IMSCX vs. FSUVX
IMSCX (IMS Capital Value Fund) and FSUVX (Fidelity SAI U.S. Low Volatility Index Fund) are both mutual funds - IMSCX is a Large Cap Blend Equities fund managed by IMS, while FSUVX is a Low Volatility fund managed by Fidelity. Over the past 10 years, IMSCX returned 10.90%/yr vs 11.13%/yr for FSUVX. Their 0.74 correlation means they have sometimes moved together and sometimes differently. IMSCX charges 1.82%/yr vs 0.11%/yr for FSUVX.
Performance
IMSCX vs. FSUVX - Performance Comparison
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Returns By Period
In the year-to-date period, IMSCX achieves a 7.32% return, which is significantly lower than FSUVX's 8.73% return. Both investments have delivered pretty close results over the past 10 years, with IMSCX having a 10.90% annualized return and FSUVX not far ahead at 11.13%.
IMSCX
- 1D
- 1.63%
- 1M
- -3.01%
- 6M
- 5.51%
- YTD
- 7.32%
- 1Y
- 20.05%
- 3Y*
- 18.15%
- 5Y*
- 9.07%
- 10Y*
- 10.90%
- ALL TIME*
- 8.12%
FSUVX
- 1D
- 0.00%
- 1M
- 1.14%
- 6M
- 6.39%
- YTD
- 8.73%
- 1Y
- 14.88%
- 3Y*
- 14.07%
- 5Y*
- 9.11%
- 10Y*
- 11.13%
- ALL TIME*
- 11.56%
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 |
IMSCX vs. FSUVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IMSCX IMS Capital Value Fund | 7.32% | 16.99% | 21.40% | 47.43% | -30.11% | 12.87% | 13.86% | 39.69% | -12.02% | 11.89% |
FSUVX Fidelity SAI U.S. Low Volatility Index Fund | 8.73% | 11.03% | 17.40% | 14.80% | -10.93% | 21.51% | 9.86% | 27.73% | 1.35% | 17.68% |
Correlation
The correlation between IMSCX and FSUVX is 0.51, 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. | 0.51 |
Correlation (3Y) Balances recent behavior with more history. | 0.64 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.71 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.73 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 2015 | 0.74 |
Over the past year, the correlation between IMSCX and FSUVX has dropped to 0.51 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.
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Return for Risk
IMSCX vs. FSUVX — Risk / Return Rank
IMSCX
FSUVX
IMSCX vs. FSUVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IMS Capital Value Fund (IMSCX) and Fidelity SAI U.S. Low Volatility Index Fund (FSUVX). 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.
| IMSCX | FSUVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.27 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.45 | 1.87 | -0.43 |
| Martin ratioReturn relative to average drawdown | 5.35 | 7.68 | -2.32 |
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Drawdowns
IMSCX vs. FSUVX - Drawdown Comparison
The maximum IMSCX drawdown since its inception was -56.63%, which is greater than FSUVX's maximum drawdown of -32.41%. Use the drawdown chart below to compare losses from any high point for IMSCX and FSUVX.
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Drawdown Indicators
| IMSCX | FSUVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.63% | -32.41% | -24.22% |
Max Drawdown (1Y)Largest decline over 1 year | -11.90% | -7.28% | -4.62% |
Max Drawdown (3Y)Largest decline over 3 years | -23.80% | -11.55% | -12.25% |
Max Drawdown (5Y)Largest decline over 5 years | -40.18% | -19.48% | -20.70% |
Max Drawdown (10Y)Largest decline over 10 years | -40.18% | -32.41% | -7.77% |
Current DrawdownCurrent decline from peak | -5.32% | -0.68% | -4.64% |
Average DrawdownAverage peak-to-trough decline | -10.12% | -3.25% | -6.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 1.77% | +1.44% |
Volatility
IMSCX vs. FSUVX - Volatility Comparison
IMS Capital Value Fund (IMSCX) has a higher volatility of 4.95% compared to Fidelity SAI U.S. Low Volatility Index Fund (FSUVX) at 3.36%. This indicates that IMSCX's price experiences larger fluctuations and is considered to be riskier than FSUVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IMSCX | FSUVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.95% | 3.36% | +1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 12.87% | 7.10% | +5.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.41% | 9.00% | +8.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.21% | 13.00% | +8.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.68% | 15.19% | +4.49% |
IMSCX vs. FSUVX - Expense Ratio Comparison
IMSCX has a 1.82% expense ratio, which is higher than FSUVX's 0.11% expense ratio.
Dividends
IMSCX vs. FSUVX - Dividend Comparison
IMSCX's dividend yield for the trailing twelve months is around 3.31%, less than FSUVX's 4.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSUVX Fidelity SAI U.S. Low Volatility Index Fund | 4.09% | 4.45% | 2.25% | 1.74% | 4.12% | 3.52% | 1.31% | 3.80% | 2.63% | 2.94% | 2.23% | 1.17% |
IMSCX IMS Capital Value Fund | 3.31% | 3.55% | 5.63% | 0.00% | 0.00% | 4.09% | 2.09% | 10.15% | 13.04% | 2.08% | 0.00% | 0.00% |
Frequently Asked Questions
IMSCX and FSUVX have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IMSCX has higher volatility (4.95%) compared to FSUVX (3.36%). In terms of maximum drawdown, IMSCX dropped -56.63% vs FSUVX's -32.41%.
FSUVX currently has the higher Sharpe Ratio (1.52 vs 0.99), 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.
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