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

Key characteristics


FISVXVBR
YTD Return16.15%19.15%
1Y Return38.75%38.40%
3Y Return (Ann)2.90%6.86%
5Y Return (Ann)9.82%11.96%
Sharpe Ratio1.752.22
Sortino Ratio2.593.15
Omega Ratio1.311.39
Calmar Ratio1.733.11
Martin Ratio9.6212.90
Ulcer Index4.02%2.95%
Daily Std Dev22.05%17.17%
Max Drawdown-44.66%-62.01%
Current Drawdown-1.77%-1.23%

Correlation

-0.50.00.51.01.0

The correlation between FISVX and VBR 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.

Performance

FISVX vs. VBR - Performance Comparison

In the year-to-date period, FISVX achieves a 16.15% return, which is significantly lower than VBR's 19.15% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
12.91%
11.65%
FISVX
VBR

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FISVX vs. VBR - Expense Ratio Comparison

FISVX has a 0.05% expense ratio, which is lower than VBR's 0.07% 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%.


VBR
Vanguard Small-Cap Value ETF
Expense ratio chart for VBR: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
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%

Risk-Adjusted Performance

FISVX vs. VBR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Small Cap Value Index Fund (FISVX) and Vanguard Small-Cap Value ETF (VBR). 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.


FISVX
Sharpe ratio
The chart of Sharpe ratio for FISVX, currently valued at 1.75, compared to the broader market0.002.004.001.75
Sortino ratio
The chart of Sortino ratio for FISVX, currently valued at 2.59, compared to the broader market0.005.0010.002.59
Omega ratio
The chart of Omega ratio for FISVX, currently valued at 1.31, compared to the broader market1.002.003.004.001.31
Calmar ratio
The chart of Calmar ratio for FISVX, currently valued at 1.73, compared to the broader market0.005.0010.0015.0020.001.73
Martin ratio
The chart of Martin ratio for FISVX, currently valued at 9.62, compared to the broader market0.0020.0040.0060.0080.00100.009.62
VBR
Sharpe ratio
The chart of Sharpe ratio for VBR, currently valued at 2.22, compared to the broader market0.002.004.002.22
Sortino ratio
The chart of Sortino ratio for VBR, currently valued at 3.15, compared to the broader market0.005.0010.003.15
Omega ratio
The chart of Omega ratio for VBR, currently valued at 1.39, compared to the broader market1.002.003.004.001.39
Calmar ratio
The chart of Calmar ratio for VBR, currently valued at 3.11, compared to the broader market0.005.0010.0015.0020.003.11
Martin ratio
The chart of Martin ratio for VBR, currently valued at 12.90, compared to the broader market0.0020.0040.0060.0080.00100.0012.90

FISVX vs. VBR - Sharpe Ratio Comparison

The current FISVX Sharpe Ratio is 1.75, which is comparable to the VBR Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of FISVX and VBR, 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 Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.75
2.22
FISVX
VBR

Dividends

FISVX vs. VBR - Dividend Comparison

FISVX's dividend yield for the trailing twelve months is around 1.59%, less than VBR's 1.89% yield.


TTM20232022202120202019201820172016201520142013
FISVX
Fidelity Small Cap Value Index Fund
1.59%2.06%1.94%1.58%1.33%0.55%0.00%0.00%0.00%0.00%0.00%0.00%
VBR
Vanguard Small-Cap Value ETF
1.89%2.12%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%1.77%1.87%

Drawdowns

FISVX vs. VBR - Drawdown Comparison

The maximum FISVX drawdown since its inception was -44.66%, smaller than the maximum VBR drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for FISVX and VBR. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.77%
-1.23%
FISVX
VBR

Volatility

FISVX vs. VBR - Volatility Comparison

Fidelity Small Cap Value Index Fund (FISVX) has a higher volatility of 8.03% compared to Vanguard Small-Cap Value ETF (VBR) at 5.78%. This indicates that FISVX's price experiences larger fluctuations and is considered to be riskier than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%JuneJulyAugustSeptemberOctoberNovember
8.03%
5.78%
FISVX
VBR