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FRVLX vs. FEQIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FRVLX vs. FEQIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Small Cap Value Fund (FRVLX) and Fidelity Equity-Income Fund (FEQIX). The values are adjusted to include any dividend payments, if applicable.

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FRVLX vs. FEQIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FRVLX
Franklin Small Cap Value Fund
1.63%7.36%13.16%12.81%-10.25%22.51%5.45%26.08%-12.92%9.91%
FEQIX
Fidelity Equity-Income Fund
1.32%18.96%15.34%10.62%-5.10%24.49%6.77%27.90%-8.46%12.80%

Returns By Period

In the year-to-date period, FRVLX achieves a 1.63% return, which is significantly higher than FEQIX's 1.32% return. Over the past 10 years, FRVLX has underperformed FEQIX with an annualized return of 9.09%, while FEQIX has yielded a comparatively higher 11.41% annualized return.


FRVLX

1D
-0.79%
1M
-9.06%
YTD
1.63%
6M
4.27%
1Y
16.91%
3Y*
10.90%
5Y*
5.00%
10Y*
9.09%

FEQIX

1D
0.04%
1M
-6.45%
YTD
1.32%
6M
5.37%
1Y
16.73%
3Y*
15.21%
5Y*
10.74%
10Y*
11.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FRVLX vs. FEQIX - Expense Ratio Comparison

FRVLX has a 1.00% expense ratio, which is higher than FEQIX's 0.57% expense ratio.


Return for Risk

FRVLX vs. FEQIX — Risk / Return Rank

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

FRVLX
FRVLX Risk / Return Rank: 3232
Overall Rank
FRVLX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
FRVLX Sortino Ratio Rank: 3535
Sortino Ratio Rank
FRVLX Omega Ratio Rank: 3131
Omega Ratio Rank
FRVLX Calmar Ratio Rank: 3434
Calmar Ratio Rank
FRVLX Martin Ratio Rank: 3030
Martin Ratio Rank

FEQIX
FEQIX Risk / Return Rank: 7272
Overall Rank
FEQIX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FEQIX Sortino Ratio Rank: 7373
Sortino Ratio Rank
FEQIX Omega Ratio Rank: 7474
Omega Ratio Rank
FEQIX Calmar Ratio Rank: 6666
Calmar Ratio Rank
FEQIX Martin Ratio Rank: 7676
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.

FRVLX vs. FEQIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Small Cap Value Fund (FRVLX) and Fidelity Equity-Income Fund (FEQIX). 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.


FRVLXFEQIXDifference

Sharpe ratio

Return per unit of total volatility

0.72

1.25

-0.53

Sortino ratio

Return per unit of downside risk

1.16

1.77

-0.61

Omega ratio

Gain probability vs. loss probability

1.16

1.28

-0.12

Calmar ratio

Return relative to maximum drawdown

0.92

1.49

-0.57

Martin ratio

Return relative to average drawdown

3.20

7.32

-4.11

FRVLX vs. FEQIX - Sharpe Ratio Comparison

The current FRVLX Sharpe Ratio is 0.72, which is lower than the FEQIX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of FRVLX and FEQIX, 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


FRVLXFEQIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

1.25

-0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.80

-0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.74

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.50

-0.09

Correlation

The correlation between FRVLX and FEQIX is 0.83, 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

FRVLX vs. FEQIX - Dividend Comparison

FRVLX's dividend yield for the trailing twelve months is around 7.86%, more than FEQIX's 4.91% yield.


TTM20252024202320222021202020192018201720162015
FRVLX
Franklin Small Cap Value Fund
7.86%7.99%8.45%4.54%3.21%7.55%2.20%6.31%18.48%8.06%4.76%11.04%
FEQIX
Fidelity Equity-Income Fund
4.91%4.67%5.51%4.26%4.56%9.90%3.38%7.16%9.76%6.29%4.28%12.17%

Drawdowns

FRVLX vs. FEQIX - Drawdown Comparison

The maximum FRVLX drawdown since its inception was -60.27%, roughly equal to the maximum FEQIX drawdown of -62.38%. Use the drawdown chart below to compare losses from any high point for FRVLX and FEQIX.


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Drawdown Indicators


FRVLXFEQIXDifference

Max Drawdown

Largest peak-to-trough decline

-60.27%

-62.38%

+2.11%

Max Drawdown (1Y)

Largest decline over 1 year

-14.98%

-11.05%

-3.93%

Max Drawdown (5Y)

Largest decline over 5 years

-25.09%

-17.20%

-7.89%

Max Drawdown (10Y)

Largest decline over 10 years

-44.10%

-33.12%

-10.98%

Current Drawdown

Current decline from peak

-11.71%

-6.45%

-5.26%

Average Drawdown

Average peak-to-trough decline

-10.36%

-8.04%

-2.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.31%

2.25%

+2.06%

Volatility

FRVLX vs. FEQIX - Volatility Comparison

Franklin Small Cap Value Fund (FRVLX) has a higher volatility of 5.75% compared to Fidelity Equity-Income Fund (FEQIX) at 3.33%. This indicates that FRVLX's price experiences larger fluctuations and is considered to be riskier than FEQIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRVLXFEQIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.75%

3.33%

+2.42%

Volatility (6M)

Calculated over the trailing 6-month period

13.02%

7.06%

+5.96%

Volatility (1Y)

Calculated over the trailing 1-year period

23.26%

14.30%

+8.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.54%

13.47%

+8.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.74%

15.49%

+7.25%