FMCSX vs. FDVLX
Compare and contrast key facts about Fidelity Mid-Cap Stock Fund (FMCSX) and Fidelity Value Fund (FDVLX).
FMCSX is managed by Fidelity. It was launched on Mar 29, 1994. FDVLX is managed by Fidelity. It was launched on Dec 1, 1978.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FMCSX or FDVLX.
Performance
FMCSX vs. FDVLX - Performance Comparison
Returns By Period
In the year-to-date period, FMCSX achieves a 12.27% return, which is significantly lower than FDVLX's 14.55% return. Over the past 10 years, FMCSX has underperformed FDVLX with an annualized return of 3.40%, while FDVLX has yielded a comparatively higher 10.00% annualized return.
FMCSX
12.27%
2.76%
4.96%
19.72%
5.51%
3.40%
FDVLX
14.55%
2.56%
6.20%
27.19%
14.01%
10.00%
Key characteristics
| FMCSX | FDVLX | |
|---|---|---|
| Sharpe Ratio | 1.26 | 1.65 |
| Sortino Ratio | 1.69 | 2.36 |
| Omega Ratio | 1.24 | 1.29 |
| Calmar Ratio | 1.30 | 3.36 |
| Martin Ratio | 4.62 | 8.70 |
| Ulcer Index | 4.19% | 3.01% |
| Daily Std Dev | 15.30% | 15.85% |
| Max Drawdown | -62.17% | -66.38% |
| Current Drawdown | -1.45% | -1.91% |
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FMCSX vs. FDVLX - Expense Ratio Comparison
FMCSX has a 0.85% expense ratio, which is higher than FDVLX's 0.79% expense ratio.
Correlation
The correlation between FMCSX and FDVLX is 0.88, 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.
Risk-Adjusted Performance
FMCSX vs. FDVLX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Mid-Cap Stock Fund (FMCSX) and Fidelity Value Fund (FDVLX). 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.
Dividends
FMCSX vs. FDVLX - Dividend Comparison
FMCSX's dividend yield for the trailing twelve months is around 0.78%, less than FDVLX's 0.91% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FMCSX Fidelity Mid-Cap Stock Fund | 0.78% | 0.92% | 0.73% | 1.15% | 1.14% | 0.98% | 0.94% | 0.57% | 0.77% | 9.86% | 10.28% | 3.30% |
FDVLX Fidelity Value Fund | 0.91% | 1.04% | 0.70% | 1.37% | 0.98% | 1.15% | 1.39% | 1.36% | 1.23% | 12.17% | 2.94% | 1.83% |
Drawdowns
FMCSX vs. FDVLX - Drawdown Comparison
The maximum FMCSX drawdown since its inception was -62.17%, smaller than the maximum FDVLX drawdown of -66.38%. Use the drawdown chart below to compare losses from any high point for FMCSX and FDVLX. For additional features, visit the drawdowns tool.
Volatility
FMCSX vs. FDVLX - Volatility Comparison
Fidelity Mid-Cap Stock Fund (FMCSX) and Fidelity Value Fund (FDVLX) have volatilities of 4.41% and 4.61%, 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.