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FDSVX vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

FDSVX vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Growth Discovery Fund (FDSVX) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
0.31%
13.51%
FDSVX
SCHD

Returns By Period

In the year-to-date period, FDSVX achieves a 18.88% return, which is significantly higher than SCHD's 17.35% return. Over the past 10 years, FDSVX has underperformed SCHD with an annualized return of 10.45%, while SCHD has yielded a comparatively higher 11.54% annualized return.


FDSVX

YTD

18.88%

1M

0.03%

6M

1.30%

1Y

24.40%

5Y (annualized)

11.03%

10Y (annualized)

10.45%

SCHD

YTD

17.35%

1M

2.29%

6M

13.68%

1Y

26.18%

5Y (annualized)

12.87%

10Y (annualized)

11.54%

Key characteristics


FDSVXSCHD
Sharpe Ratio1.392.40
Sortino Ratio1.763.44
Omega Ratio1.281.42
Calmar Ratio1.543.63
Martin Ratio4.1112.99
Ulcer Index6.09%2.05%
Daily Std Dev18.02%11.09%
Max Drawdown-59.34%-33.37%
Current Drawdown-7.04%-0.62%

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FDSVX vs. SCHD - Expense Ratio Comparison

FDSVX has a 0.77% expense ratio, which is higher than SCHD's 0.06% expense ratio.


FDSVX
Fidelity Growth Discovery Fund
Expense ratio chart for FDSVX: current value at 0.77% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.77%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Correlation

-0.50.00.51.00.7

The correlation between FDSVX and SCHD is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

FDSVX vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth Discovery Fund (FDSVX) and Schwab US Dividend Equity ETF (SCHD). 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.


Sharpe ratio
The chart of Sharpe ratio for FDSVX, currently valued at 1.39, compared to the broader market-1.000.001.002.003.004.005.001.392.40
The chart of Sortino ratio for FDSVX, currently valued at 1.76, compared to the broader market0.005.0010.001.763.44
The chart of Omega ratio for FDSVX, currently valued at 1.28, compared to the broader market1.002.003.004.001.281.42
The chart of Calmar ratio for FDSVX, currently valued at 1.54, compared to the broader market0.005.0010.0015.0020.001.543.63
The chart of Martin ratio for FDSVX, currently valued at 4.11, compared to the broader market0.0020.0040.0060.0080.00100.004.1112.99
FDSVX
SCHD

The current FDSVX Sharpe Ratio is 1.39, which is lower than the SCHD Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of FDSVX and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.39
2.40
FDSVX
SCHD

Dividends

FDSVX vs. SCHD - Dividend Comparison

FDSVX's dividend yield for the trailing twelve months is around 0.02%, less than SCHD's 3.37% yield.


TTM20232022202120202019201820172016201520142013
FDSVX
Fidelity Growth Discovery Fund
0.02%0.05%0.02%0.24%0.03%0.05%0.20%0.15%0.09%0.12%0.10%0.24%
SCHD
Schwab US Dividend Equity ETF
3.37%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

FDSVX vs. SCHD - Drawdown Comparison

The maximum FDSVX drawdown since its inception was -59.34%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for FDSVX and SCHD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.04%
-0.62%
FDSVX
SCHD

Volatility

FDSVX vs. SCHD - Volatility Comparison

Fidelity Growth Discovery Fund (FDSVX) has a higher volatility of 4.62% compared to Schwab US Dividend Equity ETF (SCHD) at 3.48%. This indicates that FDSVX's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
4.62%
3.48%
FDSVX
SCHD