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FDSCX vs. FCPGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

FDSCX vs. FCPGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Stock Selector Small Cap Fund (FDSCX) and Fidelity Small Cap Growth Fund (FCPGX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
8.63%
9.25%
FDSCX
FCPGX

Returns By Period

In the year-to-date period, FDSCX achieves a 19.56% return, which is significantly lower than FCPGX's 23.52% return. Over the past 10 years, FDSCX has underperformed FCPGX with an annualized return of 5.19%, while FCPGX has yielded a comparatively higher 7.51% annualized return.


FDSCX

YTD

19.56%

1M

-0.92%

6M

8.63%

1Y

35.20%

5Y (annualized)

9.89%

10Y (annualized)

5.19%

FCPGX

YTD

23.52%

1M

-0.06%

6M

9.25%

1Y

40.09%

5Y (annualized)

5.59%

10Y (annualized)

7.51%

Key characteristics


FDSCXFCPGX
Sharpe Ratio1.952.11
Sortino Ratio2.742.86
Omega Ratio1.331.35
Calmar Ratio1.381.08
Martin Ratio12.1112.56
Ulcer Index3.04%3.30%
Daily Std Dev18.86%19.67%
Max Drawdown-69.56%-59.11%
Current Drawdown-5.07%-13.39%

Compare stocks, funds, or ETFs

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FDSCX vs. FCPGX - Expense Ratio Comparison

FDSCX has a 0.90% expense ratio, which is lower than FCPGX's 1.00% expense ratio.


FCPGX
Fidelity Small Cap Growth Fund
Expense ratio chart for FCPGX: current value at 1.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.00%
Expense ratio chart for FDSCX: current value at 0.90% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.90%

Correlation

-0.50.00.51.00.9

The correlation between FDSCX and FCPGX is 0.94, 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

FDSCX vs. FCPGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Stock Selector Small Cap Fund (FDSCX) and Fidelity Small Cap Growth Fund (FCPGX). 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.


Sharpe ratio
The chart of Sharpe ratio for FDSCX, currently valued at 1.95, compared to the broader market0.002.004.001.952.11
The chart of Sortino ratio for FDSCX, currently valued at 2.74, compared to the broader market0.005.0010.002.742.86
The chart of Omega ratio for FDSCX, currently valued at 1.33, compared to the broader market1.002.003.004.001.331.35
The chart of Calmar ratio for FDSCX, currently valued at 1.38, compared to the broader market0.005.0010.0015.0020.0025.001.381.08
The chart of Martin ratio for FDSCX, currently valued at 12.11, compared to the broader market0.0020.0040.0060.0080.00100.0012.1112.56
FDSCX
FCPGX

The current FDSCX Sharpe Ratio is 1.95, which is comparable to the FCPGX Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of FDSCX and FCPGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.95
2.11
FDSCX
FCPGX

Dividends

FDSCX vs. FCPGX - Dividend Comparison

FDSCX's dividend yield for the trailing twelve months is around 0.19%, less than FCPGX's 0.82% yield.


TTM20232022202120202019201820172016201520142013
FDSCX
Fidelity Stock Selector Small Cap Fund
0.19%0.23%0.12%0.17%0.00%0.33%0.28%0.43%0.47%7.52%0.37%0.06%
FCPGX
Fidelity Small Cap Growth Fund
0.82%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%4.32%8.37%16.99%

Drawdowns

FDSCX vs. FCPGX - Drawdown Comparison

The maximum FDSCX drawdown since its inception was -69.56%, which is greater than FCPGX's maximum drawdown of -59.11%. Use the drawdown chart below to compare losses from any high point for FDSCX and FCPGX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.07%
-13.39%
FDSCX
FCPGX

Volatility

FDSCX vs. FCPGX - Volatility Comparison

Fidelity Stock Selector Small Cap Fund (FDSCX) and Fidelity Small Cap Growth Fund (FCPGX) have volatilities of 6.67% and 6.51%, 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.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.67%
6.51%
FDSCX
FCPGX