PortfoliosLab logoPortfoliosLab logo
FDSSX vs. FDSCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FDSSX vs. FDSCX - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, FDSSX achieves a 15.09% return, which is significantly lower than FDSCX's 21.14% return. Over the past 10 years, FDSSX has outperformed FDSCX with an annualized return of 15.69%, while FDSCX has yielded a comparatively lower 13.76% annualized return.


FDSSX

1D
-0.40%
1M
1.43%
YTD
15.09%
6M
14.24%
1Y
34.01%
3Y*
22.25%
5Y*
12.65%
10Y*
15.69%

FDSCX

1D
1.20%
1M
5.10%
YTD
21.14%
6M
18.35%
1Y
42.20%
3Y*
21.43%
5Y*
10.78%
10Y*
13.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FDSSX vs. FDSCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDSSX
Fidelity Stock Selector All Cap Fund
15.09%18.89%19.79%26.94%-19.55%23.14%24.90%32.21%-8.61%24.42%
FDSCX
Fidelity Stock Selector Small Cap Fund
21.14%14.33%14.51%19.46%-18.28%24.76%21.76%30.42%-8.90%11.25%

Correlation

The correlation between FDSSX and FDSCX is 0.76, 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

0.76

Correlation (3Y)
Calculated over the trailing 3-year period

0.81

Correlation (5Y)
Calculated over the trailing 5-year period

0.86

Correlation (10Y)
Calculated over the trailing 10-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Dec 14, 1995

0.87

The correlation between FDSSX and FDSCX shifts across timeframes, from 0.76 (1 year) to 0.87 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FDSSX vs. FDSCX — Risk / Return Rank

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

FDSSX
FDSSX Risk / Return Rank: 8484
Overall Rank
FDSSX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FDSSX Sortino Ratio Rank: 7878
Sortino Ratio Rank
FDSSX Omega Ratio Rank: 7878
Omega Ratio Rank
FDSSX Calmar Ratio Rank: 8686
Calmar Ratio Rank
FDSSX Martin Ratio Rank: 9393
Martin Ratio Rank

FDSCX
FDSCX Risk / Return Rank: 8080
Overall Rank
FDSCX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
FDSCX Sortino Ratio Rank: 7676
Sortino Ratio Rank
FDSCX Omega Ratio Rank: 6363
Omega Ratio Rank
FDSCX Calmar Ratio Rank: 9090
Calmar Ratio Rank
FDSCX Martin Ratio Rank: 9191
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.

FDSSX vs. FDSCX - Risk-Adjusted Trends Comparison

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


FDSSXFDSCXDifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

1.47

1.40

+0.06

Calmar ratioReturn relative to maximum drawdown

3.85

4.40

-0.54

Martin ratioReturn relative to average drawdown

18.11

16.93

+1.18

FDSSX vs. FDSCX - Sharpe Ratio Comparison

The current FDSSX Sharpe Ratio is 2.57, which is comparable to the FDSCX Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of FDSSX and FDSCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

FDSSX vs. FDSCX - Drawdown Comparison

The maximum FDSSX drawdown since its inception was -56.77%, smaller than the maximum FDSCX drawdown of -65.47%. Use the drawdown chart below to compare losses from any high point for FDSSX and FDSCX.


Loading charts...

Drawdown Indicators


FDSSXFDSCXDifference

Max Drawdown

Largest peak-to-trough decline

-56.77%

-65.47%

+8.70%

Max Drawdown (1Y)

Largest decline over 1 year

-9.19%

-10.04%

+0.85%

Max Drawdown (3Y)

Largest decline over 3 years

-20.86%

-27.42%

+6.56%

Max Drawdown (5Y)

Largest decline over 5 years

-25.22%

-30.56%

+5.34%

Max Drawdown (10Y)

Largest decline over 10 years

-34.37%

-38.43%

+4.06%

Current Drawdown

Current decline from peak

-0.64%

0.00%

-0.64%

Average Drawdown

Average peak-to-trough decline

-9.87%

-11.21%

+1.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

2.60%

-0.65%

Volatility

FDSSX vs. FDSCX - Volatility Comparison

The current volatility for Fidelity Stock Selector All Cap Fund (FDSSX) is 5.35%, while Fidelity Stock Selector Small Cap Fund (FDSCX) has a volatility of 6.16%. This indicates that FDSSX experiences smaller price fluctuations and is considered to be less risky than FDSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FDSSXFDSCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.35%

6.16%

-0.81%

Volatility (6M)

Calculated over the trailing 6-month period

10.99%

14.01%

-3.02%

Volatility (1Y)

Calculated over the trailing 1-year period

13.79%

18.48%

-4.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.87%

21.71%

-3.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.63%

21.93%

-3.30%

FDSSX vs. FDSCX - Expense Ratio Comparison

FDSSX has a 0.68% expense ratio, which is lower than FDSCX's 0.90% expense ratio.


Dividends

FDSSX vs. FDSCX - Dividend Comparison

FDSSX's dividend yield for the trailing twelve months is around 4.16%, more than FDSCX's 0.59% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
FDSSX
Fidelity Stock Selector All Cap Fund
4.16%4.79%4.83%2.03%0.36%0.84%5.22%6.09%4.46%3.07%1.04%5.16%

Frequently Asked Questions


FDSSX and FDSCX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FDSCX has higher volatility (6.16%) compared to FDSSX (5.35%). In terms of maximum drawdown, FDSSX dropped -56.77% vs FDSCX's -65.47%.

FDSSX currently has the higher Sharpe Ratio (2.57 vs 2.39), 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.

Portfolio Optimizer

Find the right allocation for FDSSX and FDSCX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer