FDCAX vs. FFIDX

In the year-to-date period, FDCAX achieves a 1.33% return, which is significantly higher than FFIDX's -0.30% return. Over the past 10 years, FDCAX has underperformed FFIDX with an annualized return of 3.12%, while FFIDX has yielded a comparatively higher 8.92% annualized return.

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FDCAX has a 0.84% expense ratio, which is higher than FFIDX's 0.45% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Fidelity Capital Appreciation Fund (FDCAX) and Fidelity Fund (FFIDX). 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.

The current FDCAX Sharpe Ratio is -0.19, which is lower than the FFIDX Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of FDCAX and FFIDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FDCAX's dividend yield for the trailing twelve months is around 18.09%, while FFIDX has not paid dividends to shareholders.

The maximum FDCAX drawdown since its inception was -58.11%, which is greater than FFIDX's maximum drawdown of -55.18%. Use the drawdown chart below to compare losses from any high point for FDCAX and FFIDX. For additional features, visit the drawdowns tool.

Fidelity Capital Appreciation Fund (FDCAX) and Fidelity Fund (FFIDX) have volatilities of 6.35% and 6.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.