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FVWSX vs. FSAEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FVWSX vs. FSAEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series Opportunistic Insights Fund (FVWSX) and Fidelity Series All-Sector Equity Fund (FSAEX). The values are adjusted to include any dividend payments, if applicable.

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FVWSX vs. FSAEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FVWSX
Fidelity Series Opportunistic Insights Fund
-7.57%22.69%36.47%33.21%-25.74%24.95%31.17%30.57%-2.07%33.19%
FSAEX
Fidelity Series All-Sector Equity Fund
-8.21%19.80%26.86%30.61%-18.55%26.89%26.23%32.18%-6.56%21.64%

Returns By Period

In the year-to-date period, FVWSX achieves a -7.57% return, which is significantly higher than FSAEX's -8.21% return. Over the past 10 years, FVWSX has outperformed FSAEX with an annualized return of 15.84%, while FSAEX has yielded a comparatively lower 14.62% annualized return.


FVWSX

1D
-0.59%
1M
-9.21%
YTD
-7.57%
6M
-4.75%
1Y
19.52%
3Y*
23.69%
5Y*
13.21%
10Y*
15.84%

FSAEX

1D
-0.56%
1M
-8.01%
YTD
-8.21%
6M
-6.24%
1Y
16.80%
3Y*
18.69%
5Y*
11.91%
10Y*
14.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FVWSX vs. FSAEX - Expense Ratio Comparison

FVWSX has a 0.00% expense ratio, which is lower than FSAEX's 0.00% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FVWSX vs. FSAEX — Risk / Return Rank

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

FVWSX
FVWSX Risk / Return Rank: 6161
Overall Rank
FVWSX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
FVWSX Sortino Ratio Rank: 5959
Sortino Ratio Rank
FVWSX Omega Ratio Rank: 5757
Omega Ratio Rank
FVWSX Calmar Ratio Rank: 6969
Calmar Ratio Rank
FVWSX Martin Ratio Rank: 6666
Martin Ratio Rank

FSAEX
FSAEX Risk / Return Rank: 5353
Overall Rank
FSAEX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
FSAEX Sortino Ratio Rank: 5353
Sortino Ratio Rank
FSAEX Omega Ratio Rank: 5555
Omega Ratio Rank
FSAEX Calmar Ratio Rank: 5151
Calmar Ratio Rank
FSAEX Martin Ratio Rank: 5959
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.

FVWSX vs. FSAEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Opportunistic Insights Fund (FVWSX) and Fidelity Series All-Sector Equity Fund (FSAEX). 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.


FVWSXFSAEXDifference

Sharpe ratio

Return per unit of total volatility

1.01

0.93

+0.07

Sortino ratio

Return per unit of downside risk

1.52

1.42

+0.10

Omega ratio

Gain probability vs. loss probability

1.22

1.21

+0.01

Calmar ratio

Return relative to maximum drawdown

1.56

1.24

+0.32

Martin ratio

Return relative to average drawdown

6.22

5.64

+0.58

FVWSX vs. FSAEX - Sharpe Ratio Comparison

The current FVWSX Sharpe Ratio is 1.01, which is comparable to the FSAEX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of FVWSX and FSAEX, 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


FVWSXFSAEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

0.93

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.67

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.78

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

0.67

+0.20

Correlation

The correlation between FVWSX and FSAEX is 0.93, 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

FVWSX vs. FSAEX - Dividend Comparison

FVWSX's dividend yield for the trailing twelve months is around 17.67%, more than FSAEX's 9.12% yield.


TTM20252024202320222021202020192018201720162015
FVWSX
Fidelity Series Opportunistic Insights Fund
17.67%16.24%6.57%1.02%8.29%21.40%16.45%9.19%12.34%12.74%2.63%7.00%
FSAEX
Fidelity Series All-Sector Equity Fund
9.12%7.36%8.95%5.50%11.89%20.94%12.13%8.60%41.30%14.60%17.85%9.61%

Drawdowns

FVWSX vs. FSAEX - Drawdown Comparison

The maximum FVWSX drawdown since its inception was -31.69%, smaller than the maximum FSAEX drawdown of -34.55%. Use the drawdown chart below to compare losses from any high point for FVWSX and FSAEX.


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Drawdown Indicators


FVWSXFSAEXDifference

Max Drawdown

Largest peak-to-trough decline

-31.69%

-34.55%

+2.86%

Max Drawdown (1Y)

Largest decline over 1 year

-10.74%

-12.03%

+1.29%

Max Drawdown (5Y)

Largest decline over 5 years

-31.69%

-24.66%

-7.03%

Max Drawdown (10Y)

Largest decline over 10 years

-31.69%

-34.55%

+2.86%

Current Drawdown

Current decline from peak

-10.52%

-9.83%

-0.69%

Average Drawdown

Average peak-to-trough decline

-5.33%

-4.59%

-0.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

2.64%

+0.05%

Volatility

FVWSX vs. FSAEX - Volatility Comparison

Fidelity Series Opportunistic Insights Fund (FVWSX) has a higher volatility of 5.35% compared to Fidelity Series All-Sector Equity Fund (FSAEX) at 4.62%. This indicates that FVWSX's price experiences larger fluctuations and is considered to be riskier than FSAEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FVWSXFSAEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.35%

4.62%

+0.73%

Volatility (6M)

Calculated over the trailing 6-month period

10.71%

9.70%

+1.01%

Volatility (1Y)

Calculated over the trailing 1-year period

19.57%

18.64%

+0.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.73%

17.84%

+0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.31%

18.76%

+0.55%