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FMAGX vs. FDSVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FMAGX and FDSVX is 0.92, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

FMAGX vs. FDSVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Magellan Fund (FMAGX) and Fidelity Growth Discovery Fund (FDSVX). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%NovemberDecember2025FebruaryMarchApril
304.45%
1,273.72%
FMAGX
FDSVX

Key characteristics

Sharpe Ratio

FMAGX:

0.10

FDSVX:

0.32

Sortino Ratio

FMAGX:

0.30

FDSVX:

0.61

Omega Ratio

FMAGX:

1.04

FDSVX:

1.08

Calmar Ratio

FMAGX:

0.11

FDSVX:

0.32

Martin Ratio

FMAGX:

0.38

FDSVX:

1.17

Ulcer Index

FMAGX:

6.18%

FDSVX:

6.34%

Daily Std Dev

FMAGX:

22.91%

FDSVX:

23.01%

Max Drawdown

FMAGX:

-61.25%

FDSVX:

-59.34%

Current Drawdown

FMAGX:

-11.64%

FDSVX:

-12.80%

Returns By Period

In the year-to-date period, FMAGX achieves a -4.65% return, which is significantly higher than FDSVX's -7.95% return. Over the past 10 years, FMAGX has underperformed FDSVX with an annualized return of 5.25%, while FDSVX has yielded a comparatively higher 14.92% annualized return.


FMAGX

YTD

-4.65%

1M

1.36%

6M

-7.00%

1Y

1.15%

5Y*

8.04%

10Y*

5.25%

FDSVX

YTD

-7.95%

1M

-2.10%

6M

-7.66%

1Y

6.28%

5Y*

17.35%

10Y*

14.92%

*Annualized

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FMAGX vs. FDSVX - Expense Ratio Comparison

FMAGX has a 0.68% expense ratio, which is lower than FDSVX's 0.77% expense ratio.


Expense ratio chart for FDSVX: current value is 0.77%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FDSVX: 0.77%
Expense ratio chart for FMAGX: current value is 0.68%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FMAGX: 0.68%

Risk-Adjusted Performance

FMAGX vs. FDSVX — Risk-Adjusted Performance Rank

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

FMAGX
The Risk-Adjusted Performance Rank of FMAGX is 3131
Overall Rank
The Sharpe Ratio Rank of FMAGX is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of FMAGX is 3131
Sortino Ratio Rank
The Omega Ratio Rank of FMAGX is 3131
Omega Ratio Rank
The Calmar Ratio Rank of FMAGX is 3232
Calmar Ratio Rank
The Martin Ratio Rank of FMAGX is 3030
Martin Ratio Rank

FDSVX
The Risk-Adjusted Performance Rank of FDSVX is 4646
Overall Rank
The Sharpe Ratio Rank of FDSVX is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of FDSVX is 4646
Sortino Ratio Rank
The Omega Ratio Rank of FDSVX is 4545
Omega Ratio Rank
The Calmar Ratio Rank of FDSVX is 4949
Calmar Ratio Rank
The Martin Ratio Rank of FDSVX is 4545
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.

FMAGX vs. FDSVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Magellan Fund (FMAGX) and Fidelity Growth Discovery Fund (FDSVX). 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 FMAGX, currently valued at 0.10, compared to the broader market-1.000.001.002.003.00
FMAGX: 0.10
FDSVX: 0.32
The chart of Sortino ratio for FMAGX, currently valued at 0.30, compared to the broader market-2.000.002.004.006.008.00
FMAGX: 0.30
FDSVX: 0.61
The chart of Omega ratio for FMAGX, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.00
FMAGX: 1.04
FDSVX: 1.08
The chart of Calmar ratio for FMAGX, currently valued at 0.11, compared to the broader market0.002.004.006.008.0010.00
FMAGX: 0.11
FDSVX: 0.32
The chart of Martin ratio for FMAGX, currently valued at 0.38, compared to the broader market0.0010.0020.0030.0040.0050.00
FMAGX: 0.38
FDSVX: 1.17

The current FMAGX Sharpe Ratio is 0.10, which is lower than the FDSVX Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of FMAGX and FDSVX, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.10
0.32
FMAGX
FDSVX

Dividends

FMAGX vs. FDSVX - Dividend Comparison

FMAGX's dividend yield for the trailing twelve months is around 0.24%, less than FDSVX's 13.92% yield.


TTM20242023202220212020201920182017201620152014
FMAGX
Fidelity Magellan Fund
0.24%0.23%0.42%0.27%0.00%0.00%0.48%0.69%0.79%0.60%8.40%13.88%
FDSVX
Fidelity Growth Discovery Fund
13.92%12.81%2.55%3.65%13.46%9.65%4.28%5.02%4.94%0.09%0.16%0.09%

Drawdowns

FMAGX vs. FDSVX - Drawdown Comparison

The maximum FMAGX drawdown since its inception was -61.25%, roughly equal to the maximum FDSVX drawdown of -59.34%. Use the drawdown chart below to compare losses from any high point for FMAGX and FDSVX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.64%
-12.80%
FMAGX
FDSVX

Volatility

FMAGX vs. FDSVX - Volatility Comparison

The current volatility for Fidelity Magellan Fund (FMAGX) is 14.92%, while Fidelity Growth Discovery Fund (FDSVX) has a volatility of 15.77%. This indicates that FMAGX experiences smaller price fluctuations and is considered to be less risky than FDSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
14.92%
15.77%
FMAGX
FDSVX