FDEQX vs. FSKAX
Compare and contrast key facts about Fidelity Disciplined Equity Fund (FDEQX) and Fidelity Total Market Index Fund (FSKAX).
FDEQX is managed by Fidelity. It was launched on Dec 28, 1988. FSKAX is managed by Fidelity.
Performance
FDEQX vs. FSKAX - Performance Comparison
Loading graphics...
FDEQX vs. FSKAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FDEQX Fidelity Disciplined Equity Fund | -9.35% | 16.43% | 25.01% | 34.07% | -28.06% | 27.62% | 29.80% | 31.95% | -10.37% | 20.15% |
FSKAX Fidelity Total Market Index Fund | -6.77% | 17.06% | 23.89% | 26.12% | -19.53% | 25.66% | 20.79% | 30.92% | -5.32% | 20.85% |
Returns By Period
In the year-to-date period, FDEQX achieves a -9.35% return, which is significantly lower than FSKAX's -6.77% return. Over the past 10 years, FDEQX has underperformed FSKAX with an annualized return of 12.14%, while FSKAX has yielded a comparatively higher 13.23% annualized return.
FDEQX
- 1D
- -1.31%
- 1M
- -10.15%
- YTD
- -9.35%
- 6M
- -8.08%
- 1Y
- 14.83%
- 3Y*
- 17.26%
- 5Y*
- 9.52%
- 10Y*
- 12.14%
FSKAX
- 1D
- -0.47%
- 1M
- -7.69%
- YTD
- -6.77%
- 6M
- -4.56%
- 1Y
- 14.73%
- 3Y*
- 16.72%
- 5Y*
- 10.13%
- 10Y*
- 13.23%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FDEQX vs. FSKAX - Expense Ratio Comparison
FDEQX has a 0.79% expense ratio, which is higher than FSKAX's 0.02% expense ratio.
Return for Risk
FDEQX vs. FSKAX — Risk / Return Rank
FDEQX
FSKAX
FDEQX vs. FSKAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Disciplined Equity Fund (FDEQX) and Fidelity Total Market Index Fund (FSKAX). 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.
| FDEQX | FSKAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 0.83 | -0.11 |
Sortino ratioReturn per unit of downside risk | 1.14 | 1.29 | -0.14 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.19 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.98 | 1.04 | -0.07 |
Martin ratioReturn relative to average drawdown | 3.87 | 5.05 | -1.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FDEQX | FSKAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 0.83 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.59 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.72 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.78 | -0.20 |
Correlation
The correlation between FDEQX and FSKAX is 0.96, 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
FDEQX vs. FSKAX - Dividend Comparison
FDEQX's dividend yield for the trailing twelve months is around 8.89%, more than FSKAX's 1.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDEQX Fidelity Disciplined Equity Fund | 8.89% | 8.06% | 9.23% | 4.55% | 2.89% | 1.43% | 0.02% | 0.54% | 15.29% | 2.89% | 1.46% | 5.20% |
FSKAX Fidelity Total Market Index Fund | 1.09% | 1.01% | 1.19% | 1.41% | 1.62% | 1.15% | 1.45% | 1.94% | 2.54% | 2.07% | 2.43% | 0.82% |
Drawdowns
FDEQX vs. FSKAX - Drawdown Comparison
The maximum FDEQX drawdown since its inception was -55.27%, which is greater than FSKAX's maximum drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for FDEQX and FSKAX.
Loading graphics...
Drawdown Indicators
| FDEQX | FSKAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.27% | -35.01% | -20.26% |
Max Drawdown (1Y)Largest decline over 1 year | -12.48% | -12.42% | -0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -32.91% | -25.39% | -7.52% |
Max Drawdown (10Y)Largest decline over 10 years | -32.91% | -35.01% | +2.10% |
Current DrawdownCurrent decline from peak | -12.48% | -8.92% | -3.56% |
Average DrawdownAverage peak-to-trough decline | -9.93% | -4.05% | -5.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 2.57% | +0.58% |
Volatility
FDEQX vs. FSKAX - Volatility Comparison
Fidelity Disciplined Equity Fund (FDEQX) has a higher volatility of 6.00% compared to Fidelity Total Market Index Fund (FSKAX) at 4.42%. This indicates that FDEQX's price experiences larger fluctuations and is considered to be riskier than FSKAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FDEQX | FSKAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.00% | 4.42% | +1.58% |
Volatility (6M)Calculated over the trailing 6-month period | 11.94% | 9.40% | +2.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.89% | 18.50% | +2.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.88% | 17.38% | +2.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.90% | 18.42% | +1.48% |