FDEQX vs. IVV
Compare and contrast key facts about Fidelity Disciplined Equity Fund (FDEQX) and iShares Core S&P 500 ETF (IVV).
FDEQX is managed by Fidelity. It was launched on Dec 28, 1988. IVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 15, 2000.
Performance
FDEQX vs. IVV - Performance Comparison
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FDEQX vs. IVV - 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% |
IVV iShares Core S&P 500 ETF | -4.38% | 17.85% | 24.93% | 26.31% | -18.16% | 28.76% | 18.40% | 31.07% | -4.49% | 21.75% |
Returns By Period
In the year-to-date period, FDEQX achieves a -9.35% return, which is significantly lower than IVV's -4.38% return. Over the past 10 years, FDEQX has underperformed IVV with an annualized return of 12.14%, while IVV has yielded a comparatively higher 14.02% 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%
IVV
- 1D
- 2.88%
- 1M
- -4.99%
- YTD
- -4.38%
- 6M
- -1.80%
- 1Y
- 17.69%
- 3Y*
- 18.29%
- 5Y*
- 11.76%
- 10Y*
- 14.02%
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FDEQX vs. IVV - Expense Ratio Comparison
FDEQX has a 0.79% expense ratio, which is higher than IVV's 0.03% expense ratio.
Return for Risk
FDEQX vs. IVV — Risk / Return Rank
FDEQX
IVV
FDEQX vs. IVV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Disciplined Equity Fund (FDEQX) and iShares Core S&P 500 ETF (IVV). 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 | IVV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 0.97 | -0.25 |
Sortino ratioReturn per unit of downside risk | 1.14 | 1.49 | -0.34 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.23 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.98 | 1.53 | -0.56 |
Martin ratioReturn relative to average drawdown | 3.87 | 7.32 | -3.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FDEQX | IVV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 0.97 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.70 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.78 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.42 | +0.15 |
Correlation
The correlation between FDEQX and IVV 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. IVV - Dividend Comparison
FDEQX's dividend yield for the trailing twelve months is around 8.89%, more than IVV's 1.23% 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% |
IVV iShares Core S&P 500 ETF | 1.23% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
Drawdowns
FDEQX vs. IVV - Drawdown Comparison
The maximum FDEQX drawdown since its inception was -55.27%, roughly equal to the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for FDEQX and IVV.
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Drawdown Indicators
| FDEQX | IVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.27% | -55.25% | -0.02% |
Max Drawdown (1Y)Largest decline over 1 year | -12.48% | -12.06% | -0.42% |
Max Drawdown (5Y)Largest decline over 5 years | -32.91% | -24.53% | -8.38% |
Max Drawdown (10Y)Largest decline over 10 years | -32.91% | -33.90% | +0.99% |
Current DrawdownCurrent decline from peak | -12.48% | -6.26% | -6.22% |
Average DrawdownAverage peak-to-trough decline | -9.93% | -10.85% | +0.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 2.53% | +0.62% |
Volatility
FDEQX vs. IVV - Volatility Comparison
Fidelity Disciplined Equity Fund (FDEQX) has a higher volatility of 6.00% compared to iShares Core S&P 500 ETF (IVV) at 5.30%. This indicates that FDEQX's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FDEQX | IVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.00% | 5.30% | +0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 11.94% | 9.45% | +2.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.89% | 18.31% | +2.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.88% | 16.89% | +2.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.90% | 18.04% | +1.86% |