FVDKX vs. SUVZX

Last updated Aug 1, 2026

FVDKX (Fidelity Value Discovery Fund Class K) and SUVZX (PGIM Quant Solutions Large-Cap Value Fund) are both Large Cap Value Equities funds. Over the past 10 years, FVDKX returned 10.94%/yr vs 13.00%/yr for SUVZX. Their correlation of 0.95 means they have usually moved in the same direction. FVDKX charges 0.70%/yr vs 0.80%/yr for SUVZX.

Performance

FVDKX vs. SUVZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Value Discovery Fund Class K (FVDKX) and PGIM Quant Solutions Large-Cap Value Fund (SUVZX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FVDKX achieves a 17.33% return, which is significantly lower than SUVZX's 21.94% return. Over the past 10 years, FVDKX has underperformed SUVZX with an annualized return of 10.94%, while SUVZX has yielded a comparatively higher 13.00% annualized return.

FVDKX

• 1D: 0.40%
• 1M: 2.60%
• 6M: 12.99%
• YTD: 17.33%
• 1Y: 32.29%
• 3Y*: 14.83%
• 5Y*: 9.89%
• 10Y*: 10.94%
• ALL TIME*: 8.86%

SUVZX

• 1D: 0.27%
• 1M: 2.73%
• 6M: 17.20%
• YTD: 21.94%
• 1Y: 37.70%
• 3Y*: 24.04%
• 5Y*: 15.13%
• 10Y*: 13.00%
• ALL TIME*: 8.78%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FVDKX Fidelity Value Discovery Fund Class K	$0.00	$0.00	$0.00
SUVZX PGIM Quant Solutions Large-Cap Value Fund	$0.00	$0.00	$0.00

FVDKX vs. SUVZX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FVDKX Fidelity Value Discovery Fund Class K	17.33%	17.02%	8.55%	5.42%	-3.68%	25.03%	7.86%	24.22%	-10.25%	14.29%
SUVZX PGIM Quant Solutions Large-Cap Value Fund	21.94%	17.92%	29.20%	9.39%	-6.46%	31.08%	-6.15%	28.63%	-14.99%	15.87%

Correlation

The correlation between FVDKX and SUVZX is 0.93, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.93
Correlation (3Y) Balances recent behavior with more history.	0.93
Correlation (5Y) Shows whether the relationship held over a longer period.	0.93
Correlation (10Y) Provides a long-term view across more market conditions.	0.93
Correlation (All Time) Calculated using the full available price history since May 9, 2008	0.95

The correlation between FVDKX and SUVZX has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

Return for Risk

FVDKX vs. SUVZX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FVDKX

FVDKX Risk / Return Rank: 95
FVDKX Sharpe Ratio Rank: 97
FVDKX Sortino Ratio Rank: 95
FVDKX Omega Ratio Rank: 92
FVDKX Calmar Ratio Rank: 95
FVDKX Martin Ratio Rank: 97

SUVZX

SUVZX Risk / Return Rank: 97
SUVZX Sharpe Ratio Rank: 98
SUVZX Sortino Ratio Rank: 97
SUVZX Omega Ratio Rank: 94
SUVZX Calmar Ratio Rank: 98
SUVZX Martin Ratio Rank: 98

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FVDKX vs. SUVZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Value Discovery Fund Class K (FVDKX) and PGIM Quant Solutions Large-Cap Value Fund (SUVZX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	FVDKX	SUVZX	Difference
Sharpe ratio: Return per unit of total volatility	2.82	3.14	-0.32
Sortino ratio: Return per unit of downside risk	4.02	4.46	-0.43
Omega ratio: Gain probability vs. loss probability	1.51	1.56	-0.05
Calmar ratio: Return relative to maximum drawdown	4.35	6.16	-1.80
Martin ratio: Return relative to average drawdown	18.18	25.57	-7.39

FVDKX vs. SUVZX - Sharpe Ratio Comparison

The current FVDKX Sharpe Ratio is 2.82, which is comparable to the SUVZX Sharpe Ratio of 3.14. The chart below compares the historical Sharpe Ratios of FVDKX and SUVZX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FVDKX vs. SUVZX - Drawdown Comparison

The maximum FVDKX drawdown since its inception was -56.60%, smaller than the maximum SUVZX drawdown of -60.47%. Use the drawdown chart below to compare losses from any high point for FVDKX and SUVZX.

Drawdown Indicators

	FVDKX	SUVZX	Difference
Max Drawdown Largest peak-to-trough decline	-56.60%	-60.47%	+3.87%
Max Drawdown (1Y) Largest decline over 1 year	-6.85%	-5.75%	-1.10%
Max Drawdown (3Y) Largest decline over 3 years	-13.55%	-16.29%	+2.74%
Max Drawdown (5Y) Largest decline over 5 years	-16.14%	-21.74%	+5.60%
Max Drawdown (10Y) Largest decline over 10 years	-37.71%	-46.82%	+9.11%
Current Drawdown Current decline from peak	-0.07%	-0.40%	+0.33%
Average Drawdown Average peak-to-trough decline	-7.45%	-9.65%	+2.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.66%	1.39%	+0.27%

Volatility

FVDKX vs. SUVZX - Volatility Comparison

Fidelity Value Discovery Fund Class K (FVDKX) has a higher volatility of 3.11% compared to PGIM Quant Solutions Large-Cap Value Fund (SUVZX) at 2.60%. This indicates that FVDKX's price experiences larger fluctuations and is considered to be riskier than SUVZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FVDKX	SUVZX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.11%	2.60%	+0.51%
Volatility (6M) Calculated over the trailing 6-month period	7.85%	8.53%	-0.68%
Volatility (1Y) Calculated over the trailing 1-year period	10.59%	11.30%	-0.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.38%	17.81%	-4.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.64%	20.96%	-4.32%

FVDKX vs. SUVZX - Expense Ratio Comparison

FVDKX has a 0.70% expense ratio, which is lower than SUVZX's 0.80% expense ratio.

Dividends

FVDKX vs. SUVZX - Dividend Comparison

FVDKX's dividend yield for the trailing twelve months is around 7.59%, less than SUVZX's 13.66% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FVDKX Fidelity Value Discovery Fund Class K	7.59%	8.90%	5.47%	5.30%	4.80%	4.85%	1.38%	3.06%	3.49%	1.97%	1.24%	3.55%
SUVZX PGIM Quant Solutions Large-Cap Value Fund	13.66%	16.65%	31.72%	3.81%	10.19%	9.27%	2.09%	10.08%	14.33%	9.58%	4.35%	18.27%

Frequently Asked Questions

Can I hold both FVDKX and SUVZX in my portfolio?

With a correlation of 0.93, FVDKX and SUVZX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, FVDKX or SUVZX?

FVDKX has higher volatility (3.11%) compared to SUVZX (2.60%). In terms of maximum drawdown, FVDKX dropped -56.60% vs SUVZX's -60.47%.

Which has better risk-adjusted returns?

SUVZX currently has the higher Sharpe Ratio (3.14 vs 2.82), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.