FETKX vs. AUXFX

Last updated Jun 24, 2026

FETKX (Fidelity Equity Dividend Income Fund Class K) and AUXFX (Auxier Focus Fund) are both Large Cap Value Equities funds. Over the past 10 years, FETKX returned 10.37%/yr vs 10.35%/yr for AUXFX. Their correlation of 0.93 suggests significant overlap in exposure. FETKX charges 0.49%/yr vs 0.92%/yr for AUXFX.

Performance

FETKX vs. AUXFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Equity Dividend Income Fund Class K (FETKX) and Auxier Focus Fund (AUXFX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FETKX achieves a 9.03% return, which is significantly higher than AUXFX's 7.37% return. Both investments have delivered pretty close results over the past 10 years, with FETKX having a 10.37% annualized return and AUXFX not far behind at 10.35%.

FETKX

• 1D: -0.03%
• 1M: 0.47%
• YTD: 9.03%
• 6M: 2.31%
• 1Y: 13.12%
• 3Y*: 13.05%
• 5Y*: 9.08%
• 10Y*: 10.37%

AUXFX

• 1D: 0.14%
• 1M: -1.33%
• YTD: 7.37%
• 6M: 6.86%
• 1Y: 16.86%
• 3Y*: 13.61%
• 5Y*: 8.96%
• 10Y*: 10.35%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FETKX vs. AUXFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FETKX Fidelity Equity Dividend Income Fund Class K	9.03%	7.33%	12.57%	11.71%	-0.93%	22.32%	1.95%	27.40%	-9.22%	13.32%
AUXFX Auxier Focus Fund	7.37%	15.23%	11.31%	9.76%	-4.52%	20.03%	6.04%	20.20%	-4.13%	17.75%

Correlation

The correlation between FETKX and AUXFX is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.83
Correlation (3Y) Calculated over the trailing 3-year period	0.87
Correlation (5Y) Calculated over the trailing 5-year period	0.91
Correlation (10Y) Calculated over the trailing 10-year period	0.91
Correlation (All Time) Calculated using the full available price history since May 15, 2008	0.93

The correlation between FETKX and AUXFX has been stable across timeframes, ranging from 0.83 to 0.93 - a consistent structural relationship.

Return for Risk

FETKX vs. AUXFX — Risk / Return Rank

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

FETKX

FETKX Risk / Return Rank: 23
FETKX Sharpe Ratio Rank: 21
FETKX Sortino Ratio Rank: 17
FETKX Omega Ratio Rank: 23
FETKX Calmar Ratio Rank: 30
FETKX Martin Ratio Rank: 26

AUXFX

AUXFX Risk / Return Rank: 62
AUXFX Sharpe Ratio Rank: 57
AUXFX Sortino Ratio Rank: 61
AUXFX Omega Ratio Rank: 53
AUXFX Calmar Ratio Rank: 76
AUXFX Martin Ratio Rank: 64

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.

FETKX vs. AUXFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Equity Dividend Income Fund Class K (FETKX) and Auxier Focus Fund (AUXFX). 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.

	FETKX	AUXFX	Difference
Sharpe ratio: Return per unit of total volatility	1.19	2.05	-0.86
Sortino ratio: Return per unit of downside risk	1.61	3.00	-1.39
Omega ratio: Gain probability vs. loss probability	1.23	1.37	-0.13
Calmar ratio: Return relative to maximum drawdown	1.91	3.29	-1.37
Martin ratio: Return relative to average drawdown	5.76	11.81	-6.05

FETKX vs. AUXFX - Sharpe Ratio Comparison

The current FETKX Sharpe Ratio is 1.19, which is lower than the AUXFX Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of FETKX and AUXFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FETKX vs. AUXFX - Drawdown Comparison

The maximum FETKX drawdown since its inception was -56.51%, which is greater than AUXFX's maximum drawdown of -39.82%. Use the drawdown chart below to compare losses from any high point for FETKX and AUXFX.

Drawdown Indicators

	FETKX	AUXFX	Difference
Max Drawdown Largest peak-to-trough decline	-56.51%	-39.82%	-16.69%
Max Drawdown (1Y) Largest decline over 1 year	-7.41%	-5.42%	-1.99%
Max Drawdown (3Y) Largest decline over 3 years	-13.22%	-9.30%	-3.92%
Max Drawdown (5Y) Largest decline over 5 years	-16.07%	-15.73%	-0.34%
Max Drawdown (10Y) Largest decline over 10 years	-39.14%	-33.69%	-5.45%
Current Drawdown Current decline from peak	-1.53%	-1.42%	-0.11%
Average Drawdown Average peak-to-trough decline	-7.50%	-4.41%	-3.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.45%	1.51%	+0.94%

Volatility

FETKX vs. AUXFX - Volatility Comparison

Fidelity Equity Dividend Income Fund Class K (FETKX) has a higher volatility of 2.79% compared to Auxier Focus Fund (AUXFX) at 2.60%. This indicates that FETKX's price experiences larger fluctuations and is considered to be riskier than AUXFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FETKX	AUXFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.79%	2.60%	+0.19%
Volatility (6M) Calculated over the trailing 6-month period	9.56%	6.31%	+3.25%
Volatility (1Y) Calculated over the trailing 1-year period	11.93%	8.70%	+3.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.75%	12.17%	+1.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.60%	15.20%	+1.40%

FETKX vs. AUXFX - Expense Ratio Comparison

FETKX has a 0.49% expense ratio, which is lower than AUXFX's 0.92% expense ratio.

Dividends

FETKX vs. AUXFX - Dividend Comparison

FETKX's dividend yield for the trailing twelve months is around 1.46%, less than AUXFX's 2.64% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AUXFX Auxier Focus Fund	2.64%	2.84%	3.41%	4.38%	3.02%	2.49%	2.36%	6.03%	6.82%	5.52%	2.77%	5.76%
FETKX Fidelity Equity Dividend Income Fund Class K	1.46%	1.56%	8.47%	5.31%	7.74%	11.62%	2.52%	8.49%	14.43%	9.47%	6.22%	6.09%

Frequently Asked Questions

Can I hold both FETKX and AUXFX in my portfolio?

FETKX and AUXFX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FETKX or AUXFX?

FETKX has higher volatility (2.79%) compared to AUXFX (2.60%). In terms of maximum drawdown, FETKX dropped -56.51% vs AUXFX's -39.82%.

Which has better risk-adjusted returns?

AUXFX currently has the higher Sharpe Ratio (2.05 vs 1.19), 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.