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FISVX vs. IJS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

FISVX vs. IJS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Small Cap Value Index Fund (FISVX) and iShares S&P SmallCap 600 Value ETF (IJS). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
10.44%
11.73%
FISVX
IJS

Returns By Period

In the year-to-date period, FISVX achieves a 13.05% return, which is significantly higher than IJS's 10.10% return.


FISVX

YTD

13.05%

1M

1.58%

6M

10.44%

1Y

27.61%

5Y (annualized)

9.36%

10Y (annualized)

N/A

IJS

YTD

10.10%

1M

2.28%

6M

11.73%

1Y

25.08%

5Y (annualized)

9.41%

10Y (annualized)

8.55%

Key characteristics


FISVXIJS
Sharpe Ratio1.391.26
Sortino Ratio2.091.91
Omega Ratio1.251.23
Calmar Ratio1.581.66
Martin Ratio7.325.77
Ulcer Index4.04%4.61%
Daily Std Dev21.31%21.11%
Max Drawdown-44.66%-60.11%
Current Drawdown-4.38%-4.41%

Compare stocks, funds, or ETFs

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


FISVX vs. IJS - Expense Ratio Comparison

FISVX has a 0.05% expense ratio, which is lower than IJS's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


IJS
iShares S&P SmallCap 600 Value ETF
Expense ratio chart for IJS: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for FISVX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Correlation

-0.50.00.51.01.0

The correlation between FISVX and IJS is 0.98, 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.

Risk-Adjusted Performance

FISVX vs. IJS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Small Cap Value Index Fund (FISVX) and iShares S&P SmallCap 600 Value ETF (IJS). 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.


Sharpe ratio
The chart of Sharpe ratio for FISVX, currently valued at 1.39, compared to the broader market0.002.004.001.391.26
The chart of Sortino ratio for FISVX, currently valued at 2.09, compared to the broader market0.005.0010.002.091.91
The chart of Omega ratio for FISVX, currently valued at 1.25, compared to the broader market1.002.003.004.001.251.23
The chart of Calmar ratio for FISVX, currently valued at 1.58, compared to the broader market0.005.0010.0015.0020.0025.001.581.66
The chart of Martin ratio for FISVX, currently valued at 7.32, compared to the broader market0.0020.0040.0060.0080.00100.007.325.77
FISVX
IJS

The current FISVX Sharpe Ratio is 1.39, which is comparable to the IJS Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of FISVX and IJS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.39
1.26
FISVX
IJS

Dividends

FISVX vs. IJS - Dividend Comparison

FISVX's dividend yield for the trailing twelve months is around 1.63%, more than IJS's 1.45% yield.


TTM20232022202120202019201820172016201520142013
FISVX
Fidelity Small Cap Value Index Fund
1.63%2.06%1.94%1.58%1.33%0.55%0.00%0.00%0.00%0.00%0.00%0.00%
IJS
iShares S&P SmallCap 600 Value ETF
1.45%1.42%1.47%1.52%1.00%1.66%1.75%1.41%1.22%1.59%1.41%1.18%

Drawdowns

FISVX vs. IJS - Drawdown Comparison

The maximum FISVX drawdown since its inception was -44.66%, smaller than the maximum IJS drawdown of -60.11%. Use the drawdown chart below to compare losses from any high point for FISVX and IJS. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.38%
-4.41%
FISVX
IJS

Volatility

FISVX vs. IJS - Volatility Comparison

Fidelity Small Cap Value Index Fund (FISVX) and iShares S&P SmallCap 600 Value ETF (IJS) have volatilities of 8.09% and 7.91%, 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.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%JuneJulyAugustSeptemberOctoberNovember
8.09%
7.91%
FISVX
IJS