SCYVX vs. FXAIX
SCYVX (AB Small Cap Value Portfolio) and FXAIX (Fidelity 500 Index Fund) are both mutual funds - SCYVX is a Small Cap Value Equities fund managed by AllianceBernstein, while FXAIX is a S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, SCYVX returned 9.08%/yr vs 15.00%/yr for FXAIX. Their 0.76 correlation means they have sometimes moved together and sometimes differently. SCYVX charges 0.92%/yr vs 0.02%/yr for FXAIX.
Performance
SCYVX vs. FXAIX - Performance Comparison
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Returns By Period
In the year-to-date period, SCYVX achieves a 26.17% return, which is significantly higher than FXAIX's 9.35% return. Over the past 10 years, SCYVX has underperformed FXAIX with an annualized return of 9.08%, while FXAIX has yielded a comparatively higher 15.00% annualized return.
SCYVX
- 1D
- -0.34%
- 1M
- -1.22%
- 6M
- 16.68%
- YTD
- 26.17%
- 1Y
- 35.77%
- 3Y*
- 12.76%
- 5Y*
- 6.31%
- 10Y*
- 9.08%
- ALL TIME*
- 8.60%
FXAIX
- 1D
- 1.66%
- 1M
- -0.56%
- 6M
- 7.79%
- YTD
- 9.35%
- 1Y
- 20.63%
- 3Y*
- 19.03%
- 5Y*
- 12.68%
- 10Y*
- 15.00%
- ALL TIME*
- 13.89%
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 |
SCYVX vs. FXAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCYVX AB Small Cap Value Portfolio | 26.17% | -0.02% | 11.46% | 7.82% | -16.68% | 35.56% | 3.45% | 25.72% | -16.43% | 8.97% |
FXAIX Fidelity 500 Index Fund | 9.35% | 17.84% | 25.01% | 26.29% | -18.14% | 28.71% | 18.42% | 31.48% | -4.43% | 21.82% |
Correlation
The correlation between SCYVX and FXAIX is 0.61, 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. | 0.61 |
Correlation (3Y) Balances recent behavior with more history. | 0.68 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.75 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.75 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2015 | 0.76 |
The correlation between SCYVX and FXAIX shifts across timeframes, from 0.61 (1 year) to 0.76 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SCYVX vs. FXAIX — Risk / Return Rank
SCYVX
FXAIX
SCYVX vs. FXAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AB Small Cap Value Portfolio (SCYVX) and Fidelity 500 Index Fund (FXAIX). 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.
| SCYVX | FXAIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.26 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.57 | 2.06 | +1.50 |
| Martin ratioReturn relative to average drawdown | 10.96 | 8.86 | +2.09 |
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Drawdowns
SCYVX vs. FXAIX - Drawdown Comparison
The maximum SCYVX drawdown since its inception was -47.74%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for SCYVX and FXAIX.
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Drawdown Indicators
| SCYVX | FXAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.74% | -33.79% | -13.95% |
Max Drawdown (1Y)Largest decline over 1 year | -8.71% | -8.89% | +0.18% |
Max Drawdown (3Y)Largest decline over 3 years | -27.12% | -18.76% | -8.36% |
Max Drawdown (5Y)Largest decline over 5 years | -29.12% | -24.50% | -4.62% |
Max Drawdown (10Y)Largest decline over 10 years | -47.74% | -33.79% | -13.95% |
Current DrawdownCurrent decline from peak | -2.46% | -2.11% | -0.35% |
Average DrawdownAverage peak-to-trough decline | -9.34% | -3.77% | -5.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 2.07% | +0.77% |
Volatility
SCYVX vs. FXAIX - Volatility Comparison
AB Small Cap Value Portfolio (SCYVX) and Fidelity 500 Index Fund (FXAIX) have volatilities of 3.52% and 3.44%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCYVX | FXAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.52% | 3.44% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 10.99% | 10.09% | +0.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.93% | 12.86% | +4.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.52% | 17.03% | +4.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.90% | 18.07% | +5.83% |
SCYVX vs. FXAIX - Expense Ratio Comparison
SCYVX has a 0.92% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Dividends
SCYVX vs. FXAIX - Dividend Comparison
SCYVX's dividend yield for the trailing twelve months is around 3.86%, more than FXAIX's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXAIX Fidelity 500 Index Fund | 1.07% | 1.11% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% |
SCYVX AB Small Cap Value Portfolio | 3.86% | 4.87% | 4.23% | 0.52% | 5.15% | 7.39% | 0.55% | 5.37% | 6.44% | 5.67% | 0.54% | 0.52% |
Frequently Asked Questions
SCYVX and FXAIX have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCYVX has higher volatility (3.52%) compared to FXAIX (3.44%). In terms of maximum drawdown, SCYVX dropped -47.74% vs FXAIX's -33.79%.
SCYVX currently has the higher Sharpe Ratio (1.84 vs 1.43), 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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