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FDSCX vs. VBR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDSCX vs. VBR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Stock Selector Small Cap Fund (FDSCX) and Vanguard Small-Cap Value ETF (VBR). The values are adjusted to include any dividend payments, if applicable.

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FDSCX vs. VBR - 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%
VBR
Vanguard Small-Cap Value ETF
3.59%9.09%12.40%16.00%-9.38%28.08%5.90%22.78%-12.28%11.81%

Returns By Period

In the year-to-date period, FDSCX achieves a 4.16% return, which is significantly higher than VBR's 3.59% return. Over the past 10 years, FDSCX has outperformed VBR with an annualized return of 12.01%, while VBR has yielded a comparatively lower 10.14% annualized return.


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%

VBR

1D
0.41%
1M
-4.79%
YTD
3.59%
6M
5.25%
1Y
19.13%
3Y*
13.58%
5Y*
7.64%
10Y*
10.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDSCX vs. VBR - Expense Ratio Comparison

FDSCX has a 0.90% expense ratio, which is higher than VBR's 0.07% expense ratio.


Return for Risk

FDSCX vs. VBR — 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

VBR
VBR Risk / Return Rank: 5151
Overall Rank
VBR Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
VBR Sortino Ratio Rank: 5252
Sortino Ratio Rank
VBR Omega Ratio Rank: 4949
Omega Ratio Rank
VBR Calmar Ratio Rank: 5151
Calmar Ratio Rank
VBR Martin Ratio Rank: 5555
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. VBR - Risk-Adjusted Trends Comparison

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


FDSCXVBRDifference

Sharpe ratio

Return per unit of total volatility

1.39

0.93

+0.46

Sortino ratio

Return per unit of downside risk

2.02

1.43

+0.59

Omega ratio

Gain probability vs. loss probability

1.27

1.19

+0.08

Calmar ratio

Return relative to maximum drawdown

2.22

1.37

+0.85

Martin ratio

Return relative to average drawdown

9.40

5.62

+3.78

FDSCX vs. VBR - Sharpe Ratio Comparison

The current FDSCX Sharpe Ratio is 1.39, which is higher than the VBR Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of FDSCX and VBR, 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


FDSCXVBRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

0.93

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.39

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.47

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.40

0.00

Correlation

The correlation between FDSCX and VBR is 0.94, 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. VBR - Dividend Comparison

FDSCX's dividend yield for the trailing twelve months is around 0.69%, less than VBR's 1.90% yield.


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%
VBR
Vanguard Small-Cap Value ETF
1.90%1.95%1.98%2.12%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%

Drawdowns

FDSCX vs. VBR - Drawdown Comparison

The maximum FDSCX drawdown since its inception was -65.47%, which is greater than VBR's maximum drawdown of -61.98%. Use the drawdown chart below to compare losses from any high point for FDSCX and VBR.


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Drawdown Indicators


FDSCXVBRDifference

Max Drawdown

Largest peak-to-trough decline

-65.47%

-61.98%

-3.49%

Max Drawdown (1Y)

Largest decline over 1 year

-13.84%

-14.18%

+0.34%

Max Drawdown (5Y)

Largest decline over 5 years

-30.56%

-24.19%

-6.37%

Max Drawdown (10Y)

Largest decline over 10 years

-38.43%

-45.28%

+6.85%

Current Drawdown

Current decline from peak

-6.45%

-5.75%

-0.70%

Average Drawdown

Average peak-to-trough decline

-11.28%

-8.32%

-2.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.27%

3.46%

-0.19%

Volatility

FDSCX vs. VBR - Volatility Comparison

Fidelity Stock Selector Small Cap Fund (FDSCX) has a higher volatility of 7.99% compared to Vanguard Small-Cap Value ETF (VBR) at 5.40%. This indicates that FDSCX's price experiences larger fluctuations and is considered to be riskier than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDSCXVBRDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.99%

5.40%

+2.59%

Volatility (6M)

Calculated over the trailing 6-month period

13.50%

11.29%

+2.21%

Volatility (1Y)

Calculated over the trailing 1-year period

22.44%

20.64%

+1.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.64%

19.85%

+1.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.82%

21.73%

+0.09%