DALCX vs. FCMVX
DALCX (Dean Mid Cap Value Fund) and FCMVX (Fidelity Mid Cap Value K6 Fund) are both Mid Cap Value Equities funds. Over the past 5 years, DALCX returned 11.41%/yr vs 26.05%/yr for FCMVX. Their correlation of 0.94 means they have usually moved in the same direction. DALCX charges 0.85%/yr vs 0.45%/yr for FCMVX.
Performance
DALCX vs. FCMVX - Performance Comparison
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Returns By Period
In the year-to-date period, DALCX achieves a 16.10% return, which is significantly lower than FCMVX's 26.80% return.
DALCX
- 1D
- -0.39%
- 1M
- 1.62%
- 6M
- 10.54%
- YTD
- 16.10%
- 1Y
- 22.48%
- 3Y*
- 15.08%
- 5Y*
- 11.41%
- 10Y*
- 10.76%
- ALL TIME*
- 10.60%
FCMVX
- 1D
- 0.38%
- 1M
- 1.66%
- 6M
- 19.92%
- YTD
- 26.80%
- 1Y
- 42.22%
- 3Y*
- 41.69%
- 5Y*
- 26.05%
- 10Y*
- —
- ALL TIME*
- 17.83%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DALCX vs. FCMVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DALCX Dean Mid Cap Value Fund | 16.10% | 9.49% | 16.50% | 12.82% | -4.68% | 28.25% | -2.05% | 26.96% | -11.07% | 11.33% |
FCMVX Fidelity Mid Cap Value K6 Fund | 26.80% | 12.62% | 87.16% | 23.07% | -10.26% | 34.12% | 0.52% | 23.65% | -18.69% | 12.67% |
Correlation
The correlation between DALCX and FCMVX is 0.88, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.88 |
Correlation (3Y) Balances recent behavior with more history. | 0.91 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.93 |
Correlation (All Time) Calculated using the full available price history since May 25, 2017 | 0.94 |
The correlation between DALCX and FCMVX has been stable across timeframes, ranging from 0.88 to 0.94 - a consistent structural relationship.
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Return for Risk
DALCX vs. FCMVX — Risk / Return Rank
DALCX
FCMVX
DALCX vs. FCMVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dean Mid Cap Value Fund (DALCX) and Fidelity Mid Cap Value K6 Fund (FCMVX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DALCX | FCMVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.76 | ||
| Sortino ratioReturn per unit of downside risk | -0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.41 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.21 | 3.80 | -1.59 |
| Martin ratioReturn relative to average drawdown | 7.82 | 15.09 | -7.27 |
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Drawdowns
DALCX vs. FCMVX - Drawdown Comparison
The maximum DALCX drawdown since its inception was -41.99%, smaller than the maximum FCMVX drawdown of -44.63%. Use the drawdown chart below to compare losses from any high point for DALCX and FCMVX.
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Drawdown Indicators
| DALCX | FCMVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.99% | -44.63% | +2.64% |
Max Drawdown (1Y)Largest decline over 1 year | -9.28% | -10.21% | +0.93% |
Max Drawdown (3Y)Largest decline over 3 years | -15.64% | -38.56% | +22.92% |
Max Drawdown (5Y)Largest decline over 5 years | -15.64% | -38.56% | +22.92% |
Max Drawdown (10Y)Largest decline over 10 years | -41.99% | — | — |
Current DrawdownCurrent decline from peak | -1.35% | -0.87% | -0.48% |
Average DrawdownAverage peak-to-trough decline | -4.14% | -9.20% | +5.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 2.60% | +0.02% |
Volatility
DALCX vs. FCMVX - Volatility Comparison
Dean Mid Cap Value Fund (DALCX) and Fidelity Mid Cap Value K6 Fund (FCMVX) have volatilities of 3.27% and 3.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DALCX | FCMVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.27% | 3.31% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 9.47% | 12.23% | -2.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.87% | 16.51% | -3.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.00% | 60.59% | -45.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.71% | 47.41% | -29.70% |
DALCX vs. FCMVX - Expense Ratio Comparison
DALCX has a 0.85% expense ratio, which is higher than FCMVX's 0.45% expense ratio.
Dividends
DALCX vs. FCMVX - Dividend Comparison
DALCX's dividend yield for the trailing twelve months is around 5.31%, more than FCMVX's 3.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DALCX Dean Mid Cap Value Fund | 5.31% | 6.17% | 7.23% | 5.42% | 5.38% | 5.42% | 0.88% | 8.28% | 3.50% | 2.61% | 0.43% | 0.14% |
FCMVX Fidelity Mid Cap Value K6 Fund | 3.90% | 6.68% | 76.67% | 1.29% | 1.68% | 1.39% | 2.19% | 1.68% | 2.99% | 0.77% | 0.00% | 0.00% |
Frequently Asked Questions
DALCX and FCMVX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FCMVX has higher volatility (3.31%) compared to DALCX (3.27%). In terms of maximum drawdown, DALCX dropped -41.99% vs FCMVX's -44.63%.
FCMVX currently has the higher Sharpe Ratio (2.36 vs 1.59), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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