FDVKX vs. IDIVX

Last updated Jun 6, 2026

FDVKX (Fidelity Value Discovery K6 Fund) and IDIVX (Integrity Dividend Harvest Fund) are both Large Cap Value Equities funds. Over the past 5 years, FDVKX returned 8.51%/yr vs 14.26%/yr for IDIVX. Their correlation of 0.85 suggests significant overlap in exposure. FDVKX charges 0.45%/yr vs 0.95%/yr for IDIVX.

Performance

FDVKX vs. IDIVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Value Discovery K6 Fund (FDVKX) and Integrity Dividend Harvest Fund (IDIVX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FDVKX achieves a 11.04% return, which is significantly lower than IDIVX's 15.81% return.

FDVKX

• 1D: 0.90%
• 1M: 2.59%
• YTD: 11.04%
• 6M: 12.81%
• 1Y: 25.48%
• 3Y*: 14.80%
• 5Y*: 8.51%
• 10Y*: —

IDIVX

• 1D: -0.17%
• 1M: 4.71%
• YTD: 15.81%
• 6M: 15.61%
• 1Y: 31.40%
• 3Y*: 21.50%
• 5Y*: 14.26%
• 10Y*: 11.56%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FDVKX vs. IDIVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FDVKX Fidelity Value Discovery K6 Fund	11.04%	16.82%	8.67%	5.73%	-3.08%	25.05%	7.87%	24.17%	-9.34%	9.32%
IDIVX Integrity Dividend Harvest Fund	15.81%	17.39%	21.13%	5.06%	2.13%	24.10%	-1.04%	22.97%	-5.19%	8.71%

Correlation

The correlation between FDVKX and IDIVX 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	0.87
Correlation (All Time) Calculated using the full available price history since May 26, 2017	0.85

The correlation between FDVKX and IDIVX shifts across timeframes, from 0.76 (1 year) to 0.87 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

FDVKX vs. IDIVX — Risk / Return Rank

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

FDVKX

FDVKX Risk / Return Rank: 82
FDVKX Sharpe Ratio Rank: 82
FDVKX Sortino Ratio Rank: 81
FDVKX Omega Ratio Rank: 75
FDVKX Calmar Ratio Rank: 85
FDVKX Martin Ratio Rank: 86

IDIVX

IDIVX Risk / Return Rank: 93
IDIVX Sharpe Ratio Rank: 95
IDIVX Sortino Ratio Rank: 94
IDIVX Omega Ratio Rank: 86
IDIVX Calmar Ratio Rank: 95
IDIVX Martin Ratio Rank: 97

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.

FDVKX vs. IDIVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Value Discovery K6 Fund (FDVKX) and Integrity Dividend Harvest Fund (IDIVX). 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.

	FDVKX	IDIVX	Difference
Sharpe ratio: Return per unit of total volatility	2.60	3.27	-0.67
Sortino ratio: Return per unit of downside risk	3.77	4.78	-1.01
Omega ratio: Gain probability vs. loss probability	1.47	1.60	-0.13
Calmar ratio: Return relative to maximum drawdown	3.94	5.64	-1.70
Martin ratio: Return relative to average drawdown	15.77	24.63	-8.86
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FDVKX vs. IDIVX - Sharpe Ratio Comparison

The current FDVKX Sharpe Ratio is 2.60, which is comparable to the IDIVX Sharpe Ratio of 3.27. The chart below compares the historical Sharpe Ratios of FDVKX and IDIVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FDVKX	IDIVX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.60	3.27	-0.67
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.64	1.03	-0.39
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.78	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.59	0.75	-0.16

Drawdowns

FDVKX vs. IDIVX - Drawdown Comparison

The maximum FDVKX drawdown since its inception was -37.70%, which is greater than IDIVX's maximum drawdown of -31.64%. Use the drawdown chart below to compare losses from any high point for FDVKX and IDIVX.

Drawdown Indicators

	FDVKX	IDIVX	Difference
Max Drawdown Largest peak-to-trough decline	-37.70%	-31.64%	-6.06%
Max Drawdown (1Y) Largest decline over 1 year	-6.79%	-5.72%	-1.07%
Max Drawdown (3Y) Largest decline over 3 years	-13.73%	-15.37%	+1.64%
Max Drawdown (5Y) Largest decline over 5 years	-15.92%	-16.34%	+0.42%
Max Drawdown (10Y) Largest decline over 10 years	—	-31.64%	—
Current Drawdown Current decline from peak	0.00%	-0.82%	+0.82%
Average Drawdown Average peak-to-trough decline	-4.28%	-3.36%	-0.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.69%	1.31%	+0.38%

Volatility

FDVKX vs. IDIVX - Volatility Comparison

The current volatility for Fidelity Value Discovery K6 Fund (FDVKX) is 2.35%, while Integrity Dividend Harvest Fund (IDIVX) has a volatility of 3.31%. This indicates that FDVKX experiences smaller price fluctuations and is considered to be less risky than IDIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FDVKX	IDIVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.35%	3.31%	-0.96%
Volatility (6M) Calculated over the trailing 6-month period	7.51%	7.59%	-0.08%
Volatility (1Y) Calculated over the trailing 1-year period	10.30%	9.87%	+0.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.44%	13.98%	-0.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.28%	14.95%	+2.33%

FDVKX vs. IDIVX - Expense Ratio Comparison

FDVKX has a 0.45% expense ratio, which is lower than IDIVX's 0.95% expense ratio.

Dividends

FDVKX vs. IDIVX - Dividend Comparison

FDVKX's dividend yield for the trailing twelve months is around 12.13%, more than IDIVX's 6.35% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
FDVKX Fidelity Value Discovery K6 Fund	12.13%	13.47%	10.15%	4.71%	10.98%	9.64%	1.75%	3.53%	3.62%	0.75%	0.00%
IDIVX Integrity Dividend Harvest Fund	6.35%	7.19%	8.89%	3.13%	3.59%	2.83%	3.67%	7.27%	10.21%	8.31%	1.11%

Frequently Asked Questions

Can I hold both FDVKX and IDIVX in my portfolio?

FDVKX and IDIVX 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.

Which is riskier, FDVKX or IDIVX?

IDIVX has higher volatility (3.31%) compared to FDVKX (2.35%). In terms of maximum drawdown, FDVKX dropped -37.70% vs IDIVX's -31.64%.

Which has better risk-adjusted returns?

IDIVX currently has the higher Sharpe Ratio (3.27 vs 2.60), 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.