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

Correlation

The correlation between FDSVX and VEXPX is 0.87, 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.


-0.50.00.51.00.9

Performance

FDSVX vs. VEXPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Growth Discovery Fund (FDSVX) and Vanguard Explorer Fund Investor Shares (VEXPX). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%700.00%800.00%900.00%JulyAugustSeptemberOctoberNovemberDecember
814.77%
233.17%
FDSVX
VEXPX

Key characteristics

Sharpe Ratio

FDSVX:

1.20

VEXPX:

0.83

Sortino Ratio

FDSVX:

1.56

VEXPX:

1.24

Omega Ratio

FDSVX:

1.24

VEXPX:

1.15

Calmar Ratio

FDSVX:

1.35

VEXPX:

0.44

Martin Ratio

FDSVX:

3.48

VEXPX:

4.47

Ulcer Index

FDSVX:

6.29%

VEXPX:

3.07%

Daily Std Dev

FDSVX:

18.29%

VEXPX:

16.50%

Max Drawdown

FDSVX:

-59.34%

VEXPX:

-61.17%

Current Drawdown

FDSVX:

-6.45%

VEXPX:

-20.85%

Returns By Period

In the year-to-date period, FDSVX achieves a 19.64% return, which is significantly higher than VEXPX's 11.07% return. Over the past 10 years, FDSVX has outperformed VEXPX with an annualized return of 10.63%, while VEXPX has yielded a comparatively lower 3.11% annualized return.


FDSVX

YTD

19.64%

1M

1.07%

6M

-2.50%

1Y

20.45%

5Y*

10.28%

10Y*

10.63%

VEXPX

YTD

11.07%

1M

-4.16%

6M

7.59%

1Y

11.25%

5Y*

3.56%

10Y*

3.11%

Compare stocks, funds, or ETFs

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


FDSVX vs. VEXPX - Expense Ratio Comparison

FDSVX has a 0.77% expense ratio, which is higher than VEXPX's 0.40% 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 VEXPX: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Risk-Adjusted Performance

FDSVX vs. VEXPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth Discovery Fund (FDSVX) and Vanguard Explorer Fund Investor Shares (VEXPX). 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 1.20, compared to the broader market-1.000.001.002.003.004.001.200.83
The chart of Sortino ratio for FDSVX, currently valued at 1.56, compared to the broader market-2.000.002.004.006.008.0010.001.561.24
The chart of Omega ratio for FDSVX, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.003.501.241.15
The chart of Calmar ratio for FDSVX, currently valued at 1.35, compared to the broader market0.002.004.006.008.0010.0012.0014.001.350.44
The chart of Martin ratio for FDSVX, currently valued at 3.48, compared to the broader market0.0020.0040.0060.003.484.47
FDSVX
VEXPX

The current FDSVX Sharpe Ratio is 1.20, which is higher than the VEXPX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of FDSVX and VEXPX, 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.20
0.83
FDSVX
VEXPX

Dividends

FDSVX vs. VEXPX - Dividend Comparison

Neither FDSVX nor VEXPX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FDSVX
Fidelity Growth Discovery Fund
0.00%0.05%0.02%0.24%0.03%0.05%0.20%0.15%0.09%0.12%0.10%0.24%
VEXPX
Vanguard Explorer Fund Investor Shares
0.00%0.52%0.39%0.22%0.12%0.28%0.34%0.50%0.37%0.34%0.16%0.04%

Drawdowns

FDSVX vs. VEXPX - Drawdown Comparison

The maximum FDSVX drawdown since its inception was -59.34%, roughly equal to the maximum VEXPX drawdown of -61.17%. Use the drawdown chart below to compare losses from any high point for FDSVX and VEXPX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.45%
-20.85%
FDSVX
VEXPX

Volatility

FDSVX vs. VEXPX - Volatility Comparison

The current volatility for Fidelity Growth Discovery Fund (FDSVX) is 4.23%, while Vanguard Explorer Fund Investor Shares (VEXPX) has a volatility of 5.36%. This indicates that FDSVX experiences smaller price fluctuations and is considered to be less risky than VEXPX 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%JulyAugustSeptemberOctoberNovemberDecember
4.23%
5.36%
FDSVX
VEXPX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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