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UBVSX vs. FCPVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UBVSX vs. FCPVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Undiscovered Managers Behavioral Value Fund Class I (UBVSX) and Fidelity Small Cap Value Fund (FCPVX). The values are adjusted to include any dividend payments, if applicable.

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UBVSX vs. FCPVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UBVSX
JPMorgan Undiscovered Managers Behavioral Value Fund Class I
1.21%1.70%13.03%14.59%-1.26%34.05%3.35%23.11%-15.37%13.26%
FCPVX
Fidelity Small Cap Value Fund
-0.85%8.13%9.41%17.77%-13.07%38.08%11.18%20.86%-15.47%12.26%

Returns By Period

In the year-to-date period, UBVSX achieves a 1.21% return, which is significantly higher than FCPVX's -0.85% return. Both investments have delivered pretty close results over the past 10 years, with UBVSX having a 9.54% annualized return and FCPVX not far behind at 9.45%.


UBVSX

1D
-0.11%
1M
-7.06%
YTD
1.21%
6M
0.45%
1Y
7.06%
3Y*
9.88%
5Y*
7.55%
10Y*
9.54%

FCPVX

1D
-1.10%
1M
-8.91%
YTD
-0.85%
6M
0.72%
1Y
13.69%
3Y*
10.67%
5Y*
6.30%
10Y*
9.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UBVSX vs. FCPVX - Expense Ratio Comparison

Both UBVSX and FCPVX have an expense ratio of 0.99%.


Return for Risk

UBVSX vs. FCPVX — Risk / Return Rank

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

UBVSX
UBVSX Risk / Return Rank: 1313
Overall Rank
UBVSX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
UBVSX Sortino Ratio Rank: 1313
Sortino Ratio Rank
UBVSX Omega Ratio Rank: 1212
Omega Ratio Rank
UBVSX Calmar Ratio Rank: 1414
Calmar Ratio Rank
UBVSX Martin Ratio Rank: 1313
Martin Ratio Rank

FCPVX
FCPVX Risk / Return Rank: 2828
Overall Rank
FCPVX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
FCPVX Sortino Ratio Rank: 2929
Sortino Ratio Rank
FCPVX Omega Ratio Rank: 2525
Omega Ratio Rank
FCPVX Calmar Ratio Rank: 2929
Calmar Ratio Rank
FCPVX Martin Ratio Rank: 2828
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.

UBVSX vs. FCPVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Undiscovered Managers Behavioral Value Fund Class I (UBVSX) 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.


UBVSXFCPVXDifference

Sharpe ratio

Return per unit of total volatility

0.34

0.63

-0.29

Sortino ratio

Return per unit of downside risk

0.64

1.03

-0.39

Omega ratio

Gain probability vs. loss probability

1.08

1.13

-0.05

Calmar ratio

Return relative to maximum drawdown

0.38

0.81

-0.44

Martin ratio

Return relative to average drawdown

1.23

3.04

-1.81

UBVSX vs. FCPVX - Sharpe Ratio Comparison

The current UBVSX Sharpe Ratio is 0.34, which is lower than the FCPVX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of UBVSX and FCPVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UBVSXFCPVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.34

0.63

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.30

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.43

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.43

-0.04

Correlation

The correlation between UBVSX and FCPVX is 0.94, 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

UBVSX vs. FCPVX - Dividend Comparison

UBVSX's dividend yield for the trailing twelve months is around 9.24%, less than FCPVX's 10.24% yield.


TTM20252024202320222021202020192018201720162015
UBVSX
JPMorgan Undiscovered Managers Behavioral Value Fund Class I
9.24%9.35%7.36%8.30%8.89%3.34%0.90%4.85%11.46%4.53%3.11%3.69%
FCPVX
Fidelity Small Cap Value Fund
10.24%10.15%6.13%5.20%5.92%7.95%0.46%3.49%36.44%3.64%7.12%11.09%

Drawdowns

UBVSX vs. FCPVX - Drawdown Comparison

The maximum UBVSX drawdown since its inception was -52.19%, smaller than the maximum FCPVX drawdown of -57.65%. Use the drawdown chart below to compare losses from any high point for UBVSX and FCPVX.


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Drawdown Indicators


UBVSXFCPVXDifference

Max Drawdown

Largest peak-to-trough decline

-52.19%

-57.65%

+5.46%

Max Drawdown (1Y)

Largest decline over 1 year

-14.53%

-14.40%

-0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-21.48%

-23.81%

+2.33%

Max Drawdown (10Y)

Largest decline over 10 years

-52.19%

-44.59%

-7.60%

Current Drawdown

Current decline from peak

-7.81%

-10.31%

+2.50%

Average Drawdown

Average peak-to-trough decline

-6.32%

-8.02%

+1.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.46%

3.85%

+0.61%

Volatility

UBVSX vs. FCPVX - Volatility Comparison

The current volatility for JPMorgan Undiscovered Managers Behavioral Value Fund Class I (UBVSX) is 4.41%, while Fidelity Small Cap Value Fund (FCPVX) has a volatility of 5.56%. This indicates that UBVSX 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.


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Volatility by Period


UBVSXFCPVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.41%

5.56%

-1.15%

Volatility (6M)

Calculated over the trailing 6-month period

11.84%

11.84%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

21.78%

21.81%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.48%

20.83%

-0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.59%

22.26%

+2.33%