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FEDDX vs. FCPVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FEDDX and FCPVX is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

FEDDX vs. FCPVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Emerging Markets Discovery Fund (FEDDX) and Fidelity Small Cap Value Fund (FCPVX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember2025
-6.98%
-0.21%
FEDDX
FCPVX

Key characteristics

Sharpe Ratio

FEDDX:

0.14

FCPVX:

0.66

Sortino Ratio

FEDDX:

0.28

FCPVX:

1.06

Omega Ratio

FEDDX:

1.03

FCPVX:

1.13

Calmar Ratio

FEDDX:

0.11

FCPVX:

0.83

Martin Ratio

FEDDX:

0.36

FCPVX:

2.61

Ulcer Index

FEDDX:

4.94%

FCPVX:

4.80%

Daily Std Dev

FEDDX:

12.84%

FCPVX:

19.01%

Max Drawdown

FEDDX:

-42.98%

FCPVX:

-58.43%

Current Drawdown

FEDDX:

-14.10%

FCPVX:

-5.10%

Returns By Period

In the year-to-date period, FEDDX achieves a -0.72% return, which is significantly lower than FCPVX's 4.03% return. Over the past 10 years, FEDDX has outperformed FCPVX with an annualized return of 4.19%, while FCPVX has yielded a comparatively lower 3.35% annualized return.


FEDDX

YTD

-0.72%

1M

-1.69%

6M

-6.98%

1Y

1.17%

5Y*

2.48%

10Y*

4.19%

FCPVX

YTD

4.03%

1M

3.74%

6M

-0.21%

1Y

10.33%

5Y*

7.32%

10Y*

3.35%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FEDDX vs. FCPVX - Expense Ratio Comparison

FEDDX has a 1.19% expense ratio, which is higher than FCPVX's 0.99% expense ratio.


FEDDX
Fidelity Emerging Markets Discovery Fund
Expense ratio chart for FEDDX: current value at 1.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.19%
Expense ratio chart for FCPVX: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%

Risk-Adjusted Performance

FEDDX vs. FCPVX — Risk-Adjusted Performance Rank

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

FEDDX
The Risk-Adjusted Performance Rank of FEDDX is 77
Overall Rank
The Sharpe Ratio Rank of FEDDX is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of FEDDX is 77
Sortino Ratio Rank
The Omega Ratio Rank of FEDDX is 77
Omega Ratio Rank
The Calmar Ratio Rank of FEDDX is 99
Calmar Ratio Rank
The Martin Ratio Rank of FEDDX is 77
Martin Ratio Rank

FCPVX
The Risk-Adjusted Performance Rank of FCPVX is 3636
Overall Rank
The Sharpe Ratio Rank of FCPVX is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of FCPVX is 3232
Sortino Ratio Rank
The Omega Ratio Rank of FCPVX is 2828
Omega Ratio Rank
The Calmar Ratio Rank of FCPVX is 5757
Calmar Ratio Rank
The Martin Ratio Rank of FCPVX is 3333
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.

FEDDX vs. FCPVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Emerging Markets Discovery Fund (FEDDX) and Fidelity Small Cap Value Fund (FCPVX). 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.


Sharpe ratio
The chart of Sharpe ratio for FEDDX, currently valued at 0.14, compared to the broader market-1.000.001.002.003.004.000.140.66
The chart of Sortino ratio for FEDDX, currently valued at 0.28, compared to the broader market0.005.0010.000.281.06
The chart of Omega ratio for FEDDX, currently valued at 1.03, compared to the broader market1.002.003.004.001.031.13
The chart of Calmar ratio for FEDDX, currently valued at 0.11, compared to the broader market0.005.0010.0015.0020.000.110.83
The chart of Martin ratio for FEDDX, currently valued at 0.36, compared to the broader market0.0020.0040.0060.0080.000.362.61
FEDDX
FCPVX

The current FEDDX Sharpe Ratio is 0.14, which is lower than the FCPVX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of FEDDX and FCPVX, 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 Ratio0.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
0.14
0.66
FEDDX
FCPVX

Dividends

FEDDX vs. FCPVX - Dividend Comparison

FEDDX's dividend yield for the trailing twelve months is around 4.02%, more than FCPVX's 0.58% yield.


TTM20242023202220212020201920182017201620152014
FEDDX
Fidelity Emerging Markets Discovery Fund
4.02%3.99%2.05%1.69%2.59%0.59%1.05%1.82%0.74%0.80%1.62%0.00%
FCPVX
Fidelity Small Cap Value Fund
0.58%0.60%0.64%0.00%2.04%0.46%0.81%1.10%1.09%0.77%12.28%12.65%

Drawdowns

FEDDX vs. FCPVX - Drawdown Comparison

The maximum FEDDX drawdown since its inception was -42.98%, smaller than the maximum FCPVX drawdown of -58.43%. Use the drawdown chart below to compare losses from any high point for FEDDX and FCPVX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-14.10%
-5.10%
FEDDX
FCPVX

Volatility

FEDDX vs. FCPVX - Volatility Comparison

The current volatility for Fidelity Emerging Markets Discovery Fund (FEDDX) is 4.20%, while Fidelity Small Cap Value Fund (FCPVX) has a volatility of 5.93%. This indicates that FEDDX experiences smaller price fluctuations and is considered to be less risky than FCPVX 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%AugustSeptemberOctoberNovemberDecember2025
4.20%
5.93%
FEDDX
FCPVX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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