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FCPEX vs. FSCRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FCPEX and FSCRX is 0.90, 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.


-0.50.00.51.00.9

Performance

FCPEX vs. FSCRX - Performance Comparison

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

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember20250
1.10%
FCPEX
FSCRX

Key characteristics

Returns By Period


FCPEX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

FSCRX

YTD

4.76%

1M

4.76%

6M

1.10%

1Y

-4.71%

5Y*

2.54%

10Y*

-0.50%

*Annualized

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FCPEX vs. FSCRX - Expense Ratio Comparison

FCPEX has a 0.55% expense ratio, which is lower than FSCRX's 0.98% expense ratio.


FSCRX
Fidelity Small Cap Discovery Fund
Expense ratio chart for FSCRX: current value at 0.98% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.98%
Expense ratio chart for FCPEX: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%

Risk-Adjusted Performance

FCPEX vs. FSCRX — Risk-Adjusted Performance Rank

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

FCPEX

FSCRX
The Risk-Adjusted Performance Rank of FSCRX is 33
Overall Rank
The Sharpe Ratio Rank of FSCRX is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of FSCRX is 33
Sortino Ratio Rank
The Omega Ratio Rank of FSCRX is 33
Omega Ratio Rank
The Calmar Ratio Rank of FSCRX is 22
Calmar Ratio Rank
The Martin Ratio Rank of FSCRX is 33
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FCPEX vs. FSCRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Small Cap Enhanced Index Fund (FCPEX) and Fidelity Small Cap Discovery Fund (FSCRX). 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.


Sharpe ratio
No data
The chart of Calmar ratio for FCPEX, currently valued at 0.00, compared to the broader market0.005.0010.0015.000.00-0.21
FCPEX
FSCRX


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50SeptemberOctoberNovemberDecember2025
1.00
-0.26
FCPEX
FSCRX

Dividends

FCPEX vs. FSCRX - Dividend Comparison

FCPEX has not paid dividends to shareholders, while FSCRX's dividend yield for the trailing twelve months is around 0.22%.


TTM20242023202220212020201920182017201620152014
FCPEX
Fidelity Small Cap Enhanced Index Fund
0.00%0.00%1.69%5.16%20.85%0.59%0.95%15.52%8.51%0.67%2.46%6.70%
FSCRX
Fidelity Small Cap Discovery Fund
0.22%0.23%0.11%0.19%0.09%0.40%0.80%1.14%0.63%0.44%7.89%0.28%

Drawdowns

FCPEX vs. FSCRX - Drawdown Comparison


-24.00%-22.00%-20.00%-18.00%-16.00%-14.00%SeptemberOctoberNovemberDecember2025
-17.64%
-20.53%
FCPEX
FSCRX

Volatility

FCPEX vs. FSCRX - Volatility Comparison

The current volatility for Fidelity Small Cap Enhanced Index Fund (FCPEX) is 0.00%, while Fidelity Small Cap Discovery Fund (FSCRX) has a volatility of 3.98%. This indicates that FCPEX experiences smaller price fluctuations and is considered to be less risky than FSCRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember20250
3.98%
FCPEX
FSCRX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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