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FDSSX vs. PTSGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FDSSX vs. PTSGX - Performance Comparison

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

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Returns By Period

In the year-to-date period, FDSSX achieves a 15.83% return, which is significantly higher than PTSGX's 7.01% return. Over the past 10 years, FDSSX has underperformed PTSGX with an annualized return of 15.36%, while PTSGX has yielded a comparatively higher 16.68% annualized return.


FDSSX

1D
0.34%
1M
5.88%
YTD
15.83%
6M
16.38%
1Y
37.40%
3Y*
22.85%
5Y*
13.15%
10Y*
15.36%

PTSGX

1D
-0.67%
1M
7.36%
YTD
7.01%
6M
6.40%
1Y
12.93%
3Y*
21.65%
5Y*
3.91%
10Y*
16.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FDSSX vs. PTSGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDSSX
Fidelity Stock Selector All Cap Fund
15.83%18.89%19.79%26.94%-19.55%23.14%24.90%32.21%-8.61%24.42%
PTSGX
Touchstone Sands Capital Select Growth Fund
7.01%15.27%23.79%51.60%-50.56%3.76%68.92%67.10%5.80%34.42%

Correlation

The correlation between FDSSX and PTSGX is 0.80, 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

0.80

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

0.84

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

0.84

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

0.83

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2001

0.87

The correlation between FDSSX and PTSGX has been stable across timeframes, ranging from 0.80 to 0.87 - a consistent structural relationship.

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Return for Risk

FDSSX vs. PTSGX — Risk / Return Rank

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

FDSSX
FDSSX Risk / Return Rank: 8787
Overall Rank
FDSSX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FDSSX Sortino Ratio Rank: 8484
Sortino Ratio Rank
FDSSX Omega Ratio Rank: 8181
Omega Ratio Rank
FDSSX Calmar Ratio Rank: 8787
Calmar Ratio Rank
FDSSX Martin Ratio Rank: 9393
Martin Ratio Rank

PTSGX
PTSGX Risk / Return Rank: 77
Overall Rank
PTSGX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
PTSGX Sortino Ratio Rank: 88
Sortino Ratio Rank
PTSGX Omega Ratio Rank: 88
Omega Ratio Rank
PTSGX Calmar Ratio Rank: 66
Calmar Ratio Rank
PTSGX Martin Ratio Rank: 66
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. PTSGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Stock Selector All Cap Fund (FDSSX) and Touchstone Sands Capital Select Growth Fund (PTSGX). 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.


FDSSXPTSGXDifference
Sharpe ratioReturn per unit of total volatility

+2.27

Sortino ratioReturn per unit of downside risk

+2.93

Omega ratioGain probability vs. loss probability

1.53

1.13

+0.41

Calmar ratioReturn relative to maximum drawdown

4.17

0.57

+3.60

Martin ratioReturn relative to average drawdown

20.16

1.46

+18.70

FDSSX vs. PTSGX - Sharpe Ratio Comparison

The current FDSSX Sharpe Ratio is 2.95, which is higher than the PTSGX Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of FDSSX and PTSGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FDSSXPTSGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.95

0.68

+2.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.13

+0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

0.58

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.38

+0.24

Drawdowns

FDSSX vs. PTSGX - Drawdown Comparison

The maximum FDSSX drawdown since its inception was -56.77%, smaller than the maximum PTSGX drawdown of -60.33%. Use the drawdown chart below to compare losses from any high point for FDSSX and PTSGX.


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Drawdown Indicators


FDSSXPTSGXDifference

Max Drawdown

Largest peak-to-trough decline

-56.77%

-60.33%

+3.56%

Max Drawdown (1Y)

Largest decline over 1 year

-9.19%

-24.16%

+14.97%

Max Drawdown (3Y)

Largest decline over 3 years

-20.86%

-28.56%

+7.70%

Max Drawdown (5Y)

Largest decline over 5 years

-25.22%

-60.07%

+34.85%

Max Drawdown (10Y)

Largest decline over 10 years

-34.37%

-60.07%

+25.70%

Current Drawdown

Current decline from peak

0.00%

-2.48%

+2.48%

Average Drawdown

Average peak-to-trough decline

-9.88%

-15.82%

+5.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

9.39%

-7.49%

Volatility

FDSSX vs. PTSGX - Volatility Comparison

The current volatility for Fidelity Stock Selector All Cap Fund (FDSSX) is 3.37%, while Touchstone Sands Capital Select Growth Fund (PTSGX) has a volatility of 4.65%. This indicates that FDSSX experiences smaller price fluctuations and is considered to be less risky than PTSGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDSSXPTSGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.37%

4.65%

-1.28%

Volatility (6M)

Calculated over the trailing 6-month period

10.00%

15.59%

-5.59%

Volatility (1Y)

Calculated over the trailing 1-year period

12.99%

20.39%

-7.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.75%

30.88%

-13.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.57%

28.97%

-10.40%

FDSSX vs. PTSGX - Expense Ratio Comparison

FDSSX has a 0.68% expense ratio, which is lower than PTSGX's 1.16% expense ratio.


Dividends

FDSSX vs. PTSGX - Dividend Comparison

FDSSX's dividend yield for the trailing twelve months is around 4.13%, more than PTSGX's 0.61% yield.


PositionTTM20252024202320222021202020192018201720162015
FDSSX
Fidelity Stock Selector All Cap Fund
4.13%4.79%4.83%2.03%0.36%0.84%5.22%6.09%4.46%3.07%1.04%5.16%
PTSGX
Touchstone Sands Capital Select Growth Fund
0.61%0.66%0.00%0.00%0.00%12.67%10.05%39.46%34.95%24.32%16.89%9.33%

Frequently Asked Questions


FDSSX and PTSGX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PTSGX has higher volatility (4.65%) compared to FDSSX (3.37%). In terms of maximum drawdown, FDSSX dropped -56.77% vs PTSGX's -60.33%.

FDSSX currently has the higher Sharpe Ratio (2.95 vs 0.68), 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.

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