LSVQX vs. FDGRX
LSVQX (LSV Small Cap Value Fund) and FDGRX (Fidelity Growth Company Fund) are both mutual funds - LSVQX is a Small Cap Value Equities fund managed by LSV, while FDGRX is a Large Cap Growth Equities fund actively managed by Fidelity. Over the past 10 years, LSVQX returned 9.14%/yr vs 21.52%/yr for FDGRX. Their 0.60 correlation means they have sometimes moved together and sometimes differently. LSVQX charges 0.83%/yr vs 0.52%/yr for FDGRX.
Performance
LSVQX vs. FDGRX - Performance Comparison
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Returns By Period
In the year-to-date period, LSVQX achieves a 21.19% return, which is significantly higher than FDGRX's 15.01% return. Over the past 10 years, LSVQX has underperformed FDGRX with an annualized return of 9.14%, while FDGRX has yielded a comparatively higher 21.52% annualized return.
LSVQX
- 1D
- -0.58%
- 1M
- 2.52%
- 6M
- 16.34%
- YTD
- 21.19%
- 1Y
- 33.57%
- 3Y*
- 12.69%
- 5Y*
- 10.19%
- 10Y*
- 9.14%
- ALL TIME*
- 9.45%
FDGRX
- 1D
- 2.88%
- 1M
- -4.50%
- 6M
- 12.24%
- YTD
- 15.01%
- 1Y
- 27.79%
- 3Y*
- 25.32%
- 5Y*
- 13.97%
- 10Y*
- 21.52%
- ALL TIME*
- 14.94%
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 |
LSVQX vs. FDGRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LSVQX LSV Small Cap Value Fund | 21.19% | 7.31% | 4.23% | 19.02% | -6.24% | 34.54% | -5.98% | 20.59% | -17.41% | 6.12% |
FDGRX Fidelity Growth Company Fund | 15.01% | 18.54% | 37.18% | 47.25% | -33.86% | 22.57% | 67.42% | 38.40% | -4.14% | 36.76% |
Correlation
The correlation between LSVQX and FDGRX is 0.38, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.38 |
Correlation (3Y) Balances recent behavior with more history. | 0.46 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.58 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.54 |
Correlation (All Time) Calculated using the full available price history since Mar 1, 2013 | 0.60 |
Over the past year, the correlation between LSVQX and FDGRX has dropped to 0.38 - well below their long-term average of 0.60, suggesting their price drivers have been diverging.
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Return for Risk
LSVQX vs. FDGRX — Risk / Return Rank
LSVQX
FDGRX
LSVQX vs. FDGRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LSV Small Cap Value Fund (LSVQX) and Fidelity Growth Company Fund (FDGRX). 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.
| LSVQX | FDGRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.79 | ||
| Sortino ratioReturn per unit of downside risk | +1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.22 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.62 | 2.04 | +1.59 |
| Martin ratioReturn relative to average drawdown | 11.13 | 6.83 | +4.30 |
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Drawdowns
LSVQX vs. FDGRX - Drawdown Comparison
The maximum LSVQX drawdown since its inception was -54.77%, smaller than the maximum FDGRX drawdown of -71.62%. Use the drawdown chart below to compare losses from any high point for LSVQX and FDGRX.
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Drawdown Indicators
| LSVQX | FDGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.77% | -71.62% | +16.85% |
Max Drawdown (1Y)Largest decline over 1 year | -8.48% | -12.60% | +4.12% |
Max Drawdown (3Y)Largest decline over 3 years | -25.76% | -26.19% | +0.43% |
Max Drawdown (5Y)Largest decline over 5 years | -25.76% | -40.25% | +14.49% |
Max Drawdown (10Y)Largest decline over 10 years | -54.77% | -40.25% | -14.52% |
Current DrawdownCurrent decline from peak | -1.37% | -7.06% | +5.69% |
Average DrawdownAverage peak-to-trough decline | -7.37% | -15.86% | +8.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 3.74% | -0.98% |
Volatility
LSVQX vs. FDGRX - Volatility Comparison
The current volatility for LSV Small Cap Value Fund (LSVQX) is 3.49%, while Fidelity Growth Company Fund (FDGRX) has a volatility of 6.23%. This indicates that LSVQX experiences smaller price fluctuations and is considered to be less risky than FDGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LSVQX | FDGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.49% | 6.23% | -2.74% |
Volatility (6M)Calculated over the trailing 6-month period | 10.12% | 15.89% | -5.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.17% | 20.62% | -5.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.12% | 24.26% | -4.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.23% | 23.50% | +0.73% |
LSVQX vs. FDGRX - Expense Ratio Comparison
LSVQX has a 0.83% expense ratio, which is higher than FDGRX's 0.52% expense ratio.
Dividends
LSVQX vs. FDGRX - Dividend Comparison
LSVQX's dividend yield for the trailing twelve months is around 6.70%, while FDGRX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDGRX Fidelity Growth Company Fund | 0.00% | 0.00% | 8.86% | 3.83% | 7.20% | 10.67% | 8.86% | 3.84% | 6.38% | 4.73% | 6.16% | 3.92% |
LSVQX LSV Small Cap Value Fund | 6.70% | 8.13% | 1.78% | 4.73% | 2.02% | 1.45% | 1.83% | 2.04% | 7.00% | 4.78% | 2.35% | 3.59% |
Frequently Asked Questions
LSVQX and FDGRX have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FDGRX has higher volatility (6.23%) compared to LSVQX (3.49%). In terms of maximum drawdown, LSVQX dropped -54.77% vs FDGRX's -71.62%.
LSVQX currently has the higher Sharpe Ratio (2.04 vs 1.24), 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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