TSWEX vs. FBLEX
Compare and contrast key facts about TSW Large Cap Value Fund (TSWEX) and Fidelity Series Stock Selector Large Cap Value Fund (FBLEX).
TSWEX is managed by TS&W Funds. It was launched on Jul 17, 1992. FBLEX is managed by Fidelity. It was launched on Dec 6, 2012.
Performance
TSWEX vs. FBLEX - Performance Comparison
Loading graphics...
TSWEX vs. FBLEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSWEX TSW Large Cap Value Fund | 1.69% | 2.29% | 11.12% | 6.47% | 0.85% | 25.23% | 7.37% | 21.26% | -1.91% | 14.52% |
FBLEX Fidelity Series Stock Selector Large Cap Value Fund | -2.01% | 17.06% | 18.04% | 15.60% | -4.82% | 26.83% | 4.34% | 25.57% | -9.04% | 12.38% |
Returns By Period
In the year-to-date period, TSWEX achieves a 1.69% return, which is significantly higher than FBLEX's -2.01% return. Over the past 10 years, TSWEX has underperformed FBLEX with an annualized return of 9.26%, while FBLEX has yielded a comparatively higher 11.11% annualized return.
TSWEX
- 1D
- -0.23%
- 1M
- -5.36%
- YTD
- 1.69%
- 6M
- -9.88%
- 1Y
- -3.20%
- 3Y*
- 7.85%
- 5Y*
- 6.72%
- 10Y*
- 9.26%
FBLEX
- 1D
- 0.00%
- 1M
- -6.70%
- YTD
- -2.01%
- 6M
- 2.97%
- 1Y
- 12.73%
- 3Y*
- 15.51%
- 5Y*
- 11.00%
- 10Y*
- 11.11%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
TSWEX vs. FBLEX - Expense Ratio Comparison
TSWEX has a 0.75% expense ratio, which is higher than FBLEX's 0.01% expense ratio.
Return for Risk
TSWEX vs. FBLEX — Risk / Return Rank
TSWEX
FBLEX
TSWEX vs. FBLEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TSW Large Cap Value Fund (TSWEX) and Fidelity Series Stock Selector Large Cap Value Fund (FBLEX). 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.
| TSWEX | FBLEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.18 | 0.91 | -1.08 |
Sortino ratioReturn per unit of downside risk | -0.08 | 1.32 | -1.40 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.20 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 0.00 | 1.06 | -1.06 |
Martin ratioReturn relative to average drawdown | 0.01 | 4.92 | -4.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| TSWEX | FBLEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.18 | 0.91 | -1.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.75 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.64 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.69 | -0.22 |
Correlation
The correlation between TSWEX and FBLEX is 0.90, 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
TSWEX vs. FBLEX - Dividend Comparison
TSWEX's dividend yield for the trailing twelve months is around 0.67%, less than FBLEX's 11.33% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSWEX TSW Large Cap Value Fund | 0.67% | 1.05% | 8.86% | 8.12% | 12.42% | 13.07% | 5.12% | 4.40% | 16.09% | 8.52% | 11.06% | 6.91% |
FBLEX Fidelity Series Stock Selector Large Cap Value Fund | 11.33% | 9.95% | 12.63% | 5.05% | 12.66% | 14.51% | 3.85% | 5.65% | 10.97% | 7.09% | 2.47% | 13.81% |
Drawdowns
TSWEX vs. FBLEX - Drawdown Comparison
The maximum TSWEX drawdown since its inception was -53.14%, which is greater than FBLEX's maximum drawdown of -39.73%. Use the drawdown chart below to compare losses from any high point for TSWEX and FBLEX.
Loading graphics...
Drawdown Indicators
| TSWEX | FBLEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.14% | -39.73% | -13.41% |
Max Drawdown (1Y)Largest decline over 1 year | -14.35% | -11.55% | -2.80% |
Max Drawdown (5Y)Largest decline over 5 years | -16.34% | -19.00% | +2.66% |
Max Drawdown (10Y)Largest decline over 10 years | -33.90% | -39.73% | +5.83% |
Current DrawdownCurrent decline from peak | -12.50% | -6.89% | -5.61% |
Average DrawdownAverage peak-to-trough decline | -7.36% | -3.86% | -3.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.19% | 2.49% | +3.70% |
Volatility
TSWEX vs. FBLEX - Volatility Comparison
The current volatility for TSW Large Cap Value Fund (TSWEX) is 2.96%, while Fidelity Series Stock Selector Large Cap Value Fund (FBLEX) has a volatility of 3.48%. This indicates that TSWEX experiences smaller price fluctuations and is considered to be less risky than FBLEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| TSWEX | FBLEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.96% | 3.48% | -0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 16.42% | 7.78% | +8.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.69% | 15.13% | +6.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.83% | 14.78% | +0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.34% | 17.39% | -1.05% |