FDSCX vs. FITLX

Last updated Jul 11, 2026

FDSCX (Fidelity Stock Selector Small Cap Fund) and FITLX (Fidelity U.S. Sustainability Index Fund) are both mutual funds - FDSCX is a Small Cap Blend Equities fund managed by Fidelity, while FITLX is a Large Cap Blend Equities fund tracking the MSCI USA ESG Leaders Index. Over the past 5 years, FDSCX returned 10.75%/yr vs 13.12%/yr for FITLX. Their correlation of 0.81 suggests significant overlap in exposure. FDSCX charges 0.90%/yr vs 0.11%/yr for FITLX.

Performance

FDSCX vs. FITLX - Performance Comparison

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

Returns By Period

In the year-to-date period, FDSCX achieves a 20.95% return, which is significantly higher than FITLX's 10.01% return.

FDSCX

• 1D: 1.53%
• 1M: 1.73%
• 6M: 16.13%
• YTD: 20.95%
• 1Y: 35.49%
• 3Y*: 19.86%
• 5Y*: 10.75%
• 10Y*: 13.20%

FITLX

• 1D: 0.45%
• 1M: 1.06%
• 6M: 7.89%
• YTD: 10.01%
• 1Y: 22.53%
• 3Y*: 21.34%
• 5Y*: 13.12%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FDSCX vs. FITLX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FDSCX Fidelity Stock Selector Small Cap Fund	20.95%	14.33%	14.51%	19.46%	-18.28%	24.76%	21.76%	30.42%	-8.90%	9.37%
FITLX Fidelity U.S. Sustainability Index Fund	10.01%	18.77%	23.59%	29.04%	-20.28%	31.55%	18.69%	31.54%	-3.32%	13.07%

Correlation

The correlation between FDSCX and FITLX is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.71
Correlation (3Y) Calculated over the trailing 3-year period	0.74
Correlation (5Y) Calculated over the trailing 5-year period	0.80
Correlation (All Time) Calculated using the full available price history since May 9, 2017	0.81

The correlation between FDSCX and FITLX shifts across timeframes, from 0.71 (1 year) to 0.81 (all time), reflecting how their relationship changes across market environments.

Return for Risk

FDSCX vs. FITLX — Risk / Return Rank

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

FDSCX

FDSCX Risk / Return Rank: 78
FDSCX Sharpe Ratio Rank: 73
FDSCX Sortino Ratio Rank: 74
FDSCX Omega Ratio Rank: 63
FDSCX Calmar Ratio Rank: 89
FDSCX Martin Ratio Rank: 89

FITLX

FITLX Risk / Return Rank: 54
FITLX Sharpe Ratio Rank: 59
FITLX Sortino Ratio Rank: 57
FITLX Omega Ratio Rank: 56
FITLX Calmar Ratio Rank: 44
FITLX Martin Ratio Rank: 54

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FDSCX vs. FITLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Stock Selector Small Cap Fund (FDSCX) and Fidelity U.S. Sustainability Index Fund (FITLX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	FDSCX	FITLX	Difference
Sharpe ratio: Return per unit of total volatility	1.91	1.70	+0.21
Sortino ratio: Return per unit of downside risk	2.75	2.38	+0.37
Omega ratio: Gain probability vs. loss probability	1.32	1.31	+0.02
Calmar ratio: Return relative to maximum drawdown	3.52	2.04	+1.48
Martin ratio: Return relative to average drawdown	13.42	8.60	+4.82

FDSCX vs. FITLX - Sharpe Ratio Comparison

The current FDSCX Sharpe Ratio is 1.91, which is comparable to the FITLX Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of FDSCX and FITLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FDSCX vs. FITLX - Drawdown Comparison

The maximum FDSCX drawdown since its inception was -65.47%, which is greater than FITLX's maximum drawdown of -34.35%. Use the drawdown chart below to compare losses from any high point for FDSCX and FITLX.

Drawdown Indicators

	FDSCX	FITLX	Difference
Max Drawdown Largest peak-to-trough decline	-65.47%	-34.35%	-31.12%
Max Drawdown (1Y) Largest decline over 1 year	-10.04%	-11.15%	+1.11%
Max Drawdown (3Y) Largest decline over 3 years	-27.42%	-19.99%	-7.43%
Max Drawdown (5Y) Largest decline over 5 years	-30.56%	-26.91%	-3.65%
Max Drawdown (10Y) Largest decline over 10 years	-38.43%	—	—
Current Drawdown Current decline from peak	-1.95%	-0.86%	-1.09%
Average Drawdown Average peak-to-trough decline	-11.19%	-5.04%	-6.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.62%	2.64%	-0.02%

Volatility

FDSCX vs. FITLX - Volatility Comparison

Fidelity Stock Selector Small Cap Fund (FDSCX) has a higher volatility of 5.90% compared to Fidelity U.S. Sustainability Index Fund (FITLX) at 4.44%. This indicates that FDSCX's price experiences larger fluctuations and is considered to be riskier than FITLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FDSCX	FITLX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.90%	4.44%	+1.46%
Volatility (6M) Calculated over the trailing 6-month period	14.24%	10.77%	+3.47%
Volatility (1Y) Calculated over the trailing 1-year period	18.54%	13.40%	+5.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.71%	17.69%	+4.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.85%	19.07%	+2.78%

FDSCX vs. FITLX - Expense Ratio Comparison

FDSCX has a 0.90% expense ratio, which is higher than FITLX's 0.11% expense ratio.

Dividends

FDSCX vs. FITLX - Dividend Comparison

FDSCX's dividend yield for the trailing twelve months is around 0.59%, less than FITLX's 1.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FDSCX Fidelity Stock Selector Small Cap Fund	0.59%	0.72%	2.71%	0.23%	0.12%	10.85%	1.40%	2.13%	22.39%	10.02%	1.63%	7.06%
FITLX Fidelity U.S. Sustainability Index Fund	1.01%	1.11%	1.29%	1.12%	1.49%	0.99%	1.01%	1.41%	1.58%	0.76%	0.00%	0.00%

Frequently Asked Questions

Can I hold both FDSCX and FITLX in my portfolio?

FDSCX and FITLX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FDSCX or FITLX?

FDSCX has higher volatility (5.90%) compared to FITLX (4.44%). In terms of maximum drawdown, FDSCX dropped -65.47% vs FITLX's -34.35%.

Which has better risk-adjusted returns?

FDSCX currently has the higher Sharpe Ratio (1.91 vs 1.70), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.