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

Correlation

The correlation between FDSCX and FITLX is 0.81, 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.


-0.50.00.51.00.8

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 US Sustainability Index Fund (FITLX). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
43.12%
184.12%
FDSCX
FITLX

Key characteristics

Sharpe Ratio

FDSCX:

0.78

FITLX:

1.83

Sortino Ratio

FDSCX:

1.20

FITLX:

2.46

Omega Ratio

FDSCX:

1.15

FITLX:

1.34

Calmar Ratio

FDSCX:

0.76

FITLX:

2.68

Martin Ratio

FDSCX:

4.34

FITLX:

10.93

Ulcer Index

FDSCX:

3.45%

FITLX:

2.33%

Daily Std Dev

FDSCX:

19.06%

FITLX:

13.95%

Max Drawdown

FDSCX:

-69.56%

FITLX:

-34.35%

Current Drawdown

FDSCX:

-11.36%

FITLX:

-4.45%

Returns By Period

In the year-to-date period, FDSCX achieves a 11.89% return, which is significantly lower than FITLX's 23.39% return.


FDSCX

YTD

11.89%

1M

-6.97%

6M

5.24%

1Y

13.35%

5Y*

7.97%

10Y*

5.25%

FITLX

YTD

23.39%

1M

-1.69%

6M

6.11%

1Y

24.09%

5Y*

14.67%

10Y*

N/A

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. FITLX - Expense Ratio Comparison

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


FDSCX
Fidelity Stock Selector Small Cap Fund
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%
Expense ratio chart for FITLX: current value at 0.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.11%

Risk-Adjusted Performance

FDSCX vs. FITLX - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for FDSCX, currently valued at 0.78, compared to the broader market-1.000.001.002.003.004.000.781.83
The chart of Sortino ratio for FDSCX, currently valued at 1.20, compared to the broader market-2.000.002.004.006.008.0010.001.202.46
The chart of Omega ratio for FDSCX, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.003.501.151.34
The chart of Calmar ratio for FDSCX, currently valued at 0.76, compared to the broader market0.002.004.006.008.0010.0012.0014.000.762.68
The chart of Martin ratio for FDSCX, currently valued at 4.34, compared to the broader market0.0020.0040.0060.004.3410.93
FDSCX
FITLX

The current FDSCX Sharpe Ratio is 0.78, which is lower than the FITLX Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of FDSCX and FITLX, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.78
1.83
FDSCX
FITLX

Dividends

FDSCX vs. FITLX - Dividend Comparison

Neither FDSCX nor FITLX has paid dividends to shareholders.


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%
FITLX
Fidelity US Sustainability Index Fund
0.00%1.12%1.49%0.81%1.01%1.27%1.37%0.71%0.00%0.00%0.00%0.00%

Drawdowns

FDSCX vs. FITLX - Drawdown Comparison

The maximum FDSCX drawdown since its inception was -69.56%, 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. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.36%
-4.45%
FDSCX
FITLX

Volatility

FDSCX vs. FITLX - Volatility Comparison

Fidelity Stock Selector Small Cap Fund (FDSCX) has a higher volatility of 6.51% compared to Fidelity US 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.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
6.51%
4.44%
FDSCX
FITLX
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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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