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

Correlation

The correlation between FDSCX and FCPGX is 0.85, 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.


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.

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Key characteristics

Sharpe Ratio

FDSCX:

-0.03

FCPGX:

0.09

Sortino Ratio

FDSCX:

0.14

FCPGX:

0.35

Omega Ratio

FDSCX:

1.02

FCPGX:

1.04

Calmar Ratio

FDSCX:

-0.02

FCPGX:

0.09

Martin Ratio

FDSCX:

-0.05

FCPGX:

0.31

Ulcer Index

FDSCX:

10.43%

FCPGX:

9.77%

Daily Std Dev

FDSCX:

23.82%

FCPGX:

25.54%

Max Drawdown

FDSCX:

-69.56%

FCPGX:

-59.11%

Current Drawdown

FDSCX:

-13.94%

FCPGX:

-19.93%

Returns By Period

In the year-to-date period, FDSCX achieves a -3.38% return, which is significantly higher than FCPGX's -4.87% return. Over the past 10 years, FDSCX has underperformed FCPGX with an annualized return of 4.14%, while FCPGX has yielded a comparatively higher 5.03% annualized return.


FDSCX

YTD

-3.38%

1M

12.49%

6M

-8.95%

1Y

-0.68%

5Y*

11.16%

10Y*

4.14%

FCPGX

YTD

-4.87%

1M

12.99%

6M

-7.56%

1Y

2.24%

5Y*

4.91%

10Y*

5.03%

*Annualized

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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.


Risk-Adjusted Performance

FDSCX vs. FCPGX — Risk-Adjusted Performance Rank

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

FDSCX
The Risk-Adjusted Performance Rank of FDSCX is 1616
Overall Rank
The Sharpe Ratio Rank of FDSCX is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of FDSCX is 1717
Sortino Ratio Rank
The Omega Ratio Rank of FDSCX is 1616
Omega Ratio Rank
The Calmar Ratio Rank of FDSCX is 1515
Calmar Ratio Rank
The Martin Ratio Rank of FDSCX is 1515
Martin Ratio Rank

FCPGX
The Risk-Adjusted Performance Rank of FCPGX is 2323
Overall Rank
The Sharpe Ratio Rank of FCPGX is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of FCPGX is 2525
Sortino Ratio Rank
The Omega Ratio Rank of FCPGX is 2424
Omega Ratio Rank
The Calmar Ratio Rank of FCPGX is 2323
Calmar Ratio Rank
The Martin Ratio Rank of FCPGX is 2222
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current FDSCX Sharpe Ratio is -0.03, which is lower than the FCPGX Sharpe Ratio of 0.09. 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.


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Dividends

FDSCX vs. FCPGX - Dividend Comparison

FDSCX's dividend yield for the trailing twelve months is around 0.79%, less than FCPGX's 1.00% yield.


TTM20242023202220212020201920182017201620152014
FDSCX
Fidelity Stock Selector Small Cap Fund
0.79%0.76%0.23%0.12%0.17%0.00%0.33%0.28%0.43%0.47%7.52%0.37%
FCPGX
Fidelity Small Cap Growth Fund
1.00%0.95%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%4.32%8.37%

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.


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Volatility

FDSCX vs. FCPGX - Volatility Comparison

Fidelity Stock Selector Small Cap Fund (FDSCX) and Fidelity Small Cap Growth Fund (FCPGX) have volatilities of 6.40% and 6.37%, 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.


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