UBVLX vs. FSSNX
Compare and contrast key facts about Undiscovered Managers Behavioral Value Fund (UBVLX) and Fidelity Small Cap Index Fund (FSSNX).
UBVLX is managed by Blackrock. It was launched on Dec 28, 1998. FSSNX is managed by Fidelity. It was launched on Sep 8, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UBVLX or FSSNX.
Key characteristics
| UBVLX | FSSNX | |
|---|---|---|
| YTD Return | 15.61% | 19.45% |
| 1Y Return | 26.63% | 42.38% |
| 3Y Return (Ann) | 2.96% | 1.31% |
| 5Y Return (Ann) | 8.80% | 10.11% |
| 10Y Return (Ann) | 6.32% | 9.16% |
| Sharpe Ratio | 1.45 | 1.97 |
| Sortino Ratio | 2.22 | 2.82 |
| Omega Ratio | 1.27 | 1.34 |
| Calmar Ratio | 1.74 | 1.52 |
| Martin Ratio | 8.60 | 11.38 |
| Ulcer Index | 3.04% | 3.72% |
| Daily Std Dev | 18.04% | 21.55% |
| Max Drawdown | -69.52% | -41.72% |
| Current Drawdown | -1.00% | -1.78% |
Correlation
The correlation between UBVLX and FSSNX 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.
Performance
UBVLX vs. FSSNX - Performance Comparison
In the year-to-date period, UBVLX achieves a 15.61% return, which is significantly lower than FSSNX's 19.45% return. Over the past 10 years, UBVLX has underperformed FSSNX with an annualized return of 6.32%, while FSSNX has yielded a comparatively higher 9.16% 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. FSSNX - Expense Ratio Comparison
UBVLX has a 0.90% expense ratio, which is higher than FSSNX's 0.03% expense ratio.
Risk-Adjusted Performance
UBVLX vs. FSSNX - 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 Index Fund (FSSNX). 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. FSSNX - Dividend Comparison
UBVLX's dividend yield for the trailing twelve months is around 1.49%, more than FSSNX's 1.03% 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% |
FSSNX Fidelity Small Cap Index Fund | 1.03% | 1.43% | 1.26% | 1.26% | 0.94% | 1.32% | 1.33% | 1.15% | 1.24% | 2.80% | 4.80% | 2.82% |
Drawdowns
UBVLX vs. FSSNX - Drawdown Comparison
The maximum UBVLX drawdown since its inception was -69.52%, which is greater than FSSNX's maximum drawdown of -41.72%. Use the drawdown chart below to compare losses from any high point for UBVLX and FSSNX. For additional features, visit the drawdowns tool.
Volatility
UBVLX vs. FSSNX - Volatility Comparison
Undiscovered Managers Behavioral Value Fund (UBVLX) and Fidelity Small Cap Index Fund (FSSNX) have volatilities of 7.03% and 7.40%, 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.