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ARSVX vs. FISVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ARSVX vs. FISVX - Performance Comparison

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

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ARSVX vs. FISVX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ARSVX
AMG River Road Small Cap Value Fund
-4.60%-7.36%14.05%14.86%-6.49%21.14%1.84%15.21%
FISVX
Fidelity Small Cap Value Index Fund
2.23%12.70%8.16%14.72%-14.42%28.26%4.49%9.54%

Returns By Period

In the year-to-date period, ARSVX achieves a -4.60% return, which is significantly lower than FISVX's 2.23% return.


ARSVX

1D
-0.07%
1M
-4.87%
YTD
-4.60%
6M
-13.25%
1Y
-8.00%
3Y*
4.18%
5Y*
3.03%
10Y*
8.72%

FISVX

1D
-0.89%
1M
-6.12%
YTD
2.23%
6M
5.57%
1Y
24.88%
3Y*
12.88%
5Y*
5.32%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ARSVX vs. FISVX - Expense Ratio Comparison

ARSVX has a 1.35% expense ratio, which is higher than FISVX's 0.05% expense ratio.


Return for Risk

ARSVX vs. FISVX — Risk / Return Rank

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

ARSVX
ARSVX Risk / Return Rank: 22
Overall Rank
ARSVX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
ARSVX Sortino Ratio Rank: 22
Sortino Ratio Rank
ARSVX Omega Ratio Rank: 22
Omega Ratio Rank
ARSVX Calmar Ratio Rank: 11
Calmar Ratio Rank
ARSVX Martin Ratio Rank: 22
Martin Ratio Rank

FISVX
FISVX Risk / Return Rank: 6666
Overall Rank
FISVX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FISVX Sortino Ratio Rank: 6868
Sortino Ratio Rank
FISVX Omega Ratio Rank: 5858
Omega Ratio Rank
FISVX Calmar Ratio Rank: 7171
Calmar Ratio Rank
FISVX Martin Ratio Rank: 6868
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.

ARSVX vs. FISVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AMG River Road Small Cap Value Fund (ARSVX) 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.


ARSVXFISVXDifference

Sharpe ratio

Return per unit of total volatility

-0.39

1.13

-1.52

Sortino ratio

Return per unit of downside risk

-0.40

1.66

-2.06

Omega ratio

Gain probability vs. loss probability

0.94

1.22

-0.28

Calmar ratio

Return relative to maximum drawdown

-0.56

1.61

-2.16

Martin ratio

Return relative to average drawdown

-1.38

6.40

-7.78

ARSVX vs. FISVX - Sharpe Ratio Comparison

The current ARSVX Sharpe Ratio is -0.39, which is lower than the FISVX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of ARSVX 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


ARSVXFISVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.39

1.13

-1.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.25

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.34

+0.05

Correlation

The correlation between ARSVX and FISVX is 0.93, 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

ARSVX vs. FISVX - Dividend Comparison

ARSVX has not paid dividends to shareholders, while FISVX's dividend yield for the trailing twelve months is around 2.13%.


TTM20252024202320222021202020192018201720162015
ARSVX
AMG River Road Small Cap Value Fund
0.00%0.00%8.50%4.78%3.87%7.75%0.00%12.10%13.01%14.96%4.96%6.51%
FISVX
Fidelity Small Cap Value Index Fund
2.13%2.18%1.70%2.06%3.69%9.55%1.33%0.62%0.00%0.00%0.00%0.00%

Drawdowns

ARSVX vs. FISVX - Drawdown Comparison

The maximum ARSVX drawdown since its inception was -54.85%, which is greater than FISVX's maximum drawdown of -44.66%. Use the drawdown chart below to compare losses from any high point for ARSVX and FISVX.


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Drawdown Indicators


ARSVXFISVXDifference

Max Drawdown

Largest peak-to-trough decline

-54.85%

-44.66%

-10.19%

Max Drawdown (1Y)

Largest decline over 1 year

-16.62%

-13.82%

-2.80%

Max Drawdown (5Y)

Largest decline over 5 years

-19.21%

-26.50%

+7.29%

Max Drawdown (10Y)

Largest decline over 10 years

-40.52%

Current Drawdown

Current decline from peak

-16.96%

-7.80%

-9.16%

Average Drawdown

Average peak-to-trough decline

-8.64%

-10.58%

+1.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.72%

3.47%

+3.25%

Volatility

ARSVX vs. FISVX - Volatility Comparison

The current volatility for AMG River Road Small Cap Value Fund (ARSVX) is 3.83%, while Fidelity Small Cap Value Index Fund (FISVX) has a volatility of 5.72%. This indicates that ARSVX 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


ARSVXFISVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.83%

5.72%

-1.89%

Volatility (6M)

Calculated over the trailing 6-month period

14.34%

12.87%

+1.47%

Volatility (1Y)

Calculated over the trailing 1-year period

20.60%

21.97%

-1.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.92%

21.79%

-3.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.37%

26.95%

-7.58%