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FSCRX vs. GSITX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

FSCRX vs. GSITX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Small Cap Discovery Fund (FSCRX) and Goldman Sachs Small Cap Value Insights Fund (GSITX). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-2.75%
13.16%
FSCRX
GSITX

Returns By Period

In the year-to-date period, FSCRX achieves a -0.19% return, which is significantly lower than GSITX's 16.61% return. Over the past 10 years, FSCRX has underperformed GSITX with an annualized return of -0.55%, while GSITX has yielded a comparatively higher 3.95% annualized return.


FSCRX

YTD

-0.19%

1M

1.88%

6M

-2.75%

1Y

7.39%

5Y (annualized)

2.85%

10Y (annualized)

-0.55%

GSITX

YTD

16.61%

1M

2.83%

6M

13.16%

1Y

31.26%

5Y (annualized)

5.10%

10Y (annualized)

3.95%

Key characteristics


FSCRXGSITX
Sharpe Ratio0.401.52
Sortino Ratio0.652.27
Omega Ratio1.091.27
Calmar Ratio0.330.97
Martin Ratio1.038.82
Ulcer Index7.77%3.63%
Daily Std Dev20.10%21.14%
Max Drawdown-61.11%-84.54%
Current Drawdown-16.75%-11.94%

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FSCRX vs. GSITX - Expense Ratio Comparison

FSCRX has a 0.98% expense ratio, which is higher than GSITX's 0.84% expense ratio.


FSCRX
Fidelity Small Cap Discovery Fund
Expense ratio chart for FSCRX: current value at 0.98% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.98%
Expense ratio chart for GSITX: current value at 0.84% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.84%

Correlation

-0.50.00.51.00.9

The correlation between FSCRX and GSITX is 0.94, 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

FSCRX vs. GSITX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Small Cap Discovery Fund (FSCRX) and Goldman Sachs Small Cap Value Insights Fund (GSITX). 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.


Sharpe ratio
The chart of Sharpe ratio for FSCRX, currently valued at 0.40, compared to the broader market-1.000.001.002.003.004.005.000.401.52
The chart of Sortino ratio for FSCRX, currently valued at 0.65, compared to the broader market0.005.0010.000.652.27
The chart of Omega ratio for FSCRX, currently valued at 1.09, compared to the broader market1.002.003.004.001.091.27
The chart of Calmar ratio for FSCRX, currently valued at 0.33, compared to the broader market0.005.0010.0015.0020.000.330.97
The chart of Martin ratio for FSCRX, currently valued at 1.03, compared to the broader market0.0020.0040.0060.0080.00100.001.038.82
FSCRX
GSITX

The current FSCRX Sharpe Ratio is 0.40, which is lower than the GSITX Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of FSCRX and GSITX, 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.40
1.52
FSCRX
GSITX

Dividends

FSCRX vs. GSITX - Dividend Comparison

FSCRX's dividend yield for the trailing twelve months is around 0.11%, less than GSITX's 1.18% yield.


TTM20232022202120202019201820172016201520142013
FSCRX
Fidelity Small Cap Discovery Fund
0.11%0.11%0.19%0.09%0.40%0.80%1.14%0.63%0.44%7.89%0.28%0.11%
GSITX
Goldman Sachs Small Cap Value Insights Fund
1.18%1.37%1.28%0.76%0.72%0.71%0.71%0.60%0.73%1.00%0.58%0.68%

Drawdowns

FSCRX vs. GSITX - Drawdown Comparison

The maximum FSCRX drawdown since its inception was -61.11%, smaller than the maximum GSITX drawdown of -84.54%. Use the drawdown chart below to compare losses from any high point for FSCRX and GSITX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-16.75%
-11.94%
FSCRX
GSITX

Volatility

FSCRX vs. GSITX - Volatility Comparison

The current volatility for Fidelity Small Cap Discovery Fund (FSCRX) is 6.64%, while Goldman Sachs Small Cap Value Insights Fund (GSITX) has a volatility of 8.18%. This indicates that FSCRX experiences smaller price fluctuations and is considered to be less risky than GSITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.64%
8.18%
FSCRX
GSITX