PortfoliosLab logoPortfoliosLab logo
FFIDX vs. FDSVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFIDX vs. FDSVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Fund (FFIDX) and Fidelity Growth Discovery Fund (FDSVX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FFIDX vs. FDSVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFIDX
Fidelity Fund
-6.42%20.04%27.13%30.93%-25.88%33.22%26.43%33.46%-5.31%23.28%
FDSVX
Fidelity Growth Discovery Fund
-5.39%15.14%30.19%35.63%-24.43%22.93%43.43%33.77%-0.33%34.63%

Returns By Period

In the year-to-date period, FFIDX achieves a -6.42% return, which is significantly lower than FDSVX's -5.39% return. Over the past 10 years, FFIDX has underperformed FDSVX with an annualized return of 14.45%, while FDSVX has yielded a comparatively higher 16.98% annualized return.


FFIDX

1D
3.24%
1M
-4.74%
YTD
-6.42%
6M
-2.86%
1Y
21.33%
3Y*
19.56%
5Y*
11.90%
10Y*
14.45%

FDSVX

1D
4.29%
1M
-5.36%
YTD
-5.39%
6M
-4.84%
1Y
18.14%
3Y*
20.43%
5Y*
11.27%
10Y*
16.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


FFIDX vs. FDSVX - Expense Ratio Comparison

FFIDX has a 0.45% expense ratio, which is lower than FDSVX's 0.77% expense ratio.


Return for Risk

FFIDX vs. FDSVX — Risk / Return Rank

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

FFIDX
FFIDX Risk / Return Rank: 7070
Overall Rank
FFIDX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FFIDX Sortino Ratio Rank: 6868
Sortino Ratio Rank
FFIDX Omega Ratio Rank: 6767
Omega Ratio Rank
FFIDX Calmar Ratio Rank: 7676
Calmar Ratio Rank
FFIDX Martin Ratio Rank: 7777
Martin Ratio Rank

FDSVX
FDSVX Risk / Return Rank: 4646
Overall Rank
FDSVX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
FDSVX Sortino Ratio Rank: 4343
Sortino Ratio Rank
FDSVX Omega Ratio Rank: 4141
Omega Ratio Rank
FDSVX Calmar Ratio Rank: 5959
Calmar Ratio Rank
FDSVX Martin Ratio Rank: 5151
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.

FFIDX vs. FDSVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Fund (FFIDX) and Fidelity Growth Discovery Fund (FDSVX). 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.


FFIDXFDSVXDifference

Sharpe ratio

Return per unit of total volatility

1.14

0.85

+0.28

Sortino ratio

Return per unit of downside risk

1.73

1.35

+0.39

Omega ratio

Gain probability vs. loss probability

1.26

1.19

+0.07

Calmar ratio

Return relative to maximum drawdown

1.84

1.43

+0.41

Martin ratio

Return relative to average drawdown

7.51

5.14

+2.37

FFIDX vs. FDSVX - Sharpe Ratio Comparison

The current FFIDX Sharpe Ratio is 1.14, which is higher than the FDSVX Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of FFIDX and FDSVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FFIDXFDSVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

0.85

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.56

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.83

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.50

-0.03

Correlation

The correlation between FFIDX and FDSVX 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

FFIDX vs. FDSVX - Dividend Comparison

FFIDX's dividend yield for the trailing twelve months is around 1.26%, less than FDSVX's 1.67% yield.


TTM20252024202320222021202020192018201720162015
FFIDX
Fidelity Fund
1.26%1.18%0.00%2.41%0.67%4.60%2.71%5.41%7.40%11.12%7.01%5.48%
FDSVX
Fidelity Growth Discovery Fund
1.67%1.58%12.81%2.55%3.65%13.46%9.63%4.28%5.02%4.87%0.09%0.17%

Drawdowns

FFIDX vs. FDSVX - Drawdown Comparison

The maximum FFIDX drawdown since its inception was -55.35%, smaller than the maximum FDSVX drawdown of -59.34%. Use the drawdown chart below to compare losses from any high point for FFIDX and FDSVX.


Loading graphics...

Drawdown Indicators


FFIDXFDSVXDifference

Max Drawdown

Largest peak-to-trough decline

-55.35%

-59.34%

+3.99%

Max Drawdown (1Y)

Largest decline over 1 year

-12.01%

-13.05%

+1.04%

Max Drawdown (5Y)

Largest decline over 5 years

-30.33%

-29.83%

-0.50%

Max Drawdown (10Y)

Largest decline over 10 years

-30.66%

-31.09%

+0.43%

Current Drawdown

Current decline from peak

-7.98%

-8.77%

+0.79%

Average Drawdown

Average peak-to-trough decline

-11.89%

-12.67%

+0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

3.64%

-0.69%

Volatility

FFIDX vs. FDSVX - Volatility Comparison

The current volatility for Fidelity Fund (FFIDX) is 5.64%, while Fidelity Growth Discovery Fund (FDSVX) has a volatility of 7.76%. This indicates that FFIDX experiences smaller price fluctuations and is considered to be less risky than FDSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FFIDXFDSVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.64%

7.76%

-2.12%

Volatility (6M)

Calculated over the trailing 6-month period

9.76%

13.34%

-3.58%

Volatility (1Y)

Calculated over the trailing 1-year period

19.51%

22.20%

-2.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.23%

20.33%

-1.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.40%

20.52%

-1.12%