FDVLX vs. FXAIX
Compare and contrast key facts about Fidelity Value Fund (FDVLX) and Fidelity 500 Index Fund (FXAIX).
FDVLX is managed by Fidelity. It was launched on Dec 1, 1978. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FDVLX or FXAIX.
Key characteristics
| FDVLX | FXAIX | |
|---|---|---|
| YTD Return | 14.90% | 26.96% |
| 1Y Return | 27.39% | 35.01% |
| 3Y Return (Ann) | 7.61% | 10.23% |
| 5Y Return (Ann) | 13.83% | 15.78% |
| 10Y Return (Ann) | 10.20% | 13.30% |
| Sharpe Ratio | 1.99 | 3.06 |
| Sortino Ratio | 2.85 | 4.07 |
| Omega Ratio | 1.35 | 1.58 |
| Calmar Ratio | 1.43 | 4.45 |
| Martin Ratio | 10.93 | 20.17 |
| Ulcer Index | 2.99% | 1.86% |
| Daily Std Dev | 16.44% | 12.27% |
| Max Drawdown | -93.13% | -33.79% |
| Current Drawdown | -1.61% | -0.25% |
Correlation
The correlation between FDVLX and FXAIX is 0.86, 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.
Performance
FDVLX vs. FXAIX - Performance Comparison
In the year-to-date period, FDVLX achieves a 14.90% return, which is significantly lower than FXAIX's 26.96% return. Over the past 10 years, FDVLX has underperformed FXAIX with an annualized return of 10.20%, while FXAIX has yielded a comparatively higher 13.30% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FDVLX vs. FXAIX - Expense Ratio Comparison
FDVLX has a 0.79% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Risk-Adjusted Performance
FDVLX vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Value Fund (FDVLX) and Fidelity 500 Index Fund (FXAIX). 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.
Dividends
FDVLX vs. FXAIX - Dividend Comparison
FDVLX's dividend yield for the trailing twelve months is around 0.90%, less than FXAIX's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDVLX Fidelity Value Fund | 0.90% | 1.04% | 0.70% | 1.37% | 0.98% | 1.15% | 1.39% | 1.36% | 1.23% | 12.17% | 2.94% | 1.83% |
FXAIX Fidelity 500 Index Fund | 1.21% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
FDVLX vs. FXAIX - Drawdown Comparison
The maximum FDVLX drawdown since its inception was -93.13%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FDVLX and FXAIX. For additional features, visit the drawdowns tool.
Volatility
FDVLX vs. FXAIX - Volatility Comparison
Fidelity Value Fund (FDVLX) has a higher volatility of 4.95% compared to Fidelity 500 Index Fund (FXAIX) at 3.74%. This indicates that FDVLX's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.