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FSCRX vs. PSCI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSCRX vs. PSCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Small Cap Discovery Fund (FSCRX) and Invesco S&P SmallCap Industrials ETF (PSCI). The values are adjusted to include any dividend payments, if applicable.

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FSCRX vs. PSCI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSCRX
Fidelity Small Cap Discovery Fund
-4.64%10.89%2.75%21.28%-16.68%35.66%6.87%27.31%-14.06%7.71%
PSCI
Invesco S&P SmallCap Industrials ETF
3.18%13.50%16.68%31.64%-9.02%24.44%12.02%29.80%-13.20%17.52%

Returns By Period

In the year-to-date period, FSCRX achieves a -4.64% return, which is significantly lower than PSCI's 3.18% return. Over the past 10 years, FSCRX has underperformed PSCI with an annualized return of 8.07%, while PSCI has yielded a comparatively higher 14.09% annualized return.


FSCRX

1D
-1.24%
1M
-7.88%
YTD
-4.64%
6M
-2.54%
1Y
12.26%
3Y*
7.76%
5Y*
5.01%
10Y*
8.07%

PSCI

1D
3.38%
1M
-8.15%
YTD
3.18%
6M
4.82%
1Y
32.24%
3Y*
18.66%
5Y*
11.38%
10Y*
14.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSCRX vs. PSCI - Expense Ratio Comparison

FSCRX has a 0.98% expense ratio, which is higher than PSCI's 0.29% expense ratio.


Return for Risk

FSCRX vs. PSCI — Risk / Return Rank

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

FSCRX
FSCRX Risk / Return Rank: 2525
Overall Rank
FSCRX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
FSCRX Sortino Ratio Rank: 2626
Sortino Ratio Rank
FSCRX Omega Ratio Rank: 2121
Omega Ratio Rank
FSCRX Calmar Ratio Rank: 2828
Calmar Ratio Rank
FSCRX Martin Ratio Rank: 2525
Martin Ratio Rank

PSCI
PSCI Risk / Return Rank: 7373
Overall Rank
PSCI Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
PSCI Sortino Ratio Rank: 7777
Sortino Ratio Rank
PSCI Omega Ratio Rank: 6868
Omega Ratio Rank
PSCI Calmar Ratio Rank: 7979
Calmar Ratio Rank
PSCI Martin Ratio Rank: 7070
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.

FSCRX vs. PSCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Small Cap Discovery Fund (FSCRX) and Invesco S&P SmallCap Industrials ETF (PSCI). 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.


FSCRXPSCIDifference

Sharpe ratio

Return per unit of total volatility

0.57

1.28

-0.72

Sortino ratio

Return per unit of downside risk

0.97

1.94

-0.98

Omega ratio

Gain probability vs. loss probability

1.12

1.25

-0.13

Calmar ratio

Return relative to maximum drawdown

0.79

2.13

-1.34

Martin ratio

Return relative to average drawdown

2.62

6.98

-4.37

FSCRX vs. PSCI - Sharpe Ratio Comparison

The current FSCRX Sharpe Ratio is 0.57, which is lower than the PSCI Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of FSCRX and PSCI, 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


FSCRXPSCIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

1.28

-0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.50

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.56

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.54

-0.10

Correlation

The correlation between FSCRX and PSCI is 0.88, 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

FSCRX vs. PSCI - Dividend Comparison

FSCRX's dividend yield for the trailing twelve months is around 15.41%, more than PSCI's 1.54% yield.


TTM20252024202320222021202020192018201720162015
FSCRX
Fidelity Small Cap Discovery Fund
15.41%14.70%13.03%4.44%11.56%6.12%2.79%7.46%35.48%13.68%0.44%7.28%
PSCI
Invesco S&P SmallCap Industrials ETF
1.54%1.56%0.65%0.72%0.87%0.69%0.59%0.64%0.67%0.71%0.74%1.02%

Drawdowns

FSCRX vs. PSCI - Drawdown Comparison

The maximum FSCRX drawdown since its inception was -56.27%, which is greater than PSCI's maximum drawdown of -45.55%. Use the drawdown chart below to compare losses from any high point for FSCRX and PSCI.


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Drawdown Indicators


FSCRXPSCIDifference

Max Drawdown

Largest peak-to-trough decline

-56.27%

-45.55%

-10.72%

Max Drawdown (1Y)

Largest decline over 1 year

-12.79%

-14.88%

+2.09%

Max Drawdown (5Y)

Largest decline over 5 years

-25.91%

-29.36%

+3.45%

Max Drawdown (10Y)

Largest decline over 10 years

-47.06%

-45.55%

-1.51%

Current Drawdown

Current decline from peak

-11.34%

-11.91%

+0.57%

Average Drawdown

Average peak-to-trough decline

-7.97%

-6.94%

-1.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.86%

4.54%

-0.68%

Volatility

FSCRX vs. PSCI - Volatility Comparison

The current volatility for Fidelity Small Cap Discovery Fund (FSCRX) is 5.68%, while Invesco S&P SmallCap Industrials ETF (PSCI) has a volatility of 8.07%. This indicates that FSCRX experiences smaller price fluctuations and is considered to be less risky than PSCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSCRXPSCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.68%

8.07%

-2.39%

Volatility (6M)

Calculated over the trailing 6-month period

13.02%

15.47%

-2.45%

Volatility (1Y)

Calculated over the trailing 1-year period

21.38%

25.26%

-3.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.02%

22.98%

-2.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.67%

25.16%

-3.49%