

Correlation

The correlation between ABYSX and FISVX is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ABYSX vs. FISVX - Dividend Comparison

ABYSX's dividend yield for the trailing twelve months is around 5.81%, more than FISVX's 2.08% yield.


TTM20252024202320222021202020192018201720162015
ABYSX
AB Discovery Value Fund
5.81%6.00%14.12%6.27%7.61%9.48%0.77%4.15%12.31%6.54%3.67%6.50%
FISVX
Fidelity Small Cap Value Index Fund
2.08%2.18%1.70%2.06%3.69%9.55%1.33%0.62%0.00%0.00%0.00%0.00%

Drawdowns

ABYSX vs. FISVX - Drawdown Comparison

The maximum ABYSX drawdown since its inception was -60.01%, which is greater than FISVX's maximum drawdown of -44.66%. Use the drawdown chart below to compare losses from any high point for ABYSX and FISVX.


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Drawdown Indicators


ABYSXFISVXDifference

Max Drawdown

Largest peak-to-trough decline

-60.01%

-44.66%

-15.35%

Max Drawdown (1Y)

Largest decline over 1 year

-14.93%

-13.82%

-1.11%

Max Drawdown (5Y)

Largest decline over 5 years

-24.81%

-26.50%

+1.69%

Max Drawdown (10Y)

Largest decline over 10 years

-48.86%

Current Drawdown

Current decline from peak

-7.93%

-5.37%

-2.56%

Average Drawdown

Average peak-to-trough decline

-8.75%

-10.58%

+1.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.15%

3.48%

+0.67%

Volatility

ABYSX vs. FISVX - Volatility Comparison

The current volatility for AB Discovery Value Fund (ABYSX) is 5.84%, while Fidelity Small Cap Value Index Fund (FISVX) has a volatility of 6.34%. This indicates that ABYSX experiences smaller price fluctuations and is considered to be less risky than FISVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ABYSXFISVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.84%

6.34%

-0.50%

Volatility (6M)

Calculated over the trailing 6-month period

11.78%

13.12%

-1.34%

Volatility (1Y)

Calculated over the trailing 1-year period

21.54%

22.07%

-0.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.00%

21.82%

-0.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.87%

26.96%

-4.09%