FEQTX vs. MSCI

In the year-to-date period, FEQTX achieves a 0.90% return, which is significantly higher than MSCI's -6.30% return. Over the past 10 years, FEQTX has underperformed MSCI with an annualized return of 8.60%, while MSCI has yielded a comparatively higher 25.72% annualized return.

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

This table presents a comparison of risk-adjusted performance metrics for Fidelity Equity Dividend Income Fund (FEQTX) and MSCI Inc. (MSCI). 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.

The current FEQTX Sharpe Ratio is 0.50, which is comparable to the MSCI Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of FEQTX and MSCI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FEQTX's dividend yield for the trailing twelve months is around 8.51%, more than MSCI's 1.22% yield.

The maximum FEQTX drawdown since its inception was -60.72%, smaller than the maximum MSCI drawdown of -69.06%. Use the drawdown chart below to compare losses from any high point for FEQTX and MSCI.

The current volatility for Fidelity Equity Dividend Income Fund (FEQTX) is 3.74%, while MSCI Inc. (MSCI) has a volatility of 4.88%. This indicates that FEQTX experiences smaller price fluctuations and is considered to be less risky than MSCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.