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FCPVX vs. ODIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCPVX vs. ODIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Small Cap Value Fund (FCPVX) and Invesco Discovery Fund Class R6 (ODIIX). The values are adjusted to include any dividend payments, if applicable.

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FCPVX vs. ODIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCPVX
Fidelity Small Cap Value Fund
-0.85%8.13%9.41%17.77%-13.07%38.08%11.18%20.86%-15.47%12.26%
ODIIX
Invesco Discovery Fund Class R6
1.07%17.14%23.04%17.46%-31.00%15.37%50.87%37.36%-3.68%29.58%

Returns By Period

In the year-to-date period, FCPVX achieves a -0.85% return, which is significantly lower than ODIIX's 1.07% return. Over the past 10 years, FCPVX has underperformed ODIIX with an annualized return of 9.45%, while ODIIX has yielded a comparatively higher 14.52% annualized return.


FCPVX

1D
-1.10%
1M
-8.91%
YTD
-0.85%
6M
0.72%
1Y
13.69%
3Y*
10.67%
5Y*
6.30%
10Y*
9.45%

ODIIX

1D
-3.42%
1M
-10.89%
YTD
1.07%
6M
6.33%
1Y
34.65%
3Y*
17.22%
5Y*
5.65%
10Y*
14.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCPVX vs. ODIIX - Expense Ratio Comparison

FCPVX has a 0.99% expense ratio, which is higher than ODIIX's 0.65% expense ratio.


Return for Risk

FCPVX vs. ODIIX — Risk / Return Rank

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

FCPVX
FCPVX Risk / Return Rank: 2828
Overall Rank
FCPVX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
FCPVX Sortino Ratio Rank: 2929
Sortino Ratio Rank
FCPVX Omega Ratio Rank: 2525
Omega Ratio Rank
FCPVX Calmar Ratio Rank: 2929
Calmar Ratio Rank
FCPVX Martin Ratio Rank: 2828
Martin Ratio Rank

ODIIX
ODIIX Risk / Return Rank: 5858
Overall Rank
ODIIX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
ODIIX Sortino Ratio Rank: 7979
Sortino Ratio Rank
ODIIX Omega Ratio Rank: 7171
Omega Ratio Rank
ODIIX Calmar Ratio Rank: 3131
Calmar Ratio Rank
ODIIX Martin Ratio Rank: 3030
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.

FCPVX vs. ODIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Small Cap Value Fund (FCPVX) and Invesco Discovery Fund Class R6 (ODIIX). 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.


FCPVXODIIXDifference

Sharpe ratio

Return per unit of total volatility

0.63

1.39

-0.76

Sortino ratio

Return per unit of downside risk

1.03

2.01

-0.97

Omega ratio

Gain probability vs. loss probability

1.13

1.27

-0.13

Calmar ratio

Return relative to maximum drawdown

0.81

0.88

-0.07

Martin ratio

Return relative to average drawdown

3.04

3.25

-0.21

FCPVX vs. ODIIX - Sharpe Ratio Comparison

The current FCPVX Sharpe Ratio is 0.63, which is lower than the ODIIX Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of FCPVX and ODIIX, 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


FCPVXODIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

1.39

-0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.23

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.60

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.59

-0.16

Correlation

The correlation between FCPVX and ODIIX is 0.77, 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

FCPVX vs. ODIIX - Dividend Comparison

FCPVX's dividend yield for the trailing twelve months is around 10.24%, more than ODIIX's 9.83% yield.


TTM20252024202320222021202020192018201720162015
FCPVX
Fidelity Small Cap Value Fund
10.24%10.15%6.13%5.20%5.92%7.95%0.46%3.49%36.44%3.64%7.12%11.09%
ODIIX
Invesco Discovery Fund Class R6
9.83%9.94%5.27%0.00%0.00%16.15%9.22%5.40%16.05%10.90%3.86%6.15%

Drawdowns

FCPVX vs. ODIIX - Drawdown Comparison

The maximum FCPVX drawdown since its inception was -57.65%, which is greater than ODIIX's maximum drawdown of -43.06%. Use the drawdown chart below to compare losses from any high point for FCPVX and ODIIX.


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Drawdown Indicators


FCPVXODIIXDifference

Max Drawdown

Largest peak-to-trough decline

-57.65%

-43.06%

-14.59%

Max Drawdown (1Y)

Largest decline over 1 year

-14.40%

-13.39%

-1.01%

Max Drawdown (5Y)

Largest decline over 5 years

-23.81%

-43.06%

+19.25%

Max Drawdown (10Y)

Largest decline over 10 years

-44.59%

-43.06%

-1.53%

Current Drawdown

Current decline from peak

-10.31%

-11.36%

+1.05%

Average Drawdown

Average peak-to-trough decline

-8.02%

-10.27%

+2.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.85%

5.61%

-1.76%

Volatility

FCPVX vs. ODIIX - Volatility Comparison

The current volatility for Fidelity Small Cap Value Fund (FCPVX) is 5.56%, while Invesco Discovery Fund Class R6 (ODIIX) has a volatility of 9.95%. This indicates that FCPVX experiences smaller price fluctuations and is considered to be less risky than ODIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCPVXODIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.56%

9.95%

-4.39%

Volatility (6M)

Calculated over the trailing 6-month period

11.84%

19.22%

-7.38%

Volatility (1Y)

Calculated over the trailing 1-year period

21.81%

27.84%

-6.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.83%

25.30%

-4.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.26%

24.69%

-2.43%