FCPVX vs. XSMO
Compare and contrast key facts about Fidelity Small Cap Value Fund (FCPVX) and Invesco S&P SmallCap Momentum ETF (XSMO).
FCPVX is managed by Fidelity. It was launched on Nov 3, 2004. XSMO is a passively managed fund by Invesco that tracks the performance of the S&P SmallCap 600 Index. It was launched on Mar 3, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FCPVX or XSMO.
Performance
FCPVX vs. XSMO - Performance Comparison
Returns By Period
In the year-to-date period, FCPVX achieves a 7.93% return, which is significantly lower than XSMO's 25.26% return. Over the past 10 years, FCPVX has underperformed XSMO with an annualized return of 3.59%, while XSMO has yielded a comparatively higher 12.03% annualized return.
FCPVX
7.93%
0.61%
3.43%
19.86%
8.17%
3.59%
XSMO
25.26%
4.82%
15.52%
40.70%
14.27%
12.03%
Key characteristics
| FCPVX | XSMO | |
|---|---|---|
| Sharpe Ratio | 1.09 | 1.99 |
| Sortino Ratio | 1.68 | 2.86 |
| Omega Ratio | 1.20 | 1.35 |
| Calmar Ratio | 1.00 | 2.70 |
| Martin Ratio | 4.79 | 13.14 |
| Ulcer Index | 4.38% | 3.22% |
| Daily Std Dev | 19.33% | 21.23% |
| Max Drawdown | -58.43% | -58.07% |
| Current Drawdown | -4.91% | -3.67% |
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FCPVX vs. XSMO - Expense Ratio Comparison
FCPVX has a 0.99% expense ratio, which is higher than XSMO's 0.39% expense ratio.
Correlation
The correlation between FCPVX and XSMO is 0.83, 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.
Risk-Adjusted Performance
FCPVX vs. XSMO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Small Cap Value Fund (FCPVX) and Invesco S&P SmallCap Momentum ETF (XSMO). 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.
Dividends
FCPVX vs. XSMO - Dividend Comparison
FCPVX's dividend yield for the trailing twelve months is around 0.68%, more than XSMO's 0.47% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCPVX Fidelity Small Cap Value Fund | 0.68% | 0.64% | 0.00% | 2.04% | 0.46% | 0.81% | 1.10% | 1.09% | 0.77% | 12.28% | 12.65% | 10.22% |
XSMO Invesco S&P SmallCap Momentum ETF | 0.47% | 0.96% | 1.19% | 0.30% | 0.82% | 0.69% | 0.65% | 0.28% | 0.30% | 0.35% | 1.31% | 0.91% |
Drawdowns
FCPVX vs. XSMO - Drawdown Comparison
The maximum FCPVX drawdown since its inception was -58.43%, roughly equal to the maximum XSMO drawdown of -58.07%. Use the drawdown chart below to compare losses from any high point for FCPVX and XSMO. For additional features, visit the drawdowns tool.
Volatility
FCPVX vs. XSMO - Volatility Comparison
The current volatility for Fidelity Small Cap Value Fund (FCPVX) is 7.70%, while Invesco S&P SmallCap Momentum ETF (XSMO) has a volatility of 8.72%. This indicates that FCPVX experiences smaller price fluctuations and is considered to be less risky than XSMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.