IJMIX vs. FSLSX
IJMIX (VY JPMorgan Mid Cap Value Portfolio) and FSLSX (Fidelity Value Strategies Fund) are both Mid Cap Value Equities funds. Over the past 10 years, IJMIX returned 9.11%/yr vs 12.12%/yr for FSLSX. Their correlation of 0.91 means they have usually moved in the same direction. IJMIX charges 0.88%/yr vs 0.86%/yr for FSLSX.
Performance
IJMIX vs. FSLSX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IJMIX achieves a 13.76% return, which is significantly lower than FSLSX's 29.05% return. Over the past 10 years, IJMIX has underperformed FSLSX with an annualized return of 9.11%, while FSLSX has yielded a comparatively higher 12.12% annualized return.
IJMIX
- 1D
- -0.84%
- 1M
- 1.54%
- 6M
- 9.96%
- YTD
- 13.76%
- 1Y
- 15.88%
- 3Y*
- 11.77%
- 5Y*
- 7.75%
- 10Y*
- 9.11%
- ALL TIME*
- 6.98%
FSLSX
- 1D
- -0.08%
- 1M
- 2.06%
- 6M
- 19.20%
- YTD
- 29.05%
- 1Y
- 33.28%
- 3Y*
- 14.06%
- 5Y*
- 11.28%
- 10Y*
- 12.12%
- ALL TIME*
- 10.89%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
IJMIX vs. FSLSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IJMIX VY JPMorgan Mid Cap Value Portfolio | 13.76% | 3.49% | 14.20% | 10.81% | -8.20% | 29.83% | 0.61% | 26.34% | -11.91% | 14.06% |
FSLSX Fidelity Value Strategies Fund | 29.05% | 0.24% | 9.25% | 20.54% | -7.37% | 33.32% | 8.24% | 34.54% | -16.90% | 17.49% |
Correlation
The correlation between IJMIX and FSLSX is 0.80, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.80 |
Correlation (3Y) Balances recent behavior with more history. | 0.82 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.89 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2002 | 0.91 |
The correlation between IJMIX and FSLSX shifts across timeframes, from 0.80 (1 year) to 0.92 (10 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IJMIX vs. FSLSX — Risk / Return Rank
IJMIX
FSLSX
IJMIX vs. FSLSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VY JPMorgan Mid Cap Value Portfolio (IJMIX) and Fidelity Value Strategies Fund (FSLSX). 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.
| IJMIX | FSLSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.30 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.95 | 3.06 | -1.10 |
| Martin ratioReturn relative to average drawdown | 7.48 | 10.30 | -2.83 |
Loading charts...
Drawdowns
IJMIX vs. FSLSX - Drawdown Comparison
The maximum IJMIX drawdown since its inception was -54.73%, smaller than the maximum FSLSX drawdown of -69.87%. Use the drawdown chart below to compare losses from any high point for IJMIX and FSLSX.
Loading charts...
Drawdown Indicators
| IJMIX | FSLSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.73% | -69.87% | +15.14% |
Max Drawdown (1Y)Largest decline over 1 year | -8.26% | -9.79% | +1.53% |
Max Drawdown (3Y)Largest decline over 3 years | -18.61% | -26.81% | +8.20% |
Max Drawdown (5Y)Largest decline over 5 years | -18.96% | -26.81% | +7.85% |
Max Drawdown (10Y)Largest decline over 10 years | -43.18% | -47.98% | +4.80% |
Current DrawdownCurrent decline from peak | -1.14% | -0.91% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -10.15% | -8.25% | -1.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 2.94% | -0.81% |
Volatility
IJMIX vs. FSLSX - Volatility Comparison
VY JPMorgan Mid Cap Value Portfolio (IJMIX) has a higher volatility of 3.58% compared to Fidelity Value Strategies Fund (FSLSX) at 3.24%. This indicates that IJMIX's price experiences larger fluctuations and is considered to be riskier than FSLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IJMIX | FSLSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.58% | 3.24% | +0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 13.87% | 11.73% | +2.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.67% | 18.79% | -2.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.62% | 20.41% | -2.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.65% | 21.87% | -2.22% |
IJMIX vs. FSLSX - Expense Ratio Comparison
IJMIX has a 0.88% expense ratio, which is higher than FSLSX's 0.86% expense ratio.
Dividends
IJMIX vs. FSLSX - Dividend Comparison
IJMIX's dividend yield for the trailing twelve months is around 13.82%, while FSLSX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSLSX Fidelity Value Strategies Fund | 0.00% | 0.00% | 10.41% | 2.49% | 2.13% | 7.29% | 0.84% | 4.84% | 14.59% | 6.57% | 19.71% | 1.26% |
IJMIX VY JPMorgan Mid Cap Value Portfolio | 13.82% | 15.72% | 6.03% | 11.36% | 20.71% | 4.23% | 9.14% | 14.29% | 11.98% | 10.41% | 10.24% | 17.53% |
Frequently Asked Questions
IJMIX and FSLSX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IJMIX has higher volatility (3.58%) compared to FSLSX (3.24%). In terms of maximum drawdown, IJMIX dropped -54.73% vs FSLSX's -69.87%.
FSLSX currently has the higher Sharpe Ratio (1.60 vs 0.97), 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.
Find the right allocation for IJMIX and FSLSX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer