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FDVLX vs. TCVIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDVLX vs. TCVIX - Performance Comparison

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

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FDVLX vs. TCVIX - 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%
TCVIX
Touchstone Mid Cap Value Fund
5.28%10.00%8.61%7.78%-8.38%27.12%5.70%29.76%-16.77%14.09%

Returns By Period

In the year-to-date period, FDVLX achieves a 0.36% return, which is significantly lower than TCVIX's 5.28% return. Over the past 10 years, FDVLX has outperformed TCVIX with an annualized return of 12.56%, while TCVIX has yielded a comparatively lower 8.94% 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%

TCVIX

1D
-0.74%
1M
-7.05%
YTD
5.28%
6M
8.70%
1Y
17.19%
3Y*
10.74%
5Y*
6.82%
10Y*
8.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDVLX vs. TCVIX - Expense Ratio Comparison

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


Return for Risk

FDVLX vs. TCVIX — 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

TCVIX
TCVIX Risk / Return Rank: 5555
Overall Rank
TCVIX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
TCVIX Sortino Ratio Rank: 5757
Sortino Ratio Rank
TCVIX Omega Ratio Rank: 5151
Omega Ratio Rank
TCVIX Calmar Ratio Rank: 5656
Calmar Ratio Rank
TCVIX Martin Ratio Rank: 5757
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. TCVIX - Risk-Adjusted Trends Comparison

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


FDVLXTCVIXDifference

Sharpe ratio

Return per unit of total volatility

0.84

1.03

-0.18

Sortino ratio

Return per unit of downside risk

1.33

1.51

-0.18

Omega ratio

Gain probability vs. loss probability

1.18

1.21

-0.03

Calmar ratio

Return relative to maximum drawdown

1.06

1.32

-0.26

Martin ratio

Return relative to average drawdown

4.38

5.51

-1.13

FDVLX vs. TCVIX - Sharpe Ratio Comparison

The current FDVLX Sharpe Ratio is 0.84, which is comparable to the TCVIX Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of FDVLX and TCVIX, 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


FDVLXTCVIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

1.03

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.40

+0.07

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

0.58

-0.02

Correlation

The correlation between FDVLX and TCVIX is 0.95, 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. TCVIX - Dividend Comparison

FDVLX's dividend yield for the trailing twelve months is around 10.01%, more than TCVIX's 4.03% 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%
TCVIX
Touchstone Mid Cap Value Fund
4.03%4.25%5.48%1.80%6.59%6.77%0.76%0.91%5.86%6.47%4.44%7.26%

Drawdowns

FDVLX vs. TCVIX - Drawdown Comparison

The maximum FDVLX drawdown since its inception was -66.91%, which is greater than TCVIX's maximum drawdown of -41.89%. Use the drawdown chart below to compare losses from any high point for FDVLX and TCVIX.


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Drawdown Indicators


FDVLXTCVIXDifference

Max Drawdown

Largest peak-to-trough decline

-66.91%

-41.89%

-25.02%

Max Drawdown (1Y)

Largest decline over 1 year

-14.96%

-12.52%

-2.44%

Max Drawdown (5Y)

Largest decline over 5 years

-31.45%

-19.37%

-12.08%

Max Drawdown (10Y)

Largest decline over 10 years

-48.66%

-41.89%

-6.77%

Current Drawdown

Current decline from peak

-9.90%

-7.76%

-2.14%

Average Drawdown

Average peak-to-trough decline

-9.05%

-5.43%

-3.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.63%

3.00%

+0.63%

Volatility

FDVLX vs. TCVIX - Volatility Comparison

Fidelity Value Fund (FDVLX) and Touchstone Mid Cap Value Fund (TCVIX) have volatilities of 5.32% and 5.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDVLXTCVIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.32%

5.27%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

11.67%

10.00%

+1.67%

Volatility (1Y)

Calculated over the trailing 1-year period

21.51%

17.54%

+3.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.54%

17.11%

+9.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.15%

19.11%

+6.04%