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

Correlation

The correlation between FISVX and QABA is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

FISVX vs. QABA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Small Cap Value Index Fund (FISVX) and First Trust NASDAQ ABA Community Bank Index Fund (QABA). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
24.02%
23.79%
FISVX
QABA

Key characteristics

Sharpe Ratio

FISVX:

-0.11

QABA:

0.48

Sortino Ratio

FISVX:

0.01

QABA:

0.92

Omega Ratio

FISVX:

1.00

QABA:

1.11

Calmar Ratio

FISVX:

-0.10

QABA:

0.51

Martin Ratio

FISVX:

-0.30

QABA:

1.48

Ulcer Index

FISVX:

8.59%

QABA:

9.55%

Daily Std Dev

FISVX:

23.55%

QABA:

29.71%

Max Drawdown

FISVX:

-44.66%

QABA:

-49.30%

Current Drawdown

FISVX:

-19.38%

QABA:

-18.80%

Returns By Period

In the year-to-date period, FISVX achieves a -11.56% return, which is significantly lower than QABA's -8.51% return.


FISVX

YTD

-11.56%

1M

-6.33%

6M

-11.15%

1Y

-1.56%

5Y*

11.47%

10Y*

N/A

QABA

YTD

-8.51%

1M

-4.77%

6M

-4.19%

1Y

15.40%

5Y*

12.19%

10Y*

5.38%

*Annualized

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FISVX vs. QABA - Expense Ratio Comparison

FISVX has a 0.05% expense ratio, which is lower than QABA's 0.60% expense ratio.


Expense ratio chart for QABA: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QABA: 0.60%
Expense ratio chart for FISVX: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FISVX: 0.05%

Risk-Adjusted Performance

FISVX vs. QABA — Risk-Adjusted Performance Rank

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

FISVX
The Risk-Adjusted Performance Rank of FISVX is 1515
Overall Rank
The Sharpe Ratio Rank of FISVX is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of FISVX is 1616
Sortino Ratio Rank
The Omega Ratio Rank of FISVX is 1616
Omega Ratio Rank
The Calmar Ratio Rank of FISVX is 1414
Calmar Ratio Rank
The Martin Ratio Rank of FISVX is 1515
Martin Ratio Rank

QABA
The Risk-Adjusted Performance Rank of QABA is 5858
Overall Rank
The Sharpe Ratio Rank of QABA is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of QABA is 6363
Sortino Ratio Rank
The Omega Ratio Rank of QABA is 5858
Omega Ratio Rank
The Calmar Ratio Rank of QABA is 6262
Calmar Ratio Rank
The Martin Ratio Rank of QABA is 5050
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FISVX vs. QABA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Small Cap Value Index Fund (FISVX) and First Trust NASDAQ ABA Community Bank Index Fund (QABA). 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 chart of Sharpe ratio for FISVX, currently valued at -0.11, compared to the broader market-1.000.001.002.003.00
FISVX: -0.11
QABA: 0.48
The chart of Sortino ratio for FISVX, currently valued at 0.01, compared to the broader market-2.000.002.004.006.008.00
FISVX: 0.01
QABA: 0.92
The chart of Omega ratio for FISVX, currently valued at 1.00, compared to the broader market0.501.001.502.002.503.00
FISVX: 1.00
QABA: 1.11
The chart of Calmar ratio for FISVX, currently valued at -0.10, compared to the broader market0.002.004.006.008.0010.00
FISVX: -0.10
QABA: 0.51
The chart of Martin ratio for FISVX, currently valued at -0.30, compared to the broader market0.0010.0020.0030.0040.0050.00
FISVX: -0.30
QABA: 1.48

The current FISVX Sharpe Ratio is -0.11, which is lower than the QABA Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of FISVX and QABA, 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 Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.11
0.48
FISVX
QABA

Dividends

FISVX vs. QABA - Dividend Comparison

FISVX's dividend yield for the trailing twelve months is around 1.92%, less than QABA's 2.68% yield.


TTM20242023202220212020201920182017201620152014
FISVX
Fidelity Small Cap Value Index Fund
1.92%1.70%2.06%1.94%1.58%1.33%0.55%0.00%0.00%0.00%0.00%0.00%
QABA
First Trust NASDAQ ABA Community Bank Index Fund
2.68%2.37%2.71%2.10%1.68%2.55%1.95%1.90%1.43%1.12%1.39%1.28%

Drawdowns

FISVX vs. QABA - Drawdown Comparison

The maximum FISVX drawdown since its inception was -44.66%, smaller than the maximum QABA drawdown of -49.30%. Use the drawdown chart below to compare losses from any high point for FISVX and QABA. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-19.38%
-18.80%
FISVX
QABA

Volatility

FISVX vs. QABA - Volatility Comparison

Fidelity Small Cap Value Index Fund (FISVX) and First Trust NASDAQ ABA Community Bank Index Fund (QABA) have volatilities of 13.31% and 13.21%, 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%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.31%
13.21%
FISVX
QABA