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CWSIX vs. FISVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CWSIX vs. FISVX - Performance Comparison

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

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CWSIX vs. FISVX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CWSIX
Chartwell Small Cap Value Fund
6.17%-0.50%11.09%12.36%-9.72%24.32%-5.58%9.99%
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, CWSIX achieves a 6.17% return, which is significantly higher than FISVX's 4.93% return.


CWSIX

1D
2.43%
1M
-7.82%
YTD
6.17%
6M
8.29%
1Y
17.03%
3Y*
9.43%
5Y*
4.59%
10Y*
7.37%

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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CWSIX vs. FISVX - Expense Ratio Comparison

CWSIX has a 1.05% expense ratio, which is higher than FISVX's 0.05% expense ratio.


Return for Risk

CWSIX vs. FISVX — Risk / Return Rank

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

CWSIX
CWSIX Risk / Return Rank: 2727
Overall Rank
CWSIX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
CWSIX Sortino Ratio Rank: 2727
Sortino Ratio Rank
CWSIX Omega Ratio Rank: 2323
Omega Ratio Rank
CWSIX Calmar Ratio Rank: 3434
Calmar Ratio Rank
CWSIX Martin Ratio Rank: 2828
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.

CWSIX vs. FISVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Chartwell Small Cap Value Fund (CWSIX) 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.


CWSIXFISVXDifference

Sharpe ratio

Return per unit of total volatility

0.71

1.28

-0.57

Sortino ratio

Return per unit of downside risk

1.16

1.86

-0.70

Omega ratio

Gain probability vs. loss probability

1.15

1.25

-0.09

Calmar ratio

Return relative to maximum drawdown

1.11

2.02

-0.91

Martin ratio

Return relative to average drawdown

3.64

8.01

-4.37

CWSIX vs. FISVX - Sharpe Ratio Comparison

The current CWSIX Sharpe Ratio is 0.71, which is lower than the FISVX Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of CWSIX 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


CWSIXFISVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

1.28

-0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.26

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.36

+0.03

Correlation

The correlation between CWSIX 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

CWSIX vs. FISVX - Dividend Comparison

CWSIX's dividend yield for the trailing twelve months is around 21.02%, more than FISVX's 2.08% yield.


TTM20252024202320222021202020192018201720162015
CWSIX
Chartwell Small Cap Value Fund
21.02%22.32%41.77%3.44%1.20%10.61%0.74%4.17%8.19%4.28%0.47%0.80%
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

CWSIX vs. FISVX - Drawdown Comparison

The maximum CWSIX drawdown since its inception was -44.08%, roughly equal to the maximum FISVX drawdown of -44.66%. Use the drawdown chart below to compare losses from any high point for CWSIX and FISVX.


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Drawdown Indicators


CWSIXFISVXDifference

Max Drawdown

Largest peak-to-trough decline

-44.08%

-44.66%

+0.58%

Max Drawdown (1Y)

Largest decline over 1 year

-15.74%

-13.82%

-1.92%

Max Drawdown (5Y)

Largest decline over 5 years

-29.09%

-26.50%

-2.59%

Max Drawdown (10Y)

Largest decline over 10 years

-44.08%

Current Drawdown

Current decline from peak

-9.42%

-5.37%

-4.05%

Average Drawdown

Average peak-to-trough decline

-6.84%

-10.58%

+3.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.79%

3.48%

+1.31%

Volatility

CWSIX vs. FISVX - Volatility Comparison

Chartwell Small Cap Value Fund (CWSIX) has a higher volatility of 7.16% compared to Fidelity Small Cap Value Index Fund (FISVX) at 6.34%. This indicates that CWSIX's price experiences larger fluctuations and is considered to be riskier 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


CWSIXFISVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.16%

6.34%

+0.82%

Volatility (6M)

Calculated over the trailing 6-month period

13.93%

13.12%

+0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

24.39%

22.07%

+2.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.49%

21.82%

-1.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.65%

26.96%

-4.31%