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FDSCX vs. LAGWX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDSCX vs. LAGWX - Performance Comparison

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

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FDSCX vs. LAGWX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDSCX
Fidelity Stock Selector Small Cap Fund
4.16%14.33%14.51%19.46%-18.28%24.76%21.76%30.42%-8.90%11.25%
LAGWX
Lord Abbett Developing Growth Fund
-0.55%14.37%21.89%8.50%-36.09%-2.77%72.40%31.47%4.52%29.92%

Returns By Period

In the year-to-date period, FDSCX achieves a 4.16% return, which is significantly higher than LAGWX's -0.55% return. Both investments have delivered pretty close results over the past 10 years, with FDSCX having a 12.01% annualized return and LAGWX not far behind at 11.97%.


FDSCX

1D
3.74%
1M
-5.35%
YTD
4.16%
6M
9.69%
1Y
30.72%
3Y*
15.90%
5Y*
7.74%
10Y*
12.01%

LAGWX

1D
6.25%
1M
-5.45%
YTD
-0.55%
6M
1.15%
1Y
38.23%
3Y*
11.57%
5Y*
-2.04%
10Y*
11.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDSCX vs. LAGWX - Expense Ratio Comparison

FDSCX has a 0.90% expense ratio, which is lower than LAGWX's 0.93% expense ratio.


Return for Risk

FDSCX vs. LAGWX — Risk / Return Rank

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

FDSCX
FDSCX Risk / Return Rank: 7979
Overall Rank
FDSCX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FDSCX Sortino Ratio Rank: 7878
Sortino Ratio Rank
FDSCX Omega Ratio Rank: 7070
Omega Ratio Rank
FDSCX Calmar Ratio Rank: 8585
Calmar Ratio Rank
FDSCX Martin Ratio Rank: 8787
Martin Ratio Rank

LAGWX
LAGWX Risk / Return Rank: 7575
Overall Rank
LAGWX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
LAGWX Sortino Ratio Rank: 7272
Sortino Ratio Rank
LAGWX Omega Ratio Rank: 6262
Omega Ratio Rank
LAGWX Calmar Ratio Rank: 8888
Calmar Ratio Rank
LAGWX Martin Ratio Rank: 8484
Martin Ratio Rank
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. LAGWX - Risk-Adjusted Trends Comparison

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


FDSCXLAGWXDifference

Sharpe ratio

Return per unit of total volatility

1.39

1.34

+0.05

Sortino ratio

Return per unit of downside risk

2.02

1.89

+0.13

Omega ratio

Gain probability vs. loss probability

1.27

1.25

+0.02

Calmar ratio

Return relative to maximum drawdown

2.22

2.50

-0.28

Martin ratio

Return relative to average drawdown

9.40

9.02

+0.38

FDSCX vs. LAGWX - Sharpe Ratio Comparison

The current FDSCX Sharpe Ratio is 1.39, which is comparable to the LAGWX Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of FDSCX and LAGWX, 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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Sharpe Ratios by Period


FDSCXLAGWXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

1.34

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

-0.07

+0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.44

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.48

-0.07

Correlation

The correlation between FDSCX and LAGWX is 0.89, 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.


Dividends

FDSCX vs. LAGWX - Dividend Comparison

FDSCX's dividend yield for the trailing twelve months is around 0.69%, while LAGWX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
FDSCX
Fidelity Stock Selector Small Cap Fund
0.69%0.72%2.71%0.23%0.12%10.85%1.40%2.13%22.39%10.02%1.63%7.06%
LAGWX
Lord Abbett Developing Growth Fund
0.00%0.00%0.03%0.00%0.00%12.60%9.67%22.87%33.87%0.00%0.00%10.03%

Drawdowns

FDSCX vs. LAGWX - Drawdown Comparison

The maximum FDSCX drawdown since its inception was -65.47%, which is greater than LAGWX's maximum drawdown of -60.31%. Use the drawdown chart below to compare losses from any high point for FDSCX and LAGWX.


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Drawdown Indicators


FDSCXLAGWXDifference

Max Drawdown

Largest peak-to-trough decline

-65.47%

-60.31%

-5.16%

Max Drawdown (1Y)

Largest decline over 1 year

-13.84%

-14.72%

+0.88%

Max Drawdown (5Y)

Largest decline over 5 years

-30.56%

-51.25%

+20.69%

Max Drawdown (10Y)

Largest decline over 10 years

-38.43%

-54.38%

+15.95%

Current Drawdown

Current decline from peak

-6.45%

-21.67%

+15.22%

Average Drawdown

Average peak-to-trough decline

-11.28%

-17.11%

+5.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.27%

4.07%

-0.80%

Volatility

FDSCX vs. LAGWX - Volatility Comparison

The current volatility for Fidelity Stock Selector Small Cap Fund (FDSCX) is 7.99%, while Lord Abbett Developing Growth Fund (LAGWX) has a volatility of 12.67%. This indicates that FDSCX experiences smaller price fluctuations and is considered to be less risky than LAGWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDSCXLAGWXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.99%

12.67%

-4.68%

Volatility (6M)

Calculated over the trailing 6-month period

13.50%

20.98%

-7.48%

Volatility (1Y)

Calculated over the trailing 1-year period

22.44%

28.57%

-6.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.64%

27.52%

-5.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.82%

27.01%

-5.19%