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SEVAX vs. FCMVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SEVAX vs. FCMVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Guggenheim SMid Cap Value Fund (SEVAX) and Fidelity Mid Cap Value K6 Fund (FCMVX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SEVAX achieves a 11.41% return, which is significantly lower than FCMVX's 26.24% return.


SEVAX

1D
0.57%
1M
0.13%
6M
6.93%
YTD
11.41%
1Y
15.28%
3Y*
6.01%
5Y*
5.78%
10Y*
8.53%
ALL TIME*
11.30%

FCMVX

1D
0.95%
1M
1.28%
6M
18.44%
YTD
26.24%
1Y
35.38%
3Y*
41.85%
5Y*
26.47%
10Y*
ALL TIME*
17.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

SEVAX vs. FCMVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SEVAX
Guggenheim SMid Cap Value Fund
11.41%7.18%-1.97%9.34%-2.07%23.63%3.56%26.83%-13.22%10.90%
FCMVX
Fidelity Mid Cap Value K6 Fund
26.24%12.62%87.16%23.07%-10.26%34.12%0.52%23.65%-18.69%12.67%

Correlation

The correlation between SEVAX and FCMVX is 0.90, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.90

Correlation (3Y)
Balances recent behavior with more history.

0.93

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.95

Correlation (All Time)
Calculated using the full available price history since May 25, 2017

0.95

The correlation between SEVAX and FCMVX has been stable across timeframes, ranging from 0.90 to 0.95 - a consistent structural relationship.

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Return for Risk

SEVAX vs. FCMVX — Risk / Return Rank

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

SEVAX
SEVAX Risk / Return Rank: 4040
Overall Rank
SEVAX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SEVAX Sortino Ratio Rank: 3939
Sortino Ratio Rank
SEVAX Omega Ratio Rank: 3434
Omega Ratio Rank
SEVAX Calmar Ratio Rank: 4747
Calmar Ratio Rank
SEVAX Martin Ratio Rank: 4343
Martin Ratio Rank

FCMVX
FCMVX Risk / Return Rank: 9090
Overall Rank
FCMVX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FCMVX Sortino Ratio Rank: 8989
Sortino Ratio Rank
FCMVX Omega Ratio Rank: 8484
Omega Ratio Rank
FCMVX Calmar Ratio Rank: 9292
Calmar Ratio Rank
FCMVX Martin Ratio Rank: 9494
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.

SEVAX vs. FCMVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Guggenheim SMid Cap Value Fund (SEVAX) and Fidelity Mid Cap Value K6 Fund (FCMVX). 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.


SEVAXFCMVXDifference
Sharpe ratioReturn per unit of total volatility

-1.11

Sortino ratioReturn per unit of downside risk

-1.48

Omega ratioGain probability vs. loss probability

1.20

1.39

-0.19

Calmar ratioReturn relative to maximum drawdown

1.81

3.62

-1.81

Martin ratioReturn relative to average drawdown

6.25

13.99

-7.75

SEVAX vs. FCMVX - Sharpe Ratio Comparison

The current SEVAX Sharpe Ratio is 1.13, which is lower than the FCMVX Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of SEVAX and FCMVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SEVAX vs. FCMVX - Drawdown Comparison

The maximum SEVAX drawdown since its inception was -50.99%, which is greater than FCMVX's maximum drawdown of -44.63%. Use the drawdown chart below to compare losses from any high point for SEVAX and FCMVX.


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Drawdown Indicators


SEVAXFCMVXDifference

Max Drawdown

Largest peak-to-trough decline

-50.99%

-44.63%

-6.36%

Max Drawdown (1Y)

Largest decline over 1 year

-8.70%

-10.21%

+1.51%

Max Drawdown (3Y)

Largest decline over 3 years

-28.86%

-38.56%

+9.70%

Max Drawdown (5Y)

Largest decline over 5 years

-28.86%

-38.56%

+9.70%

Max Drawdown (10Y)

Largest decline over 10 years

-43.16%

Current Drawdown

Current decline from peak

-1.18%

-0.06%

-1.12%

Average Drawdown

Average peak-to-trough decline

-7.51%

-9.21%

+1.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

2.64%

-0.12%

Volatility

SEVAX vs. FCMVX - Volatility Comparison

Guggenheim SMid Cap Value Fund (SEVAX) and Fidelity Mid Cap Value K6 Fund (FCMVX) have volatilities of 3.43% and 3.55%, 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


SEVAXFCMVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.43%

3.55%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

9.98%

12.19%

-2.21%

Volatility (1Y)

Calculated over the trailing 1-year period

13.92%

16.51%

-2.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.27%

60.56%

-42.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.59%

47.45%

-26.86%

SEVAX vs. FCMVX - Expense Ratio Comparison

SEVAX has a 1.19% expense ratio, which is higher than FCMVX's 0.45% expense ratio.


Dividends

SEVAX vs. FCMVX - Dividend Comparison

SEVAX's dividend yield for the trailing twelve months is around 12.73%, more than FCMVX's 3.92% yield.


PositionTTM20252024202320222021202020192018201720162015
FCMVX
Fidelity Mid Cap Value K6 Fund
3.92%6.68%76.67%1.29%1.68%1.39%2.19%1.68%2.99%0.77%0.00%0.00%
SEVAX
Guggenheim SMid Cap Value Fund
12.73%14.18%0.00%1.58%5.49%6.98%0.00%4.25%15.53%7.55%3.12%18.23%

Frequently Asked Questions


With a correlation of 0.90, SEVAX and FCMVX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FCMVX has higher volatility (3.55%) compared to SEVAX (3.43%). In terms of maximum drawdown, SEVAX dropped -50.99% vs FCMVX's -44.63%.

FCMVX currently has the higher Sharpe Ratio (2.24 vs 1.13), 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.

Portfolio Optimizer

Find the right allocation for SEVAX and FCMVX

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