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FCVAX vs. SSCVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FCVAX vs. SSCVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Small Cap Value Fund Class A (FCVAX) and Columbia Select Small Cap Value Fund (SSCVX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with FCVAX having a 23.07% return and SSCVX slightly higher at 23.56%. Over the past 10 years, FCVAX has outperformed SSCVX with an annualized return of 11.52%, while SSCVX has yielded a comparatively lower 10.41% annualized return.


FCVAX

1D
-0.51%
1M
4.88%
YTD
23.07%
6M
20.33%
1Y
36.00%
3Y*
18.28%
5Y*
9.09%
10Y*
11.52%

SSCVX

1D
0.59%
1M
2.79%
YTD
23.56%
6M
21.24%
1Y
35.82%
3Y*
17.01%
5Y*
7.64%
10Y*
10.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCVAX vs. SSCVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCVAX
Fidelity Advisor Small Cap Value Fund Class A
23.07%7.75%7.72%17.47%-13.29%37.77%10.82%20.47%-15.50%11.99%
SSCVX
Columbia Select Small Cap Value Fund
23.56%5.46%12.33%12.47%-15.35%31.25%9.61%18.76%-13.70%12.65%

Correlation

The correlation between FCVAX and SSCVX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.90

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Nov 4, 2004

0.93

The correlation between FCVAX and SSCVX has been stable across timeframes, ranging from 0.90 to 0.95 - a consistent structural relationship.

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Return for Risk

FCVAX vs. SSCVX — Risk / Return Rank

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

FCVAX
FCVAX Risk / Return Rank: 7070
Overall Rank
FCVAX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FCVAX Sortino Ratio Rank: 7070
Sortino Ratio Rank
FCVAX Omega Ratio Rank: 5454
Omega Ratio Rank
FCVAX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FCVAX Martin Ratio Rank: 7575
Martin Ratio Rank

SSCVX
SSCVX Risk / Return Rank: 7373
Overall Rank
SSCVX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SSCVX Sortino Ratio Rank: 6868
Sortino Ratio Rank
SSCVX Omega Ratio Rank: 5555
Omega Ratio Rank
SSCVX Calmar Ratio Rank: 9393
Calmar Ratio Rank
SSCVX Martin Ratio Rank: 8585
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.

FCVAX vs. SSCVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Small Cap Value Fund Class A (FCVAX) and Columbia Select Small Cap Value Fund (SSCVX). 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.


FCVAXSSCVXDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.36

1.36

0.00

Calmar ratioReturn relative to maximum drawdown

3.64

4.73

-1.09

Martin ratioReturn relative to average drawdown

12.73

14.49

-1.76

FCVAX vs. SSCVX - Sharpe Ratio Comparison

The current FCVAX Sharpe Ratio is 2.09, which is comparable to the SSCVX Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of FCVAX and SSCVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FCVAX vs. SSCVX - Drawdown Comparison

The maximum FCVAX drawdown since its inception was -57.86%, smaller than the maximum SSCVX drawdown of -65.34%. Use the drawdown chart below to compare losses from any high point for FCVAX and SSCVX.


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Drawdown Indicators


FCVAXSSCVXDifference

Max Drawdown

Largest peak-to-trough decline

-57.86%

-65.34%

+7.48%

Max Drawdown (1Y)

Largest decline over 1 year

-10.41%

-7.88%

-2.53%

Max Drawdown (3Y)

Largest decline over 3 years

-24.90%

-29.22%

+4.32%

Max Drawdown (5Y)

Largest decline over 5 years

-24.90%

-29.22%

+4.32%

Max Drawdown (10Y)

Largest decline over 10 years

-44.71%

-48.87%

+4.16%

Current Drawdown

Current decline from peak

-0.51%

-0.63%

+0.12%

Average Drawdown

Average peak-to-trough decline

-8.10%

-11.83%

+3.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

2.56%

+0.41%

Volatility

FCVAX vs. SSCVX - Volatility Comparison

Fidelity Advisor Small Cap Value Fund Class A (FCVAX) has a higher volatility of 5.87% compared to Columbia Select Small Cap Value Fund (SSCVX) at 5.21%. This indicates that FCVAX's price experiences larger fluctuations and is considered to be riskier than SSCVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCVAXSSCVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.87%

5.21%

+0.66%

Volatility (6M)

Calculated over the trailing 6-month period

13.45%

12.30%

+1.15%

Volatility (1Y)

Calculated over the trailing 1-year period

18.18%

17.70%

+0.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.96%

21.19%

-0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.35%

23.43%

-1.08%

FCVAX vs. SSCVX - Expense Ratio Comparison

FCVAX has a 1.26% expense ratio, which is lower than SSCVX's 1.28% expense ratio.


Dividends

FCVAX vs. SSCVX - Dividend Comparison

FCVAX's dividend yield for the trailing twelve months is around 8.37%, less than SSCVX's 8.87% yield.


PositionTTM20252024202320222021202020192018201720162015
FCVAX
Fidelity Advisor Small Cap Value Fund Class A
8.37%10.30%4.77%5.19%6.11%7.94%0.30%3.32%37.11%3.43%7.01%11.07%
SSCVX
Columbia Select Small Cap Value Fund
8.87%10.96%20.45%6.56%4.62%6.64%6.45%0.12%7.59%13.50%6.18%12.44%

Frequently Asked Questions


With a correlation of 0.90, FCVAX and SSCVX 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.

FCVAX has higher volatility (5.87%) compared to SSCVX (5.21%). In terms of maximum drawdown, FCVAX dropped -57.86% vs SSCVX's -65.34%.

SSCVX currently has the higher Sharpe Ratio (2.11 vs 2.09), 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.

Portfolio Optimizer

Find the right allocation for FCVAX and SSCVX

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