FBLEX vs. DTLVX
FBLEX (Fidelity Series Stock Selector Large Cap Value Fund) and DTLVX (Wilshire Large Company Value Portfolio) are both Large Cap Value Equities funds. Over the past 10 years, FBLEX returned 12.42%/yr vs 9.97%/yr for DTLVX. Their 0.97 correlation means they have historically moved very closely together. FBLEX charges 0.01%/yr vs 1.30%/yr for DTLVX.
Performance
FBLEX vs. DTLVX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with FBLEX having a 14.90% return and DTLVX slightly lower at 14.37%. Over the past 10 years, FBLEX has outperformed DTLVX with an annualized return of 12.42%, while DTLVX has yielded a comparatively lower 9.97% annualized return.
FBLEX
- 1D
- 0.37%
- 1M
- 2.80%
- 6M
- 10.56%
- YTD
- 14.90%
- 1Y
- 27.96%
- 3Y*
- 18.61%
- 5Y*
- 13.07%
- 10Y*
- 12.42%
- ALL TIME*
- 12.28%
DTLVX
- 1D
- 0.24%
- 1M
- 2.92%
- 6M
- 10.20%
- YTD
- 14.37%
- 1Y
- 26.32%
- 3Y*
- 15.95%
- 5Y*
- 10.28%
- 10Y*
- 9.97%
- ALL TIME*
- 8.00%
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 |
FBLEX vs. DTLVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FBLEX Fidelity Series Stock Selector Large Cap Value Fund | 14.90% | 17.06% | 18.04% | 15.60% | -4.82% | 26.83% | 4.34% | 25.57% | -9.04% | 12.38% |
DTLVX Wilshire Large Company Value Portfolio | 14.37% | 15.83% | 13.34% | 16.00% | -11.41% | 25.74% | -0.81% | 23.61% | -11.79% | 14.73% |
Correlation
The correlation between FBLEX and DTLVX is 0.94, 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. | 0.94 |
Correlation (3Y) Balances recent behavior with more history. | 0.96 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.97 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.97 |
Correlation (All Time) Calculated using the full available price history since Dec 10, 2012 | 0.97 |
The correlation between FBLEX and DTLVX has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.
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Return for Risk
FBLEX vs. DTLVX — Risk / Return Rank
FBLEX
DTLVX
FBLEX vs. DTLVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Stock Selector Large Cap Value Fund (FBLEX) and Wilshire Large Company Value Portfolio (DTLVX). 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.
| FBLEX | DTLVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.39 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.83 | 3.42 | +0.41 |
| Martin ratioReturn relative to average drawdown | 15.89 | 13.52 | +2.37 |
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Drawdowns
FBLEX vs. DTLVX - Drawdown Comparison
The maximum FBLEX drawdown since its inception was -39.73%, smaller than the maximum DTLVX drawdown of -63.46%. Use the drawdown chart below to compare losses from any high point for FBLEX and DTLVX.
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Drawdown Indicators
| FBLEX | DTLVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.73% | -63.46% | +23.73% |
Max Drawdown (1Y)Largest decline over 1 year | -6.89% | -7.25% | +0.36% |
Max Drawdown (3Y)Largest decline over 3 years | -14.71% | -16.33% | +1.62% |
Max Drawdown (5Y)Largest decline over 5 years | -19.00% | -22.14% | +3.14% |
Max Drawdown (10Y)Largest decline over 10 years | -39.73% | -42.24% | +2.51% |
Current DrawdownCurrent decline from peak | -0.37% | -0.12% | -0.25% |
Average DrawdownAverage peak-to-trough decline | -3.79% | -9.47% | +5.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.66% | 1.83% | -0.17% |
Volatility
FBLEX vs. DTLVX - Volatility Comparison
Fidelity Series Stock Selector Large Cap Value Fund (FBLEX) and Wilshire Large Company Value Portfolio (DTLVX) have volatilities of 3.10% and 3.02%, 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
| FBLEX | DTLVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.10% | 3.02% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 8.23% | 8.42% | -0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.90% | 11.42% | -0.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.74% | 15.73% | -0.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.34% | 18.57% | -1.23% |
FBLEX vs. DTLVX - Expense Ratio Comparison
FBLEX has a 0.01% expense ratio, which is lower than DTLVX's 1.30% expense ratio.
Dividends
FBLEX vs. DTLVX - Dividend Comparison
FBLEX's dividend yield for the trailing twelve months is around 9.67%, more than DTLVX's 9.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTLVX Wilshire Large Company Value Portfolio | 9.12% | 10.43% | 8.02% | 2.78% | 10.90% | 11.24% | 0.99% | 5.81% | 8.83% | 10.36% | 1.29% | 7.72% |
FBLEX Fidelity Series Stock Selector Large Cap Value Fund | 9.67% | 9.95% | 12.63% | 5.05% | 12.66% | 14.51% | 3.85% | 5.65% | 10.97% | 7.09% | 2.47% | 13.81% |
Frequently Asked Questions
With a correlation of 0.94, FBLEX and DTLVX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
FBLEX has higher volatility (3.10%) compared to DTLVX (3.02%). In terms of maximum drawdown, FBLEX dropped -39.73% vs DTLVX's -63.46%.
FBLEX currently has the higher Sharpe Ratio (2.43 vs 2.18), 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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