FEQIX vs. VTV
FEQIX (Fidelity Equity-Income Fund) and VTV (Vanguard Value ETF) are both Large Cap Value Equities funds. FEQIX is actively managed, while VTV is passively managed. Over the past 10 years, FEQIX returned 11.96%/yr vs 12.57%/yr for VTV. Their 0.97 correlation means they have historically moved very closely together. FEQIX charges 0.57%/yr vs 0.04%/yr for VTV.
Performance
FEQIX vs. VTV - Performance Comparison
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Returns By Period
In the year-to-date period, FEQIX achieves a 13.03% return, which is significantly lower than VTV's 16.37% return. Over the past 10 years, FEQIX has underperformed VTV with an annualized return of 11.96%, while VTV has yielded a comparatively higher 12.57% annualized return.
FEQIX
- 1D
- 0.88%
- 1M
- 1.19%
- 6M
- 9.01%
- YTD
- 13.03%
- 1Y
- 23.68%
- 3Y*
- 17.05%
- 5Y*
- 11.59%
- 10Y*
- 11.96%
- ALL TIME*
- 8.41%
VTV
- 1D
- -0.27%
- 1M
- 0.36%
- 6M
- 11.27%
- YTD
- 16.37%
- 1Y
- 27.94%
- 3Y*
- 17.12%
- 5Y*
- 12.29%
- 10Y*
- 12.57%
- ALL TIME*
- 9.67%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $688.19M | $688.42M | $619.05M |
FEQIX vs. VTV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FEQIX Fidelity Equity-Income Fund | 13.03% | 18.96% | 15.34% | 10.62% | -5.10% | 24.49% | 6.77% | 27.90% | -8.46% | 12.80% |
VTV Vanguard Value ETF | 16.37% | 15.27% | 15.95% | 9.32% | -2.09% | 26.53% | 2.33% | 25.66% | -5.47% | 17.15% |
Correlation
The correlation between FEQIX and VTV is 0.91, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.91 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.97 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.97 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.97 |
The correlation between FEQIX and VTV has been stable across timeframes, ranging from 0.91 to 0.97 - a consistent structural relationship.
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Return for Risk
FEQIX vs. VTV — Risk / Return Rank
FEQIX
VTV
FEQIX vs. VTV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Equity-Income Fund (FEQIX) and Vanguard Value ETF (VTV). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FEQIX | VTV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.35 | ||
| Sortino ratioReturn per unit of downside risk | -0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.47 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.37 | 4.24 | -0.87 |
| Martin ratioReturn relative to average drawdown | 13.83 | 16.42 | -2.60 |
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Drawdowns
FEQIX vs. VTV - Drawdown Comparison
The maximum FEQIX drawdown since its inception was -62.38%, which is greater than VTV's maximum drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for FEQIX and VTV.
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Drawdown Indicators
| FEQIX | VTV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.38% | -59.27% | -3.11% |
Max Drawdown (1Y)Largest decline over 1 year | -6.48% | -6.35% | -0.13% |
Max Drawdown (3Y)Largest decline over 3 years | -13.18% | -14.52% | +1.34% |
Max Drawdown (5Y)Largest decline over 5 years | -17.20% | -17.04% | -0.16% |
Max Drawdown (10Y)Largest decline over 10 years | -33.12% | -36.78% | +3.66% |
Current DrawdownCurrent decline from peak | -0.21% | -1.36% | +1.15% |
Average DrawdownAverage peak-to-trough decline | -7.98% | -7.82% | -0.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.58% | 1.64% | -0.06% |
Volatility
FEQIX vs. VTV - Volatility Comparison
Fidelity Equity-Income Fund (FEQIX) and Vanguard Value ETF (VTV) have volatilities of 2.67% and 2.62%, 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
| FEQIX | VTV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.67% | 2.62% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 7.36% | 7.72% | -0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.66% | 10.36% | -0.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.39% | 13.82% | -0.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.41% | 16.61% | -1.20% |
FEQIX vs. VTV - Expense Ratio Comparison
FEQIX has a 0.57% expense ratio, which is higher than VTV's 0.04% expense ratio.
Dividends
FEQIX vs. VTV - Dividend Comparison
FEQIX's dividend yield for the trailing twelve months is around 4.45%, more than VTV's 1.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FEQIX Fidelity Equity-Income Fund | 4.45% | 4.67% | 5.51% | 4.26% | 4.56% | 9.90% | 3.38% | 7.16% | 9.76% | 6.29% | 4.28% | 12.17% |
VTV Vanguard Value ETF | 1.86% | 2.05% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% |
Frequently Asked Questions
With a correlation of 0.91, FEQIX and VTV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
FEQIX has higher volatility (2.67%) compared to VTV (2.62%). In terms of maximum drawdown, FEQIX dropped -62.38% vs VTV's -59.27%.
VTV currently has the higher Sharpe Ratio (2.62 vs 2.27), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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