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PRWAX vs. FDSVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRWAX and FDSVX 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.


-0.50.00.51.00.9

Performance

PRWAX vs. FDSVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price All-Cap Opportunities Fund (PRWAX) and Fidelity Growth Discovery Fund (FDSVX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
0.10%
-4.26%
PRWAX
FDSVX

Key characteristics

Sharpe Ratio

PRWAX:

1.14

FDSVX:

0.87

Sortino Ratio

PRWAX:

1.48

FDSVX:

1.18

Omega Ratio

PRWAX:

1.23

FDSVX:

1.18

Calmar Ratio

PRWAX:

0.76

FDSVX:

1.01

Martin Ratio

PRWAX:

4.55

FDSVX:

2.43

Ulcer Index

PRWAX:

3.94%

FDSVX:

6.72%

Daily Std Dev

PRWAX:

15.67%

FDSVX:

18.75%

Max Drawdown

PRWAX:

-70.45%

FDSVX:

-59.06%

Current Drawdown

PRWAX:

-10.68%

FDSVX:

-7.07%

Returns By Period

In the year-to-date period, PRWAX achieves a 3.65% return, which is significantly lower than FDSVX's 3.84% return. Over the past 10 years, PRWAX has underperformed FDSVX with an annualized return of 6.11%, while FDSVX has yielded a comparatively higher 10.54% annualized return.


PRWAX

YTD

3.65%

1M

2.43%

6M

0.10%

1Y

16.39%

5Y*

5.71%

10Y*

6.11%

FDSVX

YTD

3.84%

1M

-0.67%

6M

-4.26%

1Y

14.55%

5Y*

8.97%

10Y*

10.54%

*Annualized

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PRWAX vs. FDSVX - Expense Ratio Comparison

PRWAX has a 0.76% expense ratio, which is lower than FDSVX's 0.77% expense ratio.


FDSVX
Fidelity Growth Discovery Fund
Expense ratio chart for FDSVX: current value at 0.77% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.77%
Expense ratio chart for PRWAX: current value at 0.76% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.76%

Risk-Adjusted Performance

PRWAX vs. FDSVX — Risk-Adjusted Performance Rank

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

PRWAX
The Risk-Adjusted Performance Rank of PRWAX is 5353
Overall Rank
The Sharpe Ratio Rank of PRWAX is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of PRWAX is 4848
Sortino Ratio Rank
The Omega Ratio Rank of PRWAX is 5858
Omega Ratio Rank
The Calmar Ratio Rank of PRWAX is 5151
Calmar Ratio Rank
The Martin Ratio Rank of PRWAX is 5353
Martin Ratio Rank

FDSVX
The Risk-Adjusted Performance Rank of FDSVX is 4242
Overall Rank
The Sharpe Ratio Rank of FDSVX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of FDSVX is 3737
Sortino Ratio Rank
The Omega Ratio Rank of FDSVX is 4141
Omega Ratio Rank
The Calmar Ratio Rank of FDSVX is 6363
Calmar Ratio Rank
The Martin Ratio Rank of FDSVX is 3131
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PRWAX vs. FDSVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price All-Cap Opportunities Fund (PRWAX) and Fidelity Growth Discovery Fund (FDSVX). 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.


Sharpe ratio
The chart of Sharpe ratio for PRWAX, currently valued at 1.14, compared to the broader market-1.000.001.002.003.004.001.140.87
The chart of Sortino ratio for PRWAX, currently valued at 1.48, compared to the broader market0.005.0010.001.481.18
The chart of Omega ratio for PRWAX, currently valued at 1.23, compared to the broader market1.002.003.004.001.231.18
The chart of Calmar ratio for PRWAX, currently valued at 0.76, compared to the broader market0.005.0010.0015.0020.000.761.01
The chart of Martin ratio for PRWAX, currently valued at 4.55, compared to the broader market0.0020.0040.0060.0080.004.552.43
PRWAX
FDSVX

The current PRWAX Sharpe Ratio is 1.14, which is higher than the FDSVX Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of PRWAX and FDSVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.14
0.87
PRWAX
FDSVX

Dividends

PRWAX vs. FDSVX - Dividend Comparison

PRWAX's dividend yield for the trailing twelve months is around 0.07%, while FDSVX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
PRWAX
T. Rowe Price All-Cap Opportunities Fund
0.07%0.07%0.20%0.00%0.00%0.03%0.40%0.23%0.17%0.05%0.00%0.00%
FDSVX
Fidelity Growth Discovery Fund
0.00%0.00%0.05%0.02%0.24%0.03%0.05%0.20%0.15%0.09%0.23%0.19%

Drawdowns

PRWAX vs. FDSVX - Drawdown Comparison

The maximum PRWAX drawdown since its inception was -70.45%, which is greater than FDSVX's maximum drawdown of -59.06%. Use the drawdown chart below to compare losses from any high point for PRWAX and FDSVX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-10.68%
-7.07%
PRWAX
FDSVX

Volatility

PRWAX vs. FDSVX - Volatility Comparison

The current volatility for T. Rowe Price All-Cap Opportunities Fund (PRWAX) is 5.52%, while Fidelity Growth Discovery Fund (FDSVX) has a volatility of 6.65%. This indicates that PRWAX experiences smaller price fluctuations and is considered to be less risky than FDSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
5.52%
6.65%
PRWAX
FDSVX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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