FSLSX vs. SCHX
Compare and contrast key facts about Fidelity Value Strategies Fund (FSLSX) and Schwab U.S. Large-Cap ETF (SCHX).
FSLSX is managed by Fidelity. It was launched on Dec 31, 1983. SCHX is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Total Stock Market Index. It was launched on Nov 3, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSLSX or SCHX.
Key characteristics
| FSLSX | SCHX | |
|---|---|---|
| YTD Return | 14.60% | 27.34% |
| 1Y Return | 31.43% | 39.63% |
| 3Y Return (Ann) | 9.05% | 11.10% |
| 5Y Return (Ann) | 13.96% | 17.45% |
| 10Y Return (Ann) | 10.47% | 15.06% |
| Sharpe Ratio | 1.85 | 3.17 |
| Sortino Ratio | 2.69 | 4.22 |
| Omega Ratio | 1.33 | 1.59 |
| Calmar Ratio | 3.26 | 4.65 |
| Martin Ratio | 9.84 | 20.96 |
| Ulcer Index | 3.13% | 1.90% |
| Daily Std Dev | 16.69% | 12.52% |
| Max Drawdown | -68.98% | -34.33% |
| Current Drawdown | -0.36% | 0.00% |
Correlation
The correlation between FSLSX and SCHX 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.
Performance
FSLSX vs. SCHX - Performance Comparison
In the year-to-date period, FSLSX achieves a 14.60% return, which is significantly lower than SCHX's 27.34% return. Over the past 10 years, FSLSX has underperformed SCHX with an annualized return of 10.47%, while SCHX has yielded a comparatively higher 15.06% 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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FSLSX vs. SCHX - Expense Ratio Comparison
FSLSX has a 0.86% expense ratio, which is higher than SCHX's 0.03% expense ratio.
Risk-Adjusted Performance
FSLSX vs. SCHX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Value Strategies Fund (FSLSX) and Schwab U.S. Large-Cap ETF (SCHX). 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
FSLSX vs. SCHX - Dividend Comparison
FSLSX's dividend yield for the trailing twelve months is around 0.55%, less than SCHX's 1.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSLSX Fidelity Value Strategies Fund | 0.55% | 0.63% | 0.74% | 0.94% | 0.84% | 1.37% | 1.25% | 1.44% | 1.74% | 1.24% | 0.95% | 0.80% |
SCHX Schwab U.S. Large-Cap ETF | 1.18% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.17% | 1.70% | 1.92% | 2.04% | 1.76% | 1.65% |
Drawdowns
FSLSX vs. SCHX - Drawdown Comparison
The maximum FSLSX drawdown since its inception was -68.98%, which is greater than SCHX's maximum drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for FSLSX and SCHX. For additional features, visit the drawdowns tool.
Volatility
FSLSX vs. SCHX - Volatility Comparison
Fidelity Value Strategies Fund (FSLSX) has a higher volatility of 5.59% compared to Schwab U.S. Large-Cap ETF (SCHX) at 4.09%. This indicates that FSLSX's price experiences larger fluctuations and is considered to be riskier than SCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.