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FDSCX vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDSCX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Stock Selector Small Cap Fund (FDSCX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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FDSCX vs. VOO - 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%
VOO
Vanguard S&P 500 ETF
-3.66%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Returns By Period

In the year-to-date period, FDSCX achieves a 4.16% return, which is significantly higher than VOO's -3.66% return. Over the past 10 years, FDSCX has underperformed VOO with an annualized return of 12.01%, while VOO has yielded a comparatively higher 14.14% 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%

VOO

1D
0.79%
1M
-4.29%
YTD
-3.66%
6M
-1.41%
1Y
18.17%
3Y*
18.58%
5Y*
11.93%
10Y*
14.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDSCX vs. VOO - Expense Ratio Comparison

FDSCX has a 0.90% expense ratio, which is higher than VOO's 0.03% expense ratio.


Return for Risk

FDSCX vs. VOO — 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

VOO
VOO Risk / Return Rank: 6060
Overall Rank
VOO Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 5757
Sortino Ratio Rank
VOO Omega Ratio Rank: 6161
Omega Ratio Rank
VOO Calmar Ratio Rank: 5959
Calmar Ratio Rank
VOO Martin Ratio Rank: 6969
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. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Stock Selector Small Cap Fund (FDSCX) and Vanguard S&P 500 ETF (VOO). 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.


FDSCXVOODifference

Sharpe ratio

Return per unit of total volatility

1.39

1.01

+0.38

Sortino ratio

Return per unit of downside risk

2.02

1.53

+0.49

Omega ratio

Gain probability vs. loss probability

1.27

1.23

+0.04

Calmar ratio

Return relative to maximum drawdown

2.22

1.55

+0.66

Martin ratio

Return relative to average drawdown

9.40

7.31

+2.09

FDSCX vs. VOO - Sharpe Ratio Comparison

The current FDSCX Sharpe Ratio is 1.39, which is higher than the VOO Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of FDSCX and VOO, 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


FDSCXVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

1.01

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.71

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.79

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.83

-0.43

Correlation

The correlation between FDSCX and VOO is 0.85, 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. VOO - Dividend Comparison

FDSCX's dividend yield for the trailing twelve months is around 0.69%, less than VOO's 1.18% 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%
VOO
Vanguard S&P 500 ETF
1.18%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

FDSCX vs. VOO - Drawdown Comparison

The maximum FDSCX drawdown since its inception was -65.47%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FDSCX and VOO.


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Drawdown Indicators


FDSCXVOODifference

Max Drawdown

Largest peak-to-trough decline

-65.47%

-33.99%

-31.48%

Max Drawdown (1Y)

Largest decline over 1 year

-13.84%

-11.98%

-1.86%

Max Drawdown (5Y)

Largest decline over 5 years

-30.56%

-24.52%

-6.04%

Max Drawdown (10Y)

Largest decline over 10 years

-38.43%

-33.99%

-4.44%

Current Drawdown

Current decline from peak

-6.45%

-5.55%

-0.90%

Average Drawdown

Average peak-to-trough decline

-11.28%

-3.72%

-7.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.27%

2.55%

+0.72%

Volatility

FDSCX vs. VOO - Volatility Comparison

Fidelity Stock Selector Small Cap Fund (FDSCX) has a higher volatility of 7.99% compared to Vanguard S&P 500 ETF (VOO) at 5.34%. This indicates that FDSCX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDSCXVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.99%

5.34%

+2.65%

Volatility (6M)

Calculated over the trailing 6-month period

13.50%

9.47%

+4.03%

Volatility (1Y)

Calculated over the trailing 1-year period

22.44%

18.11%

+4.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.64%

16.82%

+4.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.82%

17.99%

+3.83%