FSCRX vs. VFIAX
Compare and contrast key facts about Fidelity Small Cap Discovery Fund (FSCRX) and Vanguard 500 Index Fund Admiral Shares (VFIAX).
FSCRX is managed by Fidelity. It was launched on Sep 26, 2000. VFIAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSCRX or VFIAX.
Performance
FSCRX vs. VFIAX - Performance Comparison
Returns By Period
In the year-to-date period, FSCRX achieves a -0.19% return, which is significantly lower than VFIAX's 26.21% return. Over the past 10 years, FSCRX has underperformed VFIAX with an annualized return of -0.55%, while VFIAX has yielded a comparatively higher 13.16% annualized return.
FSCRX
-0.19%
1.88%
-2.75%
7.39%
2.85%
-0.55%
VFIAX
26.21%
1.78%
13.65%
32.34%
15.66%
13.16%
Key characteristics
| FSCRX | VFIAX | |
|---|---|---|
| Sharpe Ratio | 0.40 | 2.69 |
| Sortino Ratio | 0.65 | 3.58 |
| Omega Ratio | 1.09 | 1.50 |
| Calmar Ratio | 0.33 | 3.89 |
| Martin Ratio | 1.03 | 17.49 |
| Ulcer Index | 7.77% | 1.88% |
| Daily Std Dev | 20.10% | 12.24% |
| Max Drawdown | -61.11% | -55.20% |
| Current Drawdown | -16.75% | -0.81% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FSCRX vs. VFIAX - Expense Ratio Comparison
FSCRX has a 0.98% expense ratio, which is higher than VFIAX's 0.04% expense ratio.
Correlation
The correlation between FSCRX and VFIAX is 0.84, 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. VFIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Small Cap Discovery Fund (FSCRX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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. VFIAX - Dividend Comparison
FSCRX's dividend yield for the trailing twelve months is around 0.11%, less than VFIAX's 1.23% 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% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.23% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
FSCRX vs. VFIAX - Drawdown Comparison
The maximum FSCRX drawdown since its inception was -61.11%, which is greater than VFIAX's maximum drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for FSCRX and VFIAX. For additional features, visit the drawdowns tool.
Volatility
FSCRX vs. VFIAX - Volatility Comparison
Fidelity Small Cap Discovery Fund (FSCRX) has a higher volatility of 6.64% compared to Vanguard 500 Index Fund Admiral Shares (VFIAX) at 3.95%. This indicates that FSCRX's price experiences larger fluctuations and is considered to be riskier than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.