SPSCX vs. FISVX
SPSCX (Sterling Capital Behavioral Small Cap Value Equity Fund) and FISVX (Fidelity Small Cap Value Index Fund) are both Small Cap Value Equities funds. Over the past 5 years, SPSCX returned 11.66%/yr vs 9.16%/yr for FISVX. Their 0.97 correlation means they have historically moved very closely together. SPSCX charges 0.81%/yr vs 0.05%/yr for FISVX.
Performance
SPSCX vs. FISVX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SPSCX having a 24.52% return and FISVX slightly lower at 23.30%.
SPSCX
- 1D
- -0.29%
- 1M
- 2.20%
- 6M
- 18.53%
- YTD
- 24.52%
- 1Y
- 40.77%
- 3Y*
- 17.19%
- 5Y*
- 11.66%
- 10Y*
- 10.83%
- ALL TIME*
- 6.82%
FISVX
- 1D
- 0.09%
- 1M
- 0.32%
- 6M
- 15.40%
- YTD
- 23.30%
- 1Y
- 43.97%
- 3Y*
- 16.04%
- 5Y*
- 9.16%
- 10Y*
- —
- ALL TIME*
- 11.61%
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 |
SPSCX vs. FISVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SPSCX Sterling Capital Behavioral Small Cap Value Equity Fund | 24.52% | 8.64% | 10.10% | 19.36% | -10.99% | 43.51% | -5.80% | 7.24% |
FISVX Fidelity Small Cap Value Index Fund | 23.30% | 12.70% | 8.16% | 14.72% | -14.42% | 28.26% | 4.49% | 9.54% |
Correlation
The correlation between SPSCX and FISVX is 0.93, 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. | 0.93 |
Correlation (3Y) Balances recent behavior with more history. | 0.96 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.96 |
Correlation (All Time) Calculated using the full available price history since Jul 17, 2019 | 0.97 |
The correlation between SPSCX and FISVX has been stable across timeframes, ranging from 0.93 to 0.97 - a consistent structural relationship.
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Return for Risk
SPSCX vs. FISVX — Risk / Return Rank
SPSCX
FISVX
SPSCX vs. FISVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sterling Capital Behavioral Small Cap Value Equity Fund (SPSCX) and Fidelity Small Cap Value Index Fund (FISVX). 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.
| SPSCX | FISVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.39 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 4.52 | 4.64 | -0.12 |
| Martin ratioReturn relative to average drawdown | 15.23 | 16.78 | -1.55 |
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Drawdowns
SPSCX vs. FISVX - Drawdown Comparison
The maximum SPSCX drawdown since its inception was -74.51%, which is greater than FISVX's maximum drawdown of -44.66%. Use the drawdown chart below to compare losses from any high point for SPSCX and FISVX.
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Drawdown Indicators
| SPSCX | FISVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.51% | -44.66% | -29.85% |
Max Drawdown (1Y)Largest decline over 1 year | -8.27% | -8.54% | +0.27% |
Max Drawdown (3Y)Largest decline over 3 years | -25.07% | -26.50% | +1.43% |
Max Drawdown (5Y)Largest decline over 5 years | -25.07% | -26.50% | +1.43% |
Max Drawdown (10Y)Largest decline over 10 years | -51.12% | — | — |
Current DrawdownCurrent decline from peak | -0.90% | -0.97% | +0.07% |
Average DrawdownAverage peak-to-trough decline | -14.81% | -10.12% | -4.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 2.36% | +0.09% |
Volatility
SPSCX vs. FISVX - Volatility Comparison
Sterling Capital Behavioral Small Cap Value Equity Fund (SPSCX) and Fidelity Small Cap Value Index Fund (FISVX) have volatilities of 3.31% and 3.16%, 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
| SPSCX | FISVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.31% | 3.16% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 10.77% | 12.00% | -1.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.45% | 17.61% | -2.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.17% | 21.52% | -1.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.13% | 26.52% | -3.39% |
SPSCX vs. FISVX - Expense Ratio Comparison
SPSCX has a 0.81% expense ratio, which is higher than FISVX's 0.05% expense ratio.
Dividends
SPSCX vs. FISVX - Dividend Comparison
SPSCX's dividend yield for the trailing twelve months is around 8.64%, more than FISVX's 1.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FISVX Fidelity Small Cap Value Index Fund | 1.77% | 2.18% | 1.70% | 2.06% | 3.69% | 9.55% | 1.33% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% |
SPSCX Sterling Capital Behavioral Small Cap Value Equity Fund | 8.64% | 10.76% | 9.96% | 2.03% | 9.70% | 2.34% | 0.91% | 1.60% | 16.59% | 4.44% | 1.25% | 1.55% |
Frequently Asked Questions
With a correlation of 0.93, SPSCX and FISVX 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.
SPSCX has higher volatility (3.31%) compared to FISVX (3.16%). In terms of maximum drawdown, SPSCX dropped -74.51% vs FISVX's -44.66%.
SPSCX currently has the higher Sharpe Ratio (2.42 vs 2.25), 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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