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FDVLX vs. GRPM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDVLX vs. GRPM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Value Fund (FDVLX) and Invesco S&P MidCap 400® GARP ETF (GRPM). The values are adjusted to include any dividend payments, if applicable.

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FDVLX vs. GRPM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDVLX
Fidelity Value Fund
0.36%11.32%30.11%19.57%-9.07%35.30%9.33%31.68%-17.58%14.11%
GRPM
Invesco S&P MidCap 400® GARP ETF
-1.30%7.81%15.67%18.79%-11.63%26.35%15.60%23.05%-12.45%13.05%

Returns By Period

In the year-to-date period, FDVLX achieves a 0.36% return, which is significantly higher than GRPM's -1.30% return. Over the past 10 years, FDVLX has outperformed GRPM with an annualized return of 12.56%, while GRPM has yielded a comparatively lower 10.52% annualized return.


FDVLX

1D
-0.72%
1M
-8.71%
YTD
0.36%
6M
5.29%
1Y
18.06%
3Y*
19.69%
5Y*
12.52%
10Y*
12.56%

GRPM

1D
2.28%
1M
-2.74%
YTD
-1.30%
6M
-1.63%
1Y
14.14%
3Y*
11.92%
5Y*
6.76%
10Y*
10.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDVLX vs. GRPM - Expense Ratio Comparison

FDVLX has a 0.79% expense ratio, which is higher than GRPM's 0.35% expense ratio.


Return for Risk

FDVLX vs. GRPM — Risk / Return Rank

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

FDVLX
FDVLX Risk / Return Rank: 4343
Overall Rank
FDVLX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
FDVLX Sortino Ratio Rank: 4646
Sortino Ratio Rank
FDVLX Omega Ratio Rank: 4141
Omega Ratio Rank
FDVLX Calmar Ratio Rank: 4242
Calmar Ratio Rank
FDVLX Martin Ratio Rank: 4343
Martin Ratio Rank

GRPM
GRPM Risk / Return Rank: 3737
Overall Rank
GRPM Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
GRPM Sortino Ratio Rank: 3838
Sortino Ratio Rank
GRPM Omega Ratio Rank: 3535
Omega Ratio Rank
GRPM Calmar Ratio Rank: 3737
Calmar Ratio Rank
GRPM Martin Ratio Rank: 4343
Martin Ratio Rank
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.

FDVLX vs. GRPM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Value Fund (FDVLX) and Invesco S&P MidCap 400® GARP ETF (GRPM). 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.


FDVLXGRPMDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.61

+0.23

Sortino ratio

Return per unit of downside risk

1.33

1.04

+0.29

Omega ratio

Gain probability vs. loss probability

1.18

1.14

+0.04

Calmar ratio

Return relative to maximum drawdown

1.06

0.92

+0.14

Martin ratio

Return relative to average drawdown

4.38

3.90

+0.48

FDVLX vs. GRPM - Sharpe Ratio Comparison

The current FDVLX Sharpe Ratio is 0.84, which is higher than the GRPM Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of FDVLX and GRPM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FDVLXGRPMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.61

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.32

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.47

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.52

+0.04

Correlation

The correlation between FDVLX and GRPM is 0.93, 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.


Dividends

FDVLX vs. GRPM - Dividend Comparison

FDVLX's dividend yield for the trailing twelve months is around 10.01%, more than GRPM's 1.04% yield.


TTM20252024202320222021202020192018201720162015
FDVLX
Fidelity Value Fund
10.01%10.05%33.05%3.71%7.08%9.79%0.98%3.34%16.25%3.38%1.26%10.97%
GRPM
Invesco S&P MidCap 400® GARP ETF
1.04%1.19%0.95%0.96%1.28%0.92%1.16%1.25%1.50%1.14%1.00%1.43%

Drawdowns

FDVLX vs. GRPM - Drawdown Comparison

The maximum FDVLX drawdown since its inception was -66.91%, which is greater than GRPM's maximum drawdown of -43.12%. Use the drawdown chart below to compare losses from any high point for FDVLX and GRPM.


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Drawdown Indicators


FDVLXGRPMDifference

Max Drawdown

Largest peak-to-trough decline

-66.91%

-43.12%

-23.79%

Max Drawdown (1Y)

Largest decline over 1 year

-14.96%

-15.51%

+0.55%

Max Drawdown (5Y)

Largest decline over 5 years

-31.45%

-28.09%

-3.36%

Max Drawdown (10Y)

Largest decline over 10 years

-48.66%

-43.12%

-5.54%

Current Drawdown

Current decline from peak

-9.90%

-5.24%

-4.66%

Average Drawdown

Average peak-to-trough decline

-9.05%

-5.76%

-3.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.63%

3.67%

-0.04%

Volatility

FDVLX vs. GRPM - Volatility Comparison

Fidelity Value Fund (FDVLX) has a higher volatility of 5.32% compared to Invesco S&P MidCap 400® GARP ETF (GRPM) at 4.88%. This indicates that FDVLX's price experiences larger fluctuations and is considered to be riskier than GRPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDVLXGRPMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.32%

4.88%

+0.44%

Volatility (6M)

Calculated over the trailing 6-month period

11.67%

12.09%

-0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

21.51%

23.17%

-1.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.54%

21.00%

+5.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.15%

22.27%

+2.88%