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FSDIX vs. FOCPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSDIX and FOCPX is 0.77, 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.


-0.50.00.51.00.8

Performance

FSDIX vs. FOCPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Strategic Dividend & Income Fund (FSDIX) and Fidelity OTC Portfolio (FOCPX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
0.44%
11.44%
FSDIX
FOCPX

Key characteristics

Sharpe Ratio

FSDIX:

1.21

FOCPX:

1.43

Sortino Ratio

FSDIX:

1.65

FOCPX:

1.92

Omega Ratio

FSDIX:

1.22

FOCPX:

1.26

Calmar Ratio

FSDIX:

1.04

FOCPX:

1.91

Martin Ratio

FSDIX:

3.84

FOCPX:

6.01

Ulcer Index

FSDIX:

2.77%

FOCPX:

4.63%

Daily Std Dev

FSDIX:

8.81%

FOCPX:

19.45%

Max Drawdown

FSDIX:

-58.56%

FOCPX:

-69.01%

Current Drawdown

FSDIX:

-4.77%

FOCPX:

-3.56%

Returns By Period

In the year-to-date period, FSDIX achieves a 3.21% return, which is significantly higher than FOCPX's 0.98% return. Over the past 10 years, FSDIX has underperformed FOCPX with an annualized return of 4.38%, while FOCPX has yielded a comparatively higher 17.13% annualized return.


FSDIX

YTD

3.21%

1M

0.06%

6M

0.61%

1Y

9.62%

5Y*

5.00%

10Y*

4.38%

FOCPX

YTD

0.98%

1M

-3.56%

6M

10.95%

1Y

24.25%

5Y*

18.64%

10Y*

17.13%

*Annualized

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FSDIX vs. FOCPX - Expense Ratio Comparison

FSDIX has a 0.68% expense ratio, which is lower than FOCPX's 0.80% expense ratio.


Expense ratio chart for FOCPX: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%
Expense ratio chart for FSDIX: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%

Risk-Adjusted Performance

FSDIX vs. FOCPX — Risk-Adjusted Performance Rank

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

FSDIX
The Risk-Adjusted Performance Rank of FSDIX is 6363
Overall Rank
The Sharpe Ratio Rank of FSDIX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of FSDIX is 6363
Sortino Ratio Rank
The Omega Ratio Rank of FSDIX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of FSDIX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of FSDIX is 5656
Martin Ratio Rank

FOCPX
The Risk-Adjusted Performance Rank of FOCPX is 7575
Overall Rank
The Sharpe Ratio Rank of FOCPX is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of FOCPX is 7272
Sortino Ratio Rank
The Omega Ratio Rank of FOCPX is 7474
Omega Ratio Rank
The Calmar Ratio Rank of FOCPX is 8383
Calmar Ratio Rank
The Martin Ratio Rank of FOCPX is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FSDIX vs. FOCPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Strategic Dividend & Income Fund (FSDIX) and Fidelity OTC Portfolio (FOCPX). 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.


The chart of Sharpe ratio for FSDIX, currently valued at 1.21, compared to the broader market-1.000.001.002.003.004.001.211.43
The chart of Sortino ratio for FSDIX, currently valued at 1.65, compared to the broader market0.002.004.006.008.0010.0012.001.651.92
The chart of Omega ratio for FSDIX, currently valued at 1.22, compared to the broader market1.002.003.004.001.221.26
The chart of Calmar ratio for FSDIX, currently valued at 1.04, compared to the broader market0.005.0010.0015.0020.001.041.91
The chart of Martin ratio for FSDIX, currently valued at 3.84, compared to the broader market0.0020.0040.0060.0080.003.846.01
FSDIX
FOCPX

The current FSDIX Sharpe Ratio is 1.21, which is comparable to the FOCPX Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of FSDIX and FOCPX, 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 Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.21
1.43
FSDIX
FOCPX

Dividends

FSDIX vs. FOCPX - Dividend Comparison

FSDIX's dividend yield for the trailing twelve months is around 2.49%, less than FOCPX's 13.48% yield.


TTM20242023202220212020201920182017201620152014
FSDIX
Fidelity Strategic Dividend & Income Fund
2.49%2.57%2.81%2.65%2.23%2.65%2.17%3.36%2.71%2.78%4.39%9.15%
FOCPX
Fidelity OTC Portfolio
13.48%13.61%0.05%4.06%11.53%6.23%7.58%7.93%4.86%3.24%5.41%12.91%

Drawdowns

FSDIX vs. FOCPX - Drawdown Comparison

The maximum FSDIX drawdown since its inception was -58.56%, smaller than the maximum FOCPX drawdown of -69.01%. Use the drawdown chart below to compare losses from any high point for FSDIX and FOCPX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.77%
-3.56%
FSDIX
FOCPX

Volatility

FSDIX vs. FOCPX - Volatility Comparison

The current volatility for Fidelity Strategic Dividend & Income Fund (FSDIX) is 2.18%, while Fidelity OTC Portfolio (FOCPX) has a volatility of 6.45%. This indicates that FSDIX experiences smaller price fluctuations and is considered to be less risky than FOCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
2.18%
6.45%
FSDIX
FOCPX