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FDVLX vs. FMCSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FDVLX and FMCSX is 0.85, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

FDVLX vs. FMCSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Value Fund (FDVLX) and Fidelity Mid-Cap Stock Fund (FMCSX). The values are adjusted to include any dividend payments, if applicable.

1,000.00%1,500.00%2,000.00%2,500.00%NovemberDecember2025FebruaryMarchApril
2,017.93%
1,222.06%
FDVLX
FMCSX

Key characteristics

Sharpe Ratio

FDVLX:

-0.23

FMCSX:

-0.26

Sortino Ratio

FDVLX:

-0.18

FMCSX:

-0.22

Omega Ratio

FDVLX:

0.98

FMCSX:

0.97

Calmar Ratio

FDVLX:

-0.20

FMCSX:

-0.23

Martin Ratio

FDVLX:

-0.67

FMCSX:

-0.69

Ulcer Index

FDVLX:

7.22%

FMCSX:

8.16%

Daily Std Dev

FDVLX:

21.18%

FMCSX:

21.32%

Max Drawdown

FDVLX:

-66.37%

FMCSX:

-62.17%

Current Drawdown

FDVLX:

-16.28%

FMCSX:

-16.36%

Returns By Period

In the year-to-date period, FDVLX achieves a -9.41% return, which is significantly lower than FMCSX's -7.22% return. Over the past 10 years, FDVLX has outperformed FMCSX with an annualized return of 7.91%, while FMCSX has yielded a comparatively lower 1.34% annualized return.


FDVLX

YTD

-9.41%

1M

-6.10%

6M

-9.18%

1Y

-4.15%

5Y*

18.91%

10Y*

7.91%

FMCSX

YTD

-7.22%

1M

-3.53%

6M

-9.01%

1Y

-5.48%

5Y*

8.48%

10Y*

1.34%

*Annualized

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FDVLX vs. FMCSX - Expense Ratio Comparison

FDVLX has a 0.79% expense ratio, which is lower than FMCSX's 0.85% expense ratio.


Expense ratio chart for FMCSX: current value is 0.85%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FMCSX: 0.85%
Expense ratio chart for FDVLX: current value is 0.79%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FDVLX: 0.79%

Risk-Adjusted Performance

FDVLX vs. FMCSX — Risk-Adjusted Performance Rank

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

FDVLX
The Risk-Adjusted Performance Rank of FDVLX is 1010
Overall Rank
The Sharpe Ratio Rank of FDVLX is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of FDVLX is 1010
Sortino Ratio Rank
The Omega Ratio Rank of FDVLX is 1111
Omega Ratio Rank
The Calmar Ratio Rank of FDVLX is 88
Calmar Ratio Rank
The Martin Ratio Rank of FDVLX is 88
Martin Ratio Rank

FMCSX
The Risk-Adjusted Performance Rank of FMCSX is 99
Overall Rank
The Sharpe Ratio Rank of FMCSX is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of FMCSX is 99
Sortino Ratio Rank
The Omega Ratio Rank of FMCSX is 1010
Omega Ratio Rank
The Calmar Ratio Rank of FMCSX is 77
Calmar Ratio Rank
The Martin Ratio Rank of FMCSX is 88
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FDVLX vs. FMCSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Value Fund (FDVLX) and Fidelity Mid-Cap Stock Fund (FMCSX). 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.


The chart of Sharpe ratio for FDVLX, currently valued at -0.23, compared to the broader market-1.000.001.002.003.00
FDVLX: -0.23
FMCSX: -0.26
The chart of Sortino ratio for FDVLX, currently valued at -0.18, compared to the broader market-2.000.002.004.006.008.00
FDVLX: -0.18
FMCSX: -0.22
The chart of Omega ratio for FDVLX, currently valued at 0.98, compared to the broader market0.501.001.502.002.503.00
FDVLX: 0.98
FMCSX: 0.97
The chart of Calmar ratio for FDVLX, currently valued at -0.20, compared to the broader market0.002.004.006.008.0010.00
FDVLX: -0.20
FMCSX: -0.23
The chart of Martin ratio for FDVLX, currently valued at -0.67, compared to the broader market0.0010.0020.0030.0040.00
FDVLX: -0.67
FMCSX: -0.69

The current FDVLX Sharpe Ratio is -0.23, which is comparable to the FMCSX Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of FDVLX and FMCSX, 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 Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.23
-0.26
FDVLX
FMCSX

Dividends

FDVLX vs. FMCSX - Dividend Comparison

FDVLX's dividend yield for the trailing twelve months is around 1.44%, more than FMCSX's 0.79% yield.


TTM20242023202220212020201920182017201620152014
FDVLX
Fidelity Value Fund
1.44%1.30%1.04%0.70%1.37%0.98%1.15%1.39%1.36%1.23%12.17%2.94%
FMCSX
Fidelity Mid-Cap Stock Fund
0.79%0.74%0.92%0.73%1.15%1.14%0.98%0.94%0.57%0.77%9.86%10.28%

Drawdowns

FDVLX vs. FMCSX - Drawdown Comparison

The maximum FDVLX drawdown since its inception was -66.37%, which is greater than FMCSX's maximum drawdown of -62.17%. Use the drawdown chart below to compare losses from any high point for FDVLX and FMCSX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-16.28%
-16.36%
FDVLX
FMCSX

Volatility

FDVLX vs. FMCSX - Volatility Comparison

Fidelity Value Fund (FDVLX) has a higher volatility of 14.59% compared to Fidelity Mid-Cap Stock Fund (FMCSX) at 13.73%. This indicates that FDVLX's price experiences larger fluctuations and is considered to be riskier than FMCSX 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%14.00%NovemberDecember2025FebruaryMarchApril
14.59%
13.73%
FDVLX
FMCSX