FSCRX vs. NASDX
Compare and contrast key facts about Fidelity Small Cap Discovery Fund (FSCRX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX).
FSCRX is managed by Fidelity. It was launched on Sep 26, 2000. NASDX is a passively managed fund by Blackrock that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 18, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSCRX or NASDX.
Key characteristics
| FSCRX | NASDX | |
|---|---|---|
| YTD Return | 3.99% | 22.46% |
| 1Y Return | 27.74% | 43.89% |
| 3Y Return (Ann) | 2.81% | 9.56% |
| 5Y Return (Ann) | 9.95% | 21.23% |
| 10Y Return (Ann) | 7.89% | 17.83% |
| Sharpe Ratio | 1.65 | 2.61 |
| Sortino Ratio | 2.36 | 3.36 |
| Omega Ratio | 1.28 | 1.46 |
| Calmar Ratio | 1.57 | 3.35 |
| Martin Ratio | 7.33 | 12.20 |
| Ulcer Index | 4.01% | 3.73% |
| Daily Std Dev | 17.87% | 17.40% |
| Max Drawdown | -56.31% | -81.69% |
| Current Drawdown | -4.39% | -0.57% |
Correlation
The correlation between FSCRX and NASDX is 0.73, 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.
Performance
FSCRX vs. NASDX - Performance Comparison
In the year-to-date period, FSCRX achieves a 3.99% return, which is significantly lower than NASDX's 22.46% return. Over the past 10 years, FSCRX has underperformed NASDX with an annualized return of 7.89%, while NASDX has yielded a comparatively higher 17.83% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FSCRX vs. NASDX - Expense Ratio Comparison
FSCRX has a 0.98% expense ratio, which is higher than NASDX's 0.63% expense ratio.
Risk-Adjusted Performance
FSCRX vs. NASDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Small Cap Discovery Fund (FSCRX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX). 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. NASDX - Dividend Comparison
FSCRX's dividend yield for the trailing twelve months is around 10.94%, more than NASDX's 6.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSCRX Fidelity Small Cap Discovery Fund | 10.94% | 4.44% | 11.56% | 6.12% | 2.79% | 7.46% | 35.76% | 13.90% | 0.44% | 7.89% | 10.82% | 5.88% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 6.19% | 7.53% | 3.75% | 2.40% | 1.28% | 7.09% | 2.47% | 1.65% | 0.75% | 0.85% | 1.02% | 0.72% |
Drawdowns
FSCRX vs. NASDX - Drawdown Comparison
The maximum FSCRX drawdown since its inception was -56.31%, smaller than the maximum NASDX drawdown of -81.69%. Use the drawdown chart below to compare losses from any high point for FSCRX and NASDX. For additional features, visit the drawdowns tool.
Volatility
FSCRX vs. NASDX - Volatility Comparison
The current volatility for Fidelity Small Cap Discovery Fund (FSCRX) is 3.73%, while Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a volatility of 3.99%. This indicates that FSCRX experiences smaller price fluctuations and is considered to be less risky than NASDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.