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FISVX vs. DHSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FISVX vs. DHSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Small Cap Value Index Fund (FISVX) and Diamond Hill Small Cap Fund Class I (DHSIX). The values are adjusted to include any dividend payments, if applicable.

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FISVX vs. DHSIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FISVX
Fidelity Small Cap Value Index Fund
2.23%12.70%8.16%14.72%-14.42%28.26%4.49%9.54%
DHSIX
Diamond Hill Small Cap Fund Class I
0.83%11.83%13.10%24.25%-14.85%32.69%-0.27%9.64%

Returns By Period

In the year-to-date period, FISVX achieves a 2.23% return, which is significantly higher than DHSIX's 0.83% return.


FISVX

1D
-0.89%
1M
-6.12%
YTD
2.23%
6M
5.57%
1Y
24.88%
3Y*
12.88%
5Y*
5.32%
10Y*

DHSIX

1D
-0.08%
1M
-7.18%
YTD
0.83%
6M
5.72%
1Y
27.50%
3Y*
14.23%
5Y*
9.07%
10Y*
8.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FISVX vs. DHSIX - Expense Ratio Comparison

FISVX has a 0.05% expense ratio, which is lower than DHSIX's 0.97% expense ratio.


Return for Risk

FISVX vs. DHSIX — Risk / Return Rank

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

FISVX
FISVX Risk / Return Rank: 6666
Overall Rank
FISVX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FISVX Sortino Ratio Rank: 6868
Sortino Ratio Rank
FISVX Omega Ratio Rank: 5858
Omega Ratio Rank
FISVX Calmar Ratio Rank: 7171
Calmar Ratio Rank
FISVX Martin Ratio Rank: 6868
Martin Ratio Rank

DHSIX
DHSIX Risk / Return Rank: 6868
Overall Rank
DHSIX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
DHSIX Sortino Ratio Rank: 7171
Sortino Ratio Rank
DHSIX Omega Ratio Rank: 5757
Omega Ratio Rank
DHSIX Calmar Ratio Rank: 8080
Calmar Ratio Rank
DHSIX Martin Ratio Rank: 6868
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.

FISVX vs. DHSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Small Cap Value Index Fund (FISVX) and Diamond Hill Small Cap Fund Class I (DHSIX). 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.


FISVXDHSIXDifference

Sharpe ratio

Return per unit of total volatility

1.13

1.18

-0.06

Sortino ratio

Return per unit of downside risk

1.66

1.81

-0.14

Omega ratio

Gain probability vs. loss probability

1.22

1.23

-0.01

Calmar ratio

Return relative to maximum drawdown

1.61

1.95

-0.34

Martin ratio

Return relative to average drawdown

6.40

6.50

-0.10

FISVX vs. DHSIX - Sharpe Ratio Comparison

The current FISVX Sharpe Ratio is 1.13, which is comparable to the DHSIX Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of FISVX and DHSIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FISVXDHSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

1.18

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.43

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.37

-0.03

Correlation

The correlation between FISVX and DHSIX 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

FISVX vs. DHSIX - Dividend Comparison

FISVX's dividend yield for the trailing twelve months is around 2.13%, less than DHSIX's 5.69% yield.


TTM20252024202320222021202020192018201720162015
FISVX
Fidelity Small Cap Value Index Fund
2.13%2.18%1.70%2.06%3.69%9.55%1.33%0.62%0.00%0.00%0.00%0.00%
DHSIX
Diamond Hill Small Cap Fund Class I
5.69%5.74%15.81%30.09%18.06%17.39%0.61%7.13%10.46%6.90%2.68%1.95%

Drawdowns

FISVX vs. DHSIX - Drawdown Comparison

The maximum FISVX drawdown since its inception was -44.66%, smaller than the maximum DHSIX drawdown of -52.83%. Use the drawdown chart below to compare losses from any high point for FISVX and DHSIX.


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Drawdown Indicators


FISVXDHSIXDifference

Max Drawdown

Largest peak-to-trough decline

-44.66%

-52.83%

+8.17%

Max Drawdown (1Y)

Largest decline over 1 year

-13.82%

-12.91%

-0.91%

Max Drawdown (5Y)

Largest decline over 5 years

-26.50%

-28.33%

+1.83%

Max Drawdown (10Y)

Largest decline over 10 years

-45.96%

Current Drawdown

Current decline from peak

-7.80%

-10.16%

+2.36%

Average Drawdown

Average peak-to-trough decline

-10.58%

-8.43%

-2.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

3.87%

-0.40%

Volatility

FISVX vs. DHSIX - Volatility Comparison

The current volatility for Fidelity Small Cap Value Index Fund (FISVX) is 5.72%, while Diamond Hill Small Cap Fund Class I (DHSIX) has a volatility of 6.12%. This indicates that FISVX experiences smaller price fluctuations and is considered to be less risky than DHSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FISVXDHSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.72%

6.12%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

12.87%

14.00%

-1.13%

Volatility (1Y)

Calculated over the trailing 1-year period

21.97%

23.80%

-1.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.79%

21.43%

+0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.95%

22.13%

+4.82%