FNKLX vs. IDIVX
FNKLX (Fidelity Series Value Discovery Fund) and IDIVX (Integrity Dividend Harvest Fund) are both Large Cap Value Equities funds. Over the past 10 years, FNKLX returned 11.76%/yr vs 11.70%/yr for IDIVX. Their correlation of 0.86 suggests significant overlap in exposure. FNKLX charges 0.00%/yr vs 0.95%/yr for IDIVX.
Performance
FNKLX vs. IDIVX - Performance Comparison
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Returns By Period
In the year-to-date period, FNKLX achieves a 10.79% return, which is significantly lower than IDIVX's 16.37% return. Both investments have delivered pretty close results over the past 10 years, with FNKLX having a 11.76% annualized return and IDIVX not far behind at 11.70%.
FNKLX
- 1D
- 0.16%
- 1M
- 0.16%
- YTD
- 10.79%
- 6M
- 9.70%
- 1Y
- 25.24%
- 3Y*
- 16.70%
- 5Y*
- 10.19%
- 10Y*
- 11.76%
IDIVX
- 1D
- 0.09%
- 1M
- 1.92%
- YTD
- 16.37%
- 6M
- 15.23%
- 1Y
- 31.89%
- 3Y*
- 21.43%
- 5Y*
- 14.65%
- 10Y*
- 11.70%
FNKLX vs. IDIVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FNKLX Fidelity Series Value Discovery Fund | 10.79% | 17.47% | 13.74% | 6.15% | -2.88% | 25.83% | 8.88% | 24.24% | -9.03% | 11.58% |
IDIVX Integrity Dividend Harvest Fund | 16.37% | 17.39% | 21.13% | 5.06% | 2.13% | 24.10% | -1.04% | 22.97% | -5.19% | 11.10% |
Correlation
The correlation between FNKLX and IDIVX is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Dec 11, 2012 | 0.86 |
The correlation between FNKLX and IDIVX shifts across timeframes, from 0.76 (1 year) to 0.87 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
FNKLX vs. IDIVX — Risk / Return Rank
FNKLX
IDIVX
FNKLX vs. IDIVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Value Discovery Fund (FNKLX) and Integrity Dividend Harvest Fund (IDIVX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FNKLX | IDIVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.80 | ||
| Sortino ratioReturn per unit of downside risk | -1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.57 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.64 | 5.45 | -1.80 |
| Martin ratioReturn relative to average drawdown | 14.74 | 23.42 | -8.68 |
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Drawdowns
FNKLX vs. IDIVX - Drawdown Comparison
The maximum FNKLX drawdown since its inception was -37.31%, which is greater than IDIVX's maximum drawdown of -31.64%. Use the drawdown chart below to compare losses from any high point for FNKLX and IDIVX.
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Drawdown Indicators
| FNKLX | IDIVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.31% | -31.64% | -5.67% |
Max Drawdown (1Y)Largest decline over 1 year | -6.79% | -5.72% | -1.07% |
Max Drawdown (3Y)Largest decline over 3 years | -10.41% | -15.37% | +4.96% |
Max Drawdown (5Y)Largest decline over 5 years | -15.88% | -16.34% | +0.46% |
Max Drawdown (10Y)Largest decline over 10 years | -37.31% | -31.64% | -5.67% |
Current DrawdownCurrent decline from peak | -1.08% | -0.34% | -0.74% |
Average DrawdownAverage peak-to-trough decline | -3.43% | -3.35% | -0.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.67% | 1.33% | +0.34% |
Volatility
FNKLX vs. IDIVX - Volatility Comparison
Fidelity Series Value Discovery Fund (FNKLX) and Integrity Dividend Harvest Fund (IDIVX) have volatilities of 3.20% and 3.28%, 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.
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Volatility by Period
| FNKLX | IDIVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.20% | 3.28% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 7.88% | 7.63% | +0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.59% | 9.93% | +0.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.50% | 13.95% | -0.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.68% | 14.94% | +1.74% |
FNKLX vs. IDIVX - Expense Ratio Comparison
FNKLX has a 0.00% expense ratio, which is lower than IDIVX's 0.95% expense ratio.
Dividends
FNKLX vs. IDIVX - Dividend Comparison
FNKLX's dividend yield for the trailing twelve months is around 7.92%, more than IDIVX's 6.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FNKLX Fidelity Series Value Discovery Fund | 7.92% | 6.65% | 9.10% | 5.08% | 9.13% | 8.50% | 3.01% | 3.89% | 7.22% | 7.74% | 3.94% | 8.72% |
IDIVX Integrity Dividend Harvest Fund | 6.32% | 7.19% | 8.89% | 3.13% | 3.59% | 2.83% | 3.67% | 7.27% | 10.21% | 8.31% | 1.11% | 0.00% |
Frequently Asked Questions
FNKLX and IDIVX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IDIVX has higher volatility (3.28%) compared to FNKLX (3.20%). In terms of maximum drawdown, FNKLX dropped -37.31% vs IDIVX's -31.64%.
IDIVX currently has the higher Sharpe Ratio (3.14 vs 2.34), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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