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FTQGX vs. DVY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FTQGX and DVY is 0.83, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

FTQGX vs. DVY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Focused Stock Fund (FTQGX) and iShares Select Dividend ETF (DVY). The values are adjusted to include any dividend payments, if applicable.

400.00%450.00%500.00%550.00%600.00%650.00%700.00%750.00%NovemberDecember2025FebruaryMarchApril
512.69%
445.19%
FTQGX
DVY

Key characteristics

Sharpe Ratio

FTQGX:

-0.27

DVY:

0.70

Sortino Ratio

FTQGX:

-0.19

DVY:

1.04

Omega Ratio

FTQGX:

0.97

DVY:

1.15

Calmar Ratio

FTQGX:

-0.24

DVY:

0.71

Martin Ratio

FTQGX:

-0.69

DVY:

2.49

Ulcer Index

FTQGX:

11.15%

DVY:

4.55%

Daily Std Dev

FTQGX:

27.92%

DVY:

16.27%

Max Drawdown

FTQGX:

-61.00%

DVY:

-62.59%

Current Drawdown

FTQGX:

-26.37%

DVY:

-8.88%

Returns By Period

In the year-to-date period, FTQGX achieves a -14.53% return, which is significantly lower than DVY's -1.42% return. Over the past 10 years, FTQGX has underperformed DVY with an annualized return of 6.11%, while DVY has yielded a comparatively higher 8.81% annualized return.


FTQGX

YTD

-14.53%

1M

-9.68%

6M

-22.00%

1Y

-9.42%

5Y*

5.86%

10Y*

6.11%

DVY

YTD

-1.42%

1M

-3.54%

6M

-3.25%

1Y

10.16%

5Y*

14.66%

10Y*

8.81%

*Annualized

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FTQGX vs. DVY - Expense Ratio Comparison

FTQGX has a 0.86% expense ratio, which is higher than DVY's 0.39% expense ratio.


Expense ratio chart for FTQGX: current value is 0.86%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FTQGX: 0.86%
Expense ratio chart for DVY: current value is 0.39%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DVY: 0.39%

Risk-Adjusted Performance

FTQGX vs. DVY — Risk-Adjusted Performance Rank

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

FTQGX
The Risk-Adjusted Performance Rank of FTQGX is 1111
Overall Rank
The Sharpe Ratio Rank of FTQGX is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of FTQGX is 1212
Sortino Ratio Rank
The Omega Ratio Rank of FTQGX is 1313
Omega Ratio Rank
The Calmar Ratio Rank of FTQGX is 88
Calmar Ratio Rank
The Martin Ratio Rank of FTQGX is 1010
Martin Ratio Rank

DVY
The Risk-Adjusted Performance Rank of DVY is 7171
Overall Rank
The Sharpe Ratio Rank of DVY is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of DVY is 6969
Sortino Ratio Rank
The Omega Ratio Rank of DVY is 6969
Omega Ratio Rank
The Calmar Ratio Rank of DVY is 7676
Calmar Ratio Rank
The Martin Ratio Rank of DVY is 6868
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.

FTQGX vs. DVY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Focused Stock Fund (FTQGX) and iShares Select Dividend ETF (DVY). 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 FTQGX, currently valued at -0.27, compared to the broader market-1.000.001.002.003.00
FTQGX: -0.27
DVY: 0.70
The chart of Sortino ratio for FTQGX, currently valued at -0.19, compared to the broader market-2.000.002.004.006.008.00
FTQGX: -0.19
DVY: 1.04
The chart of Omega ratio for FTQGX, currently valued at 0.97, compared to the broader market0.501.001.502.002.503.00
FTQGX: 0.97
DVY: 1.15
The chart of Calmar ratio for FTQGX, currently valued at -0.24, compared to the broader market0.002.004.006.008.0010.00
FTQGX: -0.24
DVY: 0.71
The chart of Martin ratio for FTQGX, currently valued at -0.69, compared to the broader market0.0010.0020.0030.0040.0050.00
FTQGX: -0.69
DVY: 2.49

The current FTQGX Sharpe Ratio is -0.27, which is lower than the DVY Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of FTQGX and DVY, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.27
0.70
FTQGX
DVY

Dividends

FTQGX vs. DVY - Dividend Comparison

FTQGX's dividend yield for the trailing twelve months is around 0.43%, less than DVY's 3.77% yield.


TTM20242023202220212020201920182017201620152014
FTQGX
Fidelity Focused Stock Fund
0.43%0.36%0.61%0.85%0.00%0.02%0.08%0.13%0.45%0.56%6.16%10.44%
DVY
iShares Select Dividend ETF
3.77%3.65%3.82%3.43%3.12%3.66%3.41%3.58%3.00%3.04%3.45%3.03%

Drawdowns

FTQGX vs. DVY - Drawdown Comparison

The maximum FTQGX drawdown since its inception was -61.00%, roughly equal to the maximum DVY drawdown of -62.59%. Use the drawdown chart below to compare losses from any high point for FTQGX and DVY. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-26.37%
-8.88%
FTQGX
DVY

Volatility

FTQGX vs. DVY - Volatility Comparison

Fidelity Focused Stock Fund (FTQGX) has a higher volatility of 15.67% compared to iShares Select Dividend ETF (DVY) at 11.23%. This indicates that FTQGX's price experiences larger fluctuations and is considered to be riskier than DVY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.67%
11.23%
FTQGX
DVY