UBVLX vs. FCPVX
Compare and contrast key facts about Undiscovered Managers Behavioral Value Fund (UBVLX) and Fidelity Small Cap Value Fund (FCPVX).
UBVLX is managed by Blackrock. It was launched on Dec 28, 1998. FCPVX is managed by Fidelity. It was launched on Nov 3, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UBVLX or FCPVX.
Key characteristics
| UBVLX | FCPVX | |
|---|---|---|
| YTD Return | 15.61% | 11.12% |
| 1Y Return | 26.63% | 29.09% |
| 3Y Return (Ann) | 2.96% | -0.30% |
| 5Y Return (Ann) | 8.80% | 8.51% |
| 10Y Return (Ann) | 6.32% | 3.95% |
| Sharpe Ratio | 1.45 | 1.47 |
| Sortino Ratio | 2.22 | 2.21 |
| Omega Ratio | 1.27 | 1.27 |
| Calmar Ratio | 1.74 | 1.20 |
| Martin Ratio | 8.60 | 6.66 |
| Ulcer Index | 3.04% | 4.35% |
| Daily Std Dev | 18.04% | 19.76% |
| Max Drawdown | -69.52% | -58.43% |
| Current Drawdown | -1.00% | -2.10% |
Correlation
The correlation between UBVLX and FCPVX is 0.93, 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.
Performance
UBVLX vs. FCPVX - Performance Comparison
In the year-to-date period, UBVLX achieves a 15.61% return, which is significantly higher than FCPVX's 11.12% return. Over the past 10 years, UBVLX has outperformed FCPVX with an annualized return of 6.32%, while FCPVX has yielded a comparatively lower 3.95% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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UBVLX vs. FCPVX - Expense Ratio Comparison
UBVLX has a 0.90% expense ratio, which is lower than FCPVX's 0.99% expense ratio.
Risk-Adjusted Performance
UBVLX vs. FCPVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Undiscovered Managers Behavioral Value Fund (UBVLX) and Fidelity Small Cap Value Fund (FCPVX). 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.
Dividends
UBVLX vs. FCPVX - Dividend Comparison
UBVLX's dividend yield for the trailing twelve months is around 1.49%, more than FCPVX's 0.66% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UBVLX Undiscovered Managers Behavioral Value Fund | 1.49% | 1.72% | 1.13% | 0.99% | 0.90% | 0.80% | 1.54% | 2.59% | 0.99% | 0.86% | 1.08% | 0.63% |
FCPVX Fidelity Small Cap Value Fund | 0.66% | 0.64% | 0.00% | 2.04% | 0.46% | 0.81% | 1.10% | 1.09% | 0.77% | 12.28% | 12.65% | 10.22% |
Drawdowns
UBVLX vs. FCPVX - Drawdown Comparison
The maximum UBVLX drawdown since its inception was -69.52%, which is greater than FCPVX's maximum drawdown of -58.43%. Use the drawdown chart below to compare losses from any high point for UBVLX and FCPVX. For additional features, visit the drawdowns tool.
Volatility
UBVLX vs. FCPVX - Volatility Comparison
The current volatility for Undiscovered Managers Behavioral Value Fund (UBVLX) is 7.03%, while Fidelity Small Cap Value Fund (FCPVX) has a volatility of 7.50%. This indicates that UBVLX experiences smaller price fluctuations and is considered to be less risky than FCPVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.