FSCCX vs. FISVX

Last updated Apr 1, 2026

Compare and contrast key facts about Nuveen Small Cap Value Fund (FSCCX) and Fidelity Small Cap Value Index Fund (FISVX).

FSCCX is managed by Nuveen. It was launched on Aug 1, 1994. FISVX is managed by Fidelity. It was launched on Jul 11, 2019.

Performance

FSCCX vs. FISVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Small Cap Value Fund (FSCCX) and Fidelity Small Cap Value Index Fund (FISVX). The values are adjusted to include any dividend payments, if applicable.

FSCCX vs. FISVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
FSCCX Nuveen Small Cap Value Fund	-1.53%	3.21%	14.82%	11.86%	-12.42%	35.38%	-4.21%	4.13%
FISVX Fidelity Small Cap Value Index Fund	2.23%	12.70%	8.16%	14.72%	-14.42%	28.26%	4.49%	9.54%

Returns By Period

In the year-to-date period, FSCCX achieves a -1.53% return, which is significantly lower than FISVX's 2.23% return.

FSCCX

• 1D: -0.27%
• 1M: -5.80%
• YTD: -1.53%
• 6M: -2.03%
• 1Y: 7.84%
• 3Y*: 9.26%
• 5Y*: 5.15%
• 10Y*: 6.61%

FISVX

• 1D: -0.89%
• 1M: -6.12%
• YTD: 2.23%
• 6M: 5.57%
• 1Y: 24.88%
• 3Y*: 12.88%
• 5Y*: 5.32%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FSCCX vs. FISVX - Expense Ratio Comparison

FSCCX has a 0.95% expense ratio, which is higher than FISVX's 0.05% expense ratio.

FSCCX

Nuveen Small Cap Value Fund

FISVX

Fidelity Small Cap Value Index Fund

Return for Risk

FSCCX vs. FISVX — Risk / Return Rank

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

FSCCX

FSCCX Risk / Return Rank: 14
FSCCX Sharpe Ratio Rank: 14
FSCCX Sortino Ratio Rank: 15
FSCCX Omega Ratio Rank: 14
FSCCX Calmar Ratio Rank: 14
FSCCX Martin Ratio Rank: 14

FISVX

FISVX Risk / Return Rank: 66
FISVX Sharpe Ratio Rank: 65
FISVX Sortino Ratio Rank: 68
FISVX Omega Ratio Rank: 58
FISVX Calmar Ratio Rank: 71
FISVX Martin Ratio Rank: 68

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.

FSCCX vs. FISVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Small Cap Value Fund (FSCCX) and Fidelity Small Cap Value Index Fund (FISVX). 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.

	FSCCX	FISVX	Difference
Sharpe ratio Return per unit of total volatility	0.37	1.13	-0.76
Sortino ratio Return per unit of downside risk	0.68	1.66	-0.99
Omega ratio Gain probability vs. loss probability	1.09	1.22	-0.13
Calmar ratio Return relative to maximum drawdown	0.38	1.61	-1.22
Martin ratio Return relative to average drawdown	1.28	6.40	-5.12
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FSCCX vs. FISVX - Sharpe Ratio Comparison

The current FSCCX Sharpe Ratio is 0.37, which is lower than the FISVX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of FSCCX and FISVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FSCCX	FISVX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.37	1.13	-0.76
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.25	0.25	0.00
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.28	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.32	0.34	-0.02

Correlation

The correlation between FSCCX and FISVX is 0.97, 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

FSCCX vs. FISVX - Dividend Comparison

FSCCX's dividend yield for the trailing twelve months is around 1.11%, less than FISVX's 2.13% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FSCCX Nuveen Small Cap Value Fund	1.11%	1.09%	1.52%	1.02%	1.24%	0.52%	0.54%	1.16%	4.21%	1.03%	2.63%	1.80%
FISVX Fidelity Small Cap Value Index Fund	2.13%	2.18%	1.70%	2.06%	3.69%	9.55%	1.33%	0.62%	0.00%	0.00%	0.00%	0.00%

Drawdowns

FSCCX vs. FISVX - Drawdown Comparison

The maximum FSCCX drawdown since its inception was -65.90%, which is greater than FISVX's maximum drawdown of -44.66%. Use the drawdown chart below to compare losses from any high point for FSCCX and FISVX.

Drawdown Indicators

	FSCCX	FISVX	Difference
Max Drawdown Largest peak-to-trough decline	-65.90%	-44.66%	-21.24%
Max Drawdown (1Y) Largest decline over 1 year	-14.25%	-13.82%	-0.43%
Max Drawdown (5Y) Largest decline over 5 years	-24.81%	-26.50%	+1.69%
Max Drawdown (10Y) Largest decline over 10 years	-53.80%	—	—
Current Drawdown Current decline from peak	-9.31%	-7.80%	-1.51%
Average Drawdown Average peak-to-trough decline	-13.45%	-10.58%	-2.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.34%	3.47%	+0.87%

Volatility

FSCCX vs. FISVX - Volatility Comparison

The current volatility for Nuveen Small Cap Value Fund (FSCCX) is 4.77%, while Fidelity Small Cap Value Index Fund (FISVX) has a volatility of 5.72%. This indicates that FSCCX experiences smaller price fluctuations and is considered to be less risky than FISVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FSCCX	FISVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.77%	5.72%	-0.95%
Volatility (6M) Calculated over the trailing 6-month period	12.44%	12.87%	-0.43%
Volatility (1Y) Calculated over the trailing 1-year period	21.63%	21.97%	-0.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.85%	21.79%	-0.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.41%	26.95%	-3.54%