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FVLKX vs. TCVIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FVLKX vs. TCVIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Value Fund Class K (FVLKX) and Touchstone Mid Cap Value Fund (TCVIX). The values are adjusted to include any dividend payments, if applicable.

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FVLKX vs. TCVIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FVLKX
Fidelity Value Fund Class K
0.43%11.37%14.64%19.65%-8.91%35.38%9.41%31.92%-17.56%14.09%
TCVIX
Touchstone Mid Cap Value Fund
5.28%10.00%8.61%7.78%-8.38%27.12%5.70%29.76%-16.77%14.09%

Returns By Period

In the year-to-date period, FVLKX achieves a 0.43% return, which is significantly lower than TCVIX's 5.28% return. Over the past 10 years, FVLKX has outperformed TCVIX with an annualized return of 11.23%, while TCVIX has yielded a comparatively lower 8.94% annualized return.


FVLKX

1D
-0.64%
1M
-8.68%
YTD
0.43%
6M
5.37%
1Y
18.18%
3Y*
14.82%
5Y*
9.79%
10Y*
11.23%

TCVIX

1D
-0.74%
1M
-7.05%
YTD
5.28%
6M
8.70%
1Y
17.19%
3Y*
10.74%
5Y*
6.82%
10Y*
8.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FVLKX vs. TCVIX - Expense Ratio Comparison

FVLKX has a 0.71% expense ratio, which is lower than TCVIX's 0.85% expense ratio.


Return for Risk

FVLKX vs. TCVIX — Risk / Return Rank

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

FVLKX
FVLKX Risk / Return Rank: 4242
Overall Rank
FVLKX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FVLKX Sortino Ratio Rank: 4646
Sortino Ratio Rank
FVLKX Omega Ratio Rank: 4040
Omega Ratio Rank
FVLKX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FVLKX Martin Ratio Rank: 4343
Martin Ratio Rank

TCVIX
TCVIX Risk / Return Rank: 5555
Overall Rank
TCVIX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
TCVIX Sortino Ratio Rank: 5757
Sortino Ratio Rank
TCVIX Omega Ratio Rank: 5151
Omega Ratio Rank
TCVIX Calmar Ratio Rank: 5656
Calmar Ratio Rank
TCVIX Martin Ratio Rank: 5757
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.

FVLKX vs. TCVIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Value Fund Class K (FVLKX) and Touchstone Mid Cap Value Fund (TCVIX). 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.


FVLKXTCVIXDifference

Sharpe ratio

Return per unit of total volatility

0.85

1.03

-0.18

Sortino ratio

Return per unit of downside risk

1.33

1.51

-0.18

Omega ratio

Gain probability vs. loss probability

1.18

1.21

-0.03

Calmar ratio

Return relative to maximum drawdown

1.06

1.32

-0.26

Martin ratio

Return relative to average drawdown

4.37

5.51

-1.14

FVLKX vs. TCVIX - Sharpe Ratio Comparison

The current FVLKX Sharpe Ratio is 0.85, which is comparable to the TCVIX Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of FVLKX and TCVIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FVLKXTCVIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

1.03

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.40

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

0.47

-0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.58

-0.53

Correlation

The correlation between FVLKX and TCVIX is 0.95, 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.


Dividends

FVLKX vs. TCVIX - Dividend Comparison

FVLKX's dividend yield for the trailing twelve months is around 9.99%, more than TCVIX's 4.03% yield.


TTM20252024202320222021202020192018201720162015
FVLKX
Fidelity Value Fund Class K
9.99%10.03%20.95%3.80%7.16%9.87%1.06%3.43%16.38%3.37%1.36%11.10%
TCVIX
Touchstone Mid Cap Value Fund
4.03%4.25%5.48%1.80%6.59%6.77%0.76%0.91%5.86%6.47%4.44%7.26%

Drawdowns

FVLKX vs. TCVIX - Drawdown Comparison

The maximum FVLKX drawdown since its inception was -90.17%, which is greater than TCVIX's maximum drawdown of -41.89%. Use the drawdown chart below to compare losses from any high point for FVLKX and TCVIX.


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Drawdown Indicators


FVLKXTCVIXDifference

Max Drawdown

Largest peak-to-trough decline

-90.17%

-41.89%

-48.28%

Max Drawdown (1Y)

Largest decline over 1 year

-14.99%

-12.52%

-2.47%

Max Drawdown (5Y)

Largest decline over 5 years

-31.39%

-19.37%

-12.02%

Max Drawdown (10Y)

Largest decline over 10 years

-90.17%

-41.89%

-48.28%

Current Drawdown

Current decline from peak

-9.86%

-7.76%

-2.10%

Average Drawdown

Average peak-to-trough decline

-9.52%

-5.43%

-4.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.65%

3.00%

+0.65%

Volatility

FVLKX vs. TCVIX - Volatility Comparison

Fidelity Value Fund Class K (FVLKX) and Touchstone Mid Cap Value Fund (TCVIX) have volatilities of 5.35% and 5.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FVLKXTCVIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.35%

5.27%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

11.76%

10.00%

+1.76%

Volatility (1Y)

Calculated over the trailing 1-year period

21.63%

17.54%

+4.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.01%

17.11%

+5.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

288.99%

19.11%

+269.88%