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FSV.L vs. FDFIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FSV.L vs. FDFIX

Last updated Jun 5, 2026

FSV.L (Fidelity Special Values) is a stock, while FDFIX (Fidelity Flex 500 Index Fund) is Large Cap Blend Equities fund managed by Fidelity. Over the past 5 years, FSV.L returned 10.39%/yr vs 15.15%/yr for FDFIX. At a 0.27 correlation, their price movements are largely independent.

Performance

FSV.L vs. FDFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Fidelity Special Values (FSV.L) and Fidelity Flex 500 Index Fund (FDFIX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FSV.L is traded in GBp, while FDFIX is traded in USD. To make them comparable, the FDFIX values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, FSV.L achieves a 2.40% return, which is significantly lower than FDFIX's 11.60% return.

FSV.L

1D
0.35%
1M
0.13%
YTD
2.40%
6M
5.82%
1Y
20.96%
3Y*
18.71%
5Y*
10.39%
10Y*
10.92%

FDFIX

1D
0.40%
1M
4.59%
YTD
11.60%
6M
10.00%
1Y
30.18%
3Y*
19.47%
5Y*
15.15%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSV.L vs. FDFIX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
FSV.L
Fidelity Special Values		2.40%37.21%15.72%3.44%-4.97%26.66%-9.74%25.12%-9.15%13.94%
FDFIX
Fidelity Flex 500 Index Fund		11.60%9.22%27.24%19.96%-8.37%29.91%14.98%26.47%1.22%2.97%

Correlation

The correlation between FSV.L and FDFIX is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.19

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Mar 10, 2017

0.27

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Fidelity Special Values

Fidelity Flex 500 Index Fund

Often compared with FSV.L:
FSV.L vs. ATR.LFSV.L vs. IUKD.LFSV.L vs. LWDB.LFSV.L vs. BRWM.LFSV.L vs. SPHDFSV.L vs. VOOFSV.L vs. CUKX.L
Often compared with FDFIX:
FDFIX vs. FXAIXFDFIX vs. VOOFDFIX vs. QQQFDFIX vs. FLAPXFDFIX vs. SPYFDFIX vs. FDCPXFDFIX vs. IVV

Return for Risk

FSV.L vs. FDFIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FSV.L
FSV.L Risk / Return Rank: 7575
Overall Rank
FSV.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FSV.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
FSV.L Omega Ratio Rank: 7676
Omega Ratio Rank
FSV.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
FSV.L Martin Ratio Rank: 7575
Martin Ratio Rank
FDFIX
FDFIX Risk / Return Rank: 6969
Overall Rank
FDFIX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FDFIX Sortino Ratio Rank: 6262
Sortino Ratio Rank
FDFIX Omega Ratio Rank: 6363
Omega Ratio Rank
FDFIX Calmar Ratio Rank: 7272
Calmar Ratio Rank
FDFIX Martin Ratio Rank: 8080
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.

FSV.L vs. FDFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Special Values (FSV.L) and Fidelity Flex 500 Index Fund (FDFIX). 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.

FSV.LFDFIXDifference
Sharpe ratioReturn per unit of total volatility
1.45
2.54

-1.09

Sortino ratioReturn per unit of downside risk
2.06
3.29

-1.23

Omega ratioGain probability vs. loss probability

1.27

1.47

-0.20

Calmar ratioReturn relative to maximum drawdown

1.50

3.70

-2.20

Martin ratioReturn relative to average drawdown

4.77

13.66

-8.89

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FSV.L vs. FDFIX - Sharpe Ratio Comparison

The current FSV.L Sharpe Ratio is 1.45, which is lower than the FDFIX Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of FSV.L and FDFIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

FSV.LFDFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

2.54

-1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.96

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.76

-0.19

Drawdowns

FSV.L vs. FDFIX - Drawdown Comparison

The maximum FSV.L drawdown since its inception was -51.87%, which is greater than FDFIX's maximum drawdown of -25.84%. Use the drawdown chart below to compare losses from any high point for FSV.L and FDFIX.

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Drawdown Indicators

FSV.LFDFIXDifference

Max Drawdown

Largest peak-to-trough decline

-51.87%

-25.84%

-26.03%

Max Drawdown (1Y)

Largest decline over 1 year

-14.02%

-7.99%

-6.03%

Max Drawdown (3Y)

Largest decline over 3 years

-14.02%

-21.91%

+7.89%

Max Drawdown (5Y)

Largest decline over 5 years

-25.22%

-21.91%

-3.31%

Max Drawdown (10Y)

Largest decline over 10 years

-51.87%

—

—

Current Drawdown

Current decline from peak

-6.95%

0.00%

-6.95%

Average Drawdown

Average peak-to-trough decline

-8.50%

-3.62%

-4.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.42%

2.16%

+2.26%

Volatility

FSV.L vs. FDFIX - Volatility Comparison

Fidelity Special Values (FSV.L) has a higher volatility of 3.47% compared to Fidelity Flex 500 Index Fund (FDFIX) at 2.68%. This indicates that FSV.L's price experiences larger fluctuations and is considered to be riskier than FDFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FSV.LFDFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.47%

2.68%

+0.79%

Volatility (6M)

Calculated over the trailing 6-month period

11.92%

8.23%

+3.69%

Volatility (1Y)

Calculated over the trailing 1-year period

14.50%

11.62%

+2.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.41%

15.91%

+1.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.99%

18.42%

+3.57%

Dividends

FSV.L vs. FDFIX - Dividend Comparison

FSV.L's dividend yield for the trailing twelve months is around 2.43%, more than FDFIX's 1.03% yield.

PositionTTM20252024202320222021202020192018201720162015
FDFIX
Fidelity Flex 500 Index Fund		1.03%1.11%1.26%1.48%1.70%1.27%1.52%1.78%2.16%0.50%0.00%0.00%
FSV.L
Fidelity Special Values		2.43%2.44%3.05%3.15%2.78%2.21%2.38%2.61%2.19%1.80%1.62%1.67%

Frequently Asked Questions

FSV.L and FDFIX have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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