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FJACX vs. HASCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FJACX vs. HASCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series Small Cap Discovery Fund (FJACX) and Harbor Small Cap Value Fund (HASCX). The values are adjusted to include any dividend payments, if applicable.

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FJACX vs. HASCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FJACX
Fidelity Series Small Cap Discovery Fund
-4.64%11.80%3.11%21.79%-13.96%36.36%9.62%30.01%-17.37%9.59%
HASCX
Harbor Small Cap Value Fund
8.12%3.78%10.93%15.18%-9.59%14.55%13.15%28.97%-16.16%21.63%

Returns By Period

In the year-to-date period, FJACX achieves a -4.64% return, which is significantly lower than HASCX's 8.12% return. Over the past 10 years, FJACX has underperformed HASCX with an annualized return of 8.97%, while HASCX has yielded a comparatively higher 10.24% annualized return.


FJACX

1D
-1.23%
1M
-7.75%
YTD
-4.64%
6M
-2.32%
1Y
13.16%
3Y*
8.38%
5Y*
6.17%
10Y*
8.97%

HASCX

1D
-1.56%
1M
-8.37%
YTD
8.12%
6M
10.62%
1Y
24.67%
3Y*
10.76%
5Y*
5.48%
10Y*
10.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FJACX vs. HASCX - Expense Ratio Comparison

FJACX has a 0.00% expense ratio, which is lower than HASCX's 0.87% expense ratio.


Return for Risk

FJACX vs. HASCX — Risk / Return Rank

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

FJACX
FJACX Risk / Return Rank: 2626
Overall Rank
FJACX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
FJACX Sortino Ratio Rank: 2828
Sortino Ratio Rank
FJACX Omega Ratio Rank: 2323
Omega Ratio Rank
FJACX Calmar Ratio Rank: 3030
Calmar Ratio Rank
FJACX Martin Ratio Rank: 2626
Martin Ratio Rank

HASCX
HASCX Risk / Return Rank: 6363
Overall Rank
HASCX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
HASCX Sortino Ratio Rank: 6666
Sortino Ratio Rank
HASCX Omega Ratio Rank: 5757
Omega Ratio Rank
HASCX Calmar Ratio Rank: 6565
Calmar Ratio Rank
HASCX Martin Ratio Rank: 6060
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.

FJACX vs. HASCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Small Cap Discovery Fund (FJACX) and Harbor Small Cap Value Fund (HASCX). 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.


FJACXHASCXDifference

Sharpe ratio

Return per unit of total volatility

0.60

1.16

-0.55

Sortino ratio

Return per unit of downside risk

1.02

1.64

-0.62

Omega ratio

Gain probability vs. loss probability

1.13

1.22

-0.09

Calmar ratio

Return relative to maximum drawdown

0.85

1.48

-0.64

Martin ratio

Return relative to average drawdown

2.86

5.74

-2.88

FJACX vs. HASCX - Sharpe Ratio Comparison

The current FJACX Sharpe Ratio is 0.60, which is lower than the HASCX Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of FJACX and HASCX, 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


FJACXHASCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

1.16

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.27

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.45

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.43

-0.06

Correlation

The correlation between FJACX and HASCX is 0.93, 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

FJACX vs. HASCX - Dividend Comparison

FJACX's dividend yield for the trailing twelve months is around 10.94%, more than HASCX's 3.16% yield.


TTM20252024202320222021202020192018201720162015
FJACX
Fidelity Series Small Cap Discovery Fund
10.94%10.44%10.79%2.90%24.03%17.66%2.67%6.65%8.36%1.15%0.45%5.64%
HASCX
Harbor Small Cap Value Fund
3.16%3.41%0.62%6.99%7.25%5.64%0.43%1.41%11.18%1.98%0.36%3.98%

Drawdowns

FJACX vs. HASCX - Drawdown Comparison

The maximum FJACX drawdown since its inception was -45.60%, smaller than the maximum HASCX drawdown of -58.90%. Use the drawdown chart below to compare losses from any high point for FJACX and HASCX.


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Drawdown Indicators


FJACXHASCXDifference

Max Drawdown

Largest peak-to-trough decline

-45.60%

-58.90%

+13.30%

Max Drawdown (1Y)

Largest decline over 1 year

-12.99%

-14.64%

+1.65%

Max Drawdown (5Y)

Largest decline over 5 years

-23.69%

-28.34%

+4.65%

Max Drawdown (10Y)

Largest decline over 10 years

-45.60%

-42.15%

-3.45%

Current Drawdown

Current decline from peak

-11.19%

-9.89%

-1.30%

Average Drawdown

Average peak-to-trough decline

-6.62%

-8.18%

+1.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.85%

3.78%

+0.07%

Volatility

FJACX vs. HASCX - Volatility Comparison

The current volatility for Fidelity Series Small Cap Discovery Fund (FJACX) is 5.63%, while Harbor Small Cap Value Fund (HASCX) has a volatility of 7.21%. This indicates that FJACX experiences smaller price fluctuations and is considered to be less risky than HASCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FJACXHASCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.63%

7.21%

-1.58%

Volatility (6M)

Calculated over the trailing 6-month period

12.91%

14.09%

-1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

21.66%

21.45%

+0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.92%

20.63%

-0.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.54%

22.80%

-1.26%