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FCMVX vs. VVOIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCMVX vs. VVOIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Mid Cap Value K6 Fund (FCMVX) and Invesco Value Opportunities Fund Class Y (VVOIX). The values are adjusted to include any dividend payments, if applicable.

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FCMVX vs. VVOIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCMVX
Fidelity Mid Cap Value K6 Fund
0.72%12.62%87.16%23.07%-10.26%34.12%0.52%23.65%-18.69%12.67%
VVOIX
Invesco Value Opportunities Fund Class Y
3.31%20.54%30.36%15.40%1.68%35.87%5.73%30.20%-19.74%16.03%

Returns By Period

In the year-to-date period, FCMVX achieves a 0.72% return, which is significantly lower than VVOIX's 3.31% return.


FCMVX

1D
-1.09%
1M
-9.27%
YTD
0.72%
6M
6.03%
1Y
19.16%
3Y*
36.75%
5Y*
21.78%
10Y*

VVOIX

1D
-1.81%
1M
-8.35%
YTD
3.31%
6M
9.61%
1Y
31.08%
3Y*
24.96%
5Y*
16.69%
10Y*
14.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCMVX vs. VVOIX - Expense Ratio Comparison

FCMVX has a 0.45% expense ratio, which is lower than VVOIX's 0.77% expense ratio.


Return for Risk

FCMVX vs. VVOIX — Risk / Return Rank

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

FCMVX
FCMVX Risk / Return Rank: 4949
Overall Rank
FCMVX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FCMVX Sortino Ratio Rank: 5353
Sortino Ratio Rank
FCMVX Omega Ratio Rank: 4747
Omega Ratio Rank
FCMVX Calmar Ratio Rank: 4848
Calmar Ratio Rank
FCMVX Martin Ratio Rank: 4949
Martin Ratio Rank

VVOIX
VVOIX Risk / Return Rank: 7575
Overall Rank
VVOIX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VVOIX Sortino Ratio Rank: 7474
Sortino Ratio Rank
VVOIX Omega Ratio Rank: 7474
Omega Ratio Rank
VVOIX Calmar Ratio Rank: 7474
Calmar Ratio Rank
VVOIX Martin Ratio Rank: 7777
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.

FCMVX vs. VVOIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Mid Cap Value K6 Fund (FCMVX) and Invesco Value Opportunities Fund Class Y (VVOIX). 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.


FCMVXVVOIXDifference

Sharpe ratio

Return per unit of total volatility

0.93

1.37

-0.44

Sortino ratio

Return per unit of downside risk

1.43

1.88

-0.45

Omega ratio

Gain probability vs. loss probability

1.19

1.28

-0.09

Calmar ratio

Return relative to maximum drawdown

1.18

1.74

-0.57

Martin ratio

Return relative to average drawdown

4.81

7.46

-2.65

FCMVX vs. VVOIX - Sharpe Ratio Comparison

The current FCMVX Sharpe Ratio is 0.93, which is lower than the VVOIX Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of FCMVX and VVOIX, 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


FCMVXVVOIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

1.37

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.80

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.37

-0.05

Correlation

The correlation between FCMVX and VVOIX is 0.91, 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

FCMVX vs. VVOIX - Dividend Comparison

FCMVX's dividend yield for the trailing twelve months is around 4.91%, less than VVOIX's 10.25% yield.


TTM20252024202320222021202020192018201720162015
FCMVX
Fidelity Mid Cap Value K6 Fund
4.91%6.68%76.67%1.29%1.68%1.39%2.19%1.68%2.99%0.77%0.00%0.00%
VVOIX
Invesco Value Opportunities Fund Class Y
10.25%10.59%7.94%2.26%10.02%9.16%0.49%1.94%15.42%5.12%1.10%16.04%

Drawdowns

FCMVX vs. VVOIX - Drawdown Comparison

The maximum FCMVX drawdown since its inception was -44.63%, smaller than the maximum VVOIX drawdown of -61.77%. Use the drawdown chart below to compare losses from any high point for FCMVX and VVOIX.


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Drawdown Indicators


FCMVXVVOIXDifference

Max Drawdown

Largest peak-to-trough decline

-44.63%

-61.77%

+17.14%

Max Drawdown (1Y)

Largest decline over 1 year

-14.60%

-15.06%

+0.46%

Max Drawdown (5Y)

Largest decline over 5 years

-38.56%

-24.01%

-14.55%

Max Drawdown (10Y)

Largest decline over 10 years

-51.52%

Current Drawdown

Current decline from peak

-15.93%

-9.17%

-6.76%

Average Drawdown

Average peak-to-trough decline

-9.43%

-11.99%

+2.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.57%

3.54%

+0.03%

Volatility

FCMVX vs. VVOIX - Volatility Comparison

The current volatility for Fidelity Mid Cap Value K6 Fund (FCMVX) is 5.59%, while Invesco Value Opportunities Fund Class Y (VVOIX) has a volatility of 6.64%. This indicates that FCMVX experiences smaller price fluctuations and is considered to be less risky than VVOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCMVXVVOIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.59%

6.64%

-1.05%

Volatility (6M)

Calculated over the trailing 6-month period

11.74%

14.10%

-2.36%

Volatility (1Y)

Calculated over the trailing 1-year period

21.40%

22.83%

-1.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.55%

21.03%

+39.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.20%

24.17%

+24.03%