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FLPSX vs. NMAVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLPSX vs. NMAVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Low-Priced Stock Fund (FLPSX) and Nuance Mid Cap Value Fund (NMAVX). The values are adjusted to include any dividend payments, if applicable.

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FLPSX vs. NMAVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLPSX
Fidelity Low-Priced Stock Fund
0.95%14.69%7.23%14.41%-5.69%24.46%9.34%25.75%-10.80%18.88%
NMAVX
Nuance Mid Cap Value Fund
2.01%1.91%5.20%6.44%-5.26%11.10%4.41%30.71%-5.44%14.81%

Returns By Period

In the year-to-date period, FLPSX achieves a 0.95% return, which is significantly lower than NMAVX's 2.01% return. Over the past 10 years, FLPSX has outperformed NMAVX with an annualized return of 10.11%, while NMAVX has yielded a comparatively lower 7.67% annualized return.


FLPSX

1D
2.01%
1M
-6.01%
YTD
0.95%
6M
2.41%
1Y
16.95%
3Y*
11.99%
5Y*
7.70%
10Y*
10.11%

NMAVX

1D
0.95%
1M
-7.03%
YTD
2.01%
6M
4.85%
1Y
10.22%
3Y*
4.10%
5Y*
3.00%
10Y*
7.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLPSX vs. NMAVX - Expense Ratio Comparison

FLPSX has a 0.82% expense ratio, which is lower than NMAVX's 1.22% expense ratio.


Return for Risk

FLPSX vs. NMAVX — Risk / Return Rank

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

FLPSX
FLPSX Risk / Return Rank: 5555
Overall Rank
FLPSX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
FLPSX Sortino Ratio Rank: 5656
Sortino Ratio Rank
FLPSX Omega Ratio Rank: 5252
Omega Ratio Rank
FLPSX Calmar Ratio Rank: 5555
Calmar Ratio Rank
FLPSX Martin Ratio Rank: 5757
Martin Ratio Rank

NMAVX
NMAVX Risk / Return Rank: 2727
Overall Rank
NMAVX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
NMAVX Sortino Ratio Rank: 2929
Sortino Ratio Rank
NMAVX Omega Ratio Rank: 2121
Omega Ratio Rank
NMAVX Calmar Ratio Rank: 3434
Calmar Ratio Rank
NMAVX Martin Ratio Rank: 2727
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.

FLPSX vs. NMAVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Low-Priced Stock Fund (FLPSX) and Nuance Mid Cap Value Fund (NMAVX). 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.


FLPSXNMAVXDifference

Sharpe ratio

Return per unit of total volatility

1.03

0.73

+0.31

Sortino ratio

Return per unit of downside risk

1.54

1.17

+0.37

Omega ratio

Gain probability vs. loss probability

1.22

1.14

+0.08

Calmar ratio

Return relative to maximum drawdown

1.36

1.09

+0.27

Martin ratio

Return relative to average drawdown

5.57

3.40

+2.17

FLPSX vs. NMAVX - Sharpe Ratio Comparison

The current FLPSX Sharpe Ratio is 1.03, which is higher than the NMAVX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of FLPSX and NMAVX, 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


FLPSXNMAVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

0.73

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.23

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.51

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.50

+0.33

Correlation

The correlation between FLPSX and NMAVX is 0.81, 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

FLPSX vs. NMAVX - Dividend Comparison

FLPSX's dividend yield for the trailing twelve months is around 13.16%, more than NMAVX's 0.98% yield.


TTM20252024202320222021202020192018201720162015
FLPSX
Fidelity Low-Priced Stock Fund
13.16%13.28%16.24%18.29%9.45%12.11%11.14%8.14%13.45%7.45%4.85%4.04%
NMAVX
Nuance Mid Cap Value Fund
0.98%1.00%7.55%1.78%9.05%11.98%0.61%5.91%7.16%7.05%1.83%4.24%

Drawdowns

FLPSX vs. NMAVX - Drawdown Comparison

The maximum FLPSX drawdown since its inception was -54.81%, which is greater than NMAVX's maximum drawdown of -30.93%. Use the drawdown chart below to compare losses from any high point for FLPSX and NMAVX.


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Drawdown Indicators


FLPSXNMAVXDifference

Max Drawdown

Largest peak-to-trough decline

-54.81%

-30.93%

-23.88%

Max Drawdown (1Y)

Largest decline over 1 year

-12.50%

-9.80%

-2.70%

Max Drawdown (5Y)

Largest decline over 5 years

-18.76%

-18.40%

-0.36%

Max Drawdown (10Y)

Largest decline over 10 years

-38.16%

-30.93%

-7.23%

Current Drawdown

Current decline from peak

-6.97%

-7.84%

+0.87%

Average Drawdown

Average peak-to-trough decline

-5.68%

-3.77%

-1.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.06%

3.15%

-0.09%

Volatility

FLPSX vs. NMAVX - Volatility Comparison

Fidelity Low-Priced Stock Fund (FLPSX) has a higher volatility of 4.78% compared to Nuance Mid Cap Value Fund (NMAVX) at 3.80%. This indicates that FLPSX's price experiences larger fluctuations and is considered to be riskier than NMAVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLPSXNMAVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.78%

3.80%

+0.98%

Volatility (6M)

Calculated over the trailing 6-month period

9.31%

7.63%

+1.68%

Volatility (1Y)

Calculated over the trailing 1-year period

16.84%

14.28%

+2.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.20%

13.21%

+3.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.33%

15.05%

+2.28%