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PSCI vs. FSCRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSCI vs. FSCRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap Industrials ETF (PSCI) and Fidelity Small Cap Discovery Fund (FSCRX). The values are adjusted to include any dividend payments, if applicable.

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PSCI vs. FSCRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSCI
Invesco S&P SmallCap Industrials ETF
3.18%13.50%16.68%31.64%-9.02%24.44%12.02%29.80%-13.20%17.52%
FSCRX
Fidelity Small Cap Discovery Fund
-4.64%10.89%2.75%21.28%-16.68%35.66%6.87%27.31%-14.06%7.71%

Returns By Period

In the year-to-date period, PSCI achieves a 3.18% return, which is significantly higher than FSCRX's -4.64% return. Over the past 10 years, PSCI has outperformed FSCRX with an annualized return of 14.09%, while FSCRX has yielded a comparatively lower 8.07% annualized return.


PSCI

1D
3.38%
1M
-8.15%
YTD
3.18%
6M
4.82%
1Y
32.24%
3Y*
18.66%
5Y*
11.38%
10Y*
14.09%

FSCRX

1D
-1.24%
1M
-7.88%
YTD
-4.64%
6M
-2.54%
1Y
12.26%
3Y*
7.76%
5Y*
5.01%
10Y*
8.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PSCI vs. FSCRX - Expense Ratio Comparison

PSCI has a 0.29% expense ratio, which is lower than FSCRX's 0.98% expense ratio.


Return for Risk

PSCI vs. FSCRX — Risk / Return Rank

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

PSCI
PSCI Risk / Return Rank: 7373
Overall Rank
PSCI Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
PSCI Sortino Ratio Rank: 7777
Sortino Ratio Rank
PSCI Omega Ratio Rank: 6868
Omega Ratio Rank
PSCI Calmar Ratio Rank: 7979
Calmar Ratio Rank
PSCI Martin Ratio Rank: 7070
Martin Ratio Rank

FSCRX
FSCRX Risk / Return Rank: 2525
Overall Rank
FSCRX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
FSCRX Sortino Ratio Rank: 2626
Sortino Ratio Rank
FSCRX Omega Ratio Rank: 2121
Omega Ratio Rank
FSCRX Calmar Ratio Rank: 2828
Calmar Ratio Rank
FSCRX Martin Ratio Rank: 2525
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.

PSCI vs. FSCRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Industrials ETF (PSCI) and Fidelity Small Cap Discovery Fund (FSCRX). 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.


PSCIFSCRXDifference

Sharpe ratio

Return per unit of total volatility

1.28

0.57

+0.72

Sortino ratio

Return per unit of downside risk

1.94

0.97

+0.98

Omega ratio

Gain probability vs. loss probability

1.25

1.12

+0.13

Calmar ratio

Return relative to maximum drawdown

2.13

0.79

+1.34

Martin ratio

Return relative to average drawdown

6.98

2.62

+4.37

PSCI vs. FSCRX - Sharpe Ratio Comparison

The current PSCI Sharpe Ratio is 1.28, which is higher than the FSCRX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of PSCI and FSCRX, 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


PSCIFSCRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

0.57

+0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.25

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.37

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.45

+0.10

Correlation

The correlation between PSCI and FSCRX is 0.88, 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

PSCI vs. FSCRX - Dividend Comparison

PSCI's dividend yield for the trailing twelve months is around 1.54%, less than FSCRX's 15.41% yield.


TTM20252024202320222021202020192018201720162015
PSCI
Invesco S&P SmallCap Industrials ETF
1.54%1.56%0.65%0.72%0.87%0.69%0.59%0.64%0.67%0.71%0.74%1.02%
FSCRX
Fidelity Small Cap Discovery Fund
15.41%14.70%13.03%4.44%11.56%6.12%2.79%7.46%35.48%13.68%0.44%7.28%

Drawdowns

PSCI vs. FSCRX - Drawdown Comparison

The maximum PSCI drawdown since its inception was -45.55%, smaller than the maximum FSCRX drawdown of -56.27%. Use the drawdown chart below to compare losses from any high point for PSCI and FSCRX.


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Drawdown Indicators


PSCIFSCRXDifference

Max Drawdown

Largest peak-to-trough decline

-45.55%

-56.27%

+10.72%

Max Drawdown (1Y)

Largest decline over 1 year

-14.88%

-12.79%

-2.09%

Max Drawdown (5Y)

Largest decline over 5 years

-29.36%

-25.91%

-3.45%

Max Drawdown (10Y)

Largest decline over 10 years

-45.55%

-47.06%

+1.51%

Current Drawdown

Current decline from peak

-11.91%

-11.34%

-0.57%

Average Drawdown

Average peak-to-trough decline

-6.94%

-7.97%

+1.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.54%

3.86%

+0.68%

Volatility

PSCI vs. FSCRX - Volatility Comparison

Invesco S&P SmallCap Industrials ETF (PSCI) has a higher volatility of 8.07% compared to Fidelity Small Cap Discovery Fund (FSCRX) at 5.68%. This indicates that PSCI's price experiences larger fluctuations and is considered to be riskier than FSCRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSCIFSCRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.07%

5.68%

+2.39%

Volatility (6M)

Calculated over the trailing 6-month period

15.47%

13.02%

+2.45%

Volatility (1Y)

Calculated over the trailing 1-year period

25.26%

21.38%

+3.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.98%

20.02%

+2.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.16%

21.67%

+3.49%