FSCRX vs. ISCG
Compare and contrast key facts about Fidelity Small Cap Discovery Fund (FSCRX) and iShares Morningstar Small-Cap Growth ETF (ISCG).
FSCRX is managed by Fidelity. It was launched on Sep 26, 2000. ISCG is a passively managed fund by iShares that tracks the performance of the Morningstar US Small Cap Broad Growth Extended Index. It was launched on Jun 28, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSCRX or ISCG.
Performance
FSCRX vs. ISCG - Performance Comparison
Returns By Period
In the year-to-date period, FSCRX achieves a -0.19% return, which is significantly lower than ISCG's 19.45% return. Over the past 10 years, FSCRX has underperformed ISCG with an annualized return of -0.55%, while ISCG has yielded a comparatively higher 9.60% annualized return.
FSCRX
-0.19%
1.88%
-2.75%
7.39%
2.85%
-0.55%
ISCG
19.45%
6.15%
16.28%
34.09%
9.46%
9.60%
Key characteristics
| FSCRX | ISCG | |
|---|---|---|
| Sharpe Ratio | 0.40 | 1.86 |
| Sortino Ratio | 0.65 | 2.61 |
| Omega Ratio | 1.09 | 1.32 |
| Calmar Ratio | 0.33 | 0.35 |
| Martin Ratio | 1.03 | 10.72 |
| Ulcer Index | 7.77% | 3.28% |
| Daily Std Dev | 20.10% | 18.92% |
| Max Drawdown | -61.11% | -100.00% |
| Current Drawdown | -16.75% | -99.99% |
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FSCRX vs. ISCG - Expense Ratio Comparison
FSCRX has a 0.98% expense ratio, which is higher than ISCG's 0.06% expense ratio.
Correlation
The correlation between FSCRX and ISCG is 0.86, 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. ISCG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Small Cap Discovery Fund (FSCRX) and iShares Morningstar Small-Cap Growth ETF (ISCG). 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
FSCRX vs. ISCG - Dividend Comparison
FSCRX's dividend yield for the trailing twelve months is around 0.11%, less than ISCG's 0.55% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ISCG iShares Morningstar Small-Cap Growth ETF | 0.55% | 0.77% | 0.92% | 0.62% | 0.10% | 0.27% | 0.40% | 0.52% | 1.19% | 0.64% | 0.56% | 0.53% |
Drawdowns
FSCRX vs. ISCG - Drawdown Comparison
The maximum FSCRX drawdown since its inception was -61.11%, smaller than the maximum ISCG drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for FSCRX and ISCG. For additional features, visit the drawdowns tool.
Volatility
FSCRX vs. ISCG - Volatility Comparison
Fidelity Small Cap Discovery Fund (FSCRX) and iShares Morningstar Small-Cap Growth ETF (ISCG) have volatilities of 6.64% and 6.43%, 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.