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

Correlation

The correlation between FDSCX and FCPVX is 0.92, 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.


-0.50.00.51.00.9

Performance

FDSCX vs. FCPVX - 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 Value Fund (FCPVX). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%300.00%350.00%JulyAugustSeptemberOctoberNovemberDecember
118.71%
313.23%
FDSCX
FCPVX

Key characteristics

Sharpe Ratio

FDSCX:

0.78

FCPVX:

0.28

Sortino Ratio

FDSCX:

1.20

FCPVX:

0.54

Omega Ratio

FDSCX:

1.15

FCPVX:

1.07

Calmar Ratio

FDSCX:

0.76

FCPVX:

0.34

Martin Ratio

FDSCX:

4.34

FCPVX:

1.19

Ulcer Index

FDSCX:

3.45%

FCPVX:

4.52%

Daily Std Dev

FDSCX:

19.06%

FCPVX:

19.00%

Max Drawdown

FDSCX:

-69.56%

FCPVX:

-58.43%

Current Drawdown

FDSCX:

-11.36%

FCPVX:

-8.53%

Returns By Period

In the year-to-date period, FDSCX achieves a 11.89% return, which is significantly higher than FCPVX's 3.82% return. Over the past 10 years, FDSCX has outperformed FCPVX with an annualized return of 5.25%, while FCPVX has yielded a comparatively lower 2.79% annualized return.


FDSCX

YTD

11.89%

1M

-6.97%

6M

5.24%

1Y

13.35%

5Y*

7.97%

10Y*

5.25%

FCPVX

YTD

3.82%

1M

-3.89%

6M

4.78%

1Y

4.72%

5Y*

6.60%

10Y*

2.79%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FDSCX vs. FCPVX - Expense Ratio Comparison

FDSCX has a 0.90% expense ratio, which is lower than FCPVX's 0.99% expense ratio.


FCPVX
Fidelity Small Cap Value Fund
Expense ratio chart for FCPVX: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
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%

Risk-Adjusted Performance

FDSCX vs. FCPVX - 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 Value Fund (FCPVX). 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 0.78, compared to the broader market-1.000.001.002.003.004.000.780.28
The chart of Sortino ratio for FDSCX, currently valued at 1.20, compared to the broader market-2.000.002.004.006.008.0010.001.200.54
The chart of Omega ratio for FDSCX, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.003.501.151.07
The chart of Calmar ratio for FDSCX, currently valued at 0.76, compared to the broader market0.002.004.006.008.0010.0012.0014.000.760.34
The chart of Martin ratio for FDSCX, currently valued at 4.34, compared to the broader market0.0020.0040.0060.004.341.19
FDSCX
FCPVX

The current FDSCX Sharpe Ratio is 0.78, which is higher than the FCPVX Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of FDSCX and FCPVX, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.78
0.28
FDSCX
FCPVX

Dividends

FDSCX vs. FCPVX - Dividend Comparison

FDSCX has not paid dividends to shareholders, while FCPVX's dividend yield for the trailing twelve months is around 0.18%.


TTM20232022202120202019201820172016201520142013
FDSCX
Fidelity Stock Selector Small Cap Fund
0.00%0.23%0.12%0.17%0.00%0.33%0.28%0.43%0.47%7.52%0.37%0.06%
FCPVX
Fidelity Small Cap Value Fund
0.18%0.64%0.00%2.04%0.46%0.81%1.10%1.09%0.77%12.28%12.65%10.22%

Drawdowns

FDSCX vs. FCPVX - Drawdown Comparison

The maximum FDSCX drawdown since its inception was -69.56%, which is greater than FCPVX's maximum drawdown of -58.43%. Use the drawdown chart below to compare losses from any high point for FDSCX and FCPVX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.36%
-8.53%
FDSCX
FCPVX

Volatility

FDSCX vs. FCPVX - Volatility Comparison

Fidelity Stock Selector Small Cap Fund (FDSCX) has a higher volatility of 6.51% compared to Fidelity Small Cap Value Fund (FCPVX) at 5.55%. This indicates that FDSCX's price experiences larger fluctuations and is considered to be riskier than FCPVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
6.51%
5.55%
FDSCX
FCPVX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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