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VASVX vs. FDVLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VASVX vs. FDVLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Selected Value Fund (VASVX) and Fidelity Value Fund (FDVLX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VASVX achieves a 16.78% return, which is significantly lower than FDVLX's 25.18% return. Over the past 10 years, VASVX has underperformed FDVLX with an annualized return of 11.39%, while FDVLX has yielded a comparatively higher 14.46% annualized return.


VASVX

1D
-0.74%
1M
3.23%
6M
12.37%
YTD
16.78%
1Y
28.57%
3Y*
14.24%
5Y*
11.32%
10Y*
11.39%
ALL TIME*
9.17%

FDVLX

1D
-0.06%
1M
2.07%
6M
18.07%
YTD
25.18%
1Y
39.96%
3Y*
24.12%
5Y*
16.17%
10Y*
14.46%
ALL TIME*
11.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

VASVX vs. FDVLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VASVX
Vanguard Selected Value Fund
16.78%10.99%6.68%25.45%-7.55%27.54%5.79%29.55%-19.75%18.01%
FDVLX
Fidelity Value Fund
25.18%11.32%30.11%19.57%-9.07%35.30%9.33%31.68%-17.58%14.11%

Correlation

The correlation between VASVX and FDVLX is 0.91, 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.

0.91

Correlation (3Y)
Balances recent behavior with more history.

0.93

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.95

Correlation (10Y)
Provides a long-term view across more market conditions.

0.95

Correlation (All Time)
Calculated using the full available price history since Feb 15, 1996

0.93

The correlation between VASVX and FDVLX has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.

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Return for Risk

VASVX vs. FDVLX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VASVX
VASVX Risk / Return Rank: 6767
Overall Rank
VASVX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VASVX Sortino Ratio Rank: 7474
Sortino Ratio Rank
VASVX Omega Ratio Rank: 6767
Omega Ratio Rank
VASVX Calmar Ratio Rank: 6767
Calmar Ratio Rank
VASVX Martin Ratio Rank: 5555
Martin Ratio Rank

FDVLX
FDVLX Risk / Return Rank: 8989
Overall Rank
FDVLX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FDVLX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FDVLX Omega Ratio Rank: 8383
Omega Ratio Rank
FDVLX Calmar Ratio Rank: 9393
Calmar Ratio Rank
FDVLX Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VASVX vs. FDVLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Selected Value Fund (VASVX) and Fidelity Value Fund (FDVLX). 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.


VASVXFDVLXDifference
Sharpe ratioReturn per unit of total volatility

-0.61

Sortino ratioReturn per unit of downside risk

-0.74

Omega ratioGain probability vs. loss probability

1.29

1.39

-0.11

Calmar ratioReturn relative to maximum drawdown

2.14

3.66

-1.52

Martin ratioReturn relative to average drawdown

7.16

14.02

-6.86

VASVX vs. FDVLX - Sharpe Ratio Comparison

The current VASVX Sharpe Ratio is 1.63, which is comparable to the FDVLX Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of VASVX and FDVLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VASVX vs. FDVLX - Drawdown Comparison

The maximum VASVX drawdown since its inception was -55.70%, smaller than the maximum FDVLX drawdown of -66.91%. Use the drawdown chart below to compare losses from any high point for VASVX and FDVLX.


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Drawdown Indicators


VASVXFDVLXDifference

Max Drawdown

Largest peak-to-trough decline

-55.70%

-66.91%

+11.21%

Max Drawdown (1Y)

Largest decline over 1 year

-11.74%

-9.90%

-1.84%

Max Drawdown (3Y)

Largest decline over 3 years

-25.98%

-31.45%

+5.47%

Max Drawdown (5Y)

Largest decline over 5 years

-25.98%

-31.45%

+5.47%

Max Drawdown (10Y)

Largest decline over 10 years

-48.19%

-48.66%

+0.47%

Current Drawdown

Current decline from peak

-1.21%

-0.92%

-0.29%

Average Drawdown

Average peak-to-trough decline

-9.49%

-9.00%

-0.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.51%

2.59%

+0.92%

Volatility

VASVX vs. FDVLX - Volatility Comparison

Vanguard Selected Value Fund (VASVX) has a higher volatility of 4.23% compared to Fidelity Value Fund (FDVLX) at 3.28%. This indicates that VASVX's price experiences larger fluctuations and is considered to be riskier than FDVLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VASVXFDVLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.23%

3.28%

+0.95%

Volatility (6M)

Calculated over the trailing 6-month period

11.26%

11.66%

-0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

15.48%

16.21%

-0.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.37%

26.48%

-6.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.37%

25.13%

-2.76%

VASVX vs. FDVLX - Expense Ratio Comparison

VASVX has a 0.34% expense ratio, which is lower than FDVLX's 0.68% expense ratio.


Dividends

VASVX vs. FDVLX - Dividend Comparison

VASVX's dividend yield for the trailing twelve months is around 11.41%, more than FDVLX's 8.03% yield.


PositionTTM20252024202320222021202020192018201720162015
FDVLX
Fidelity Value Fund
8.03%10.05%33.05%3.71%7.08%9.79%0.98%3.34%16.25%3.38%1.26%10.97%
VASVX
Vanguard Selected Value Fund
11.41%13.32%14.35%8.29%13.22%7.77%10.19%7.44%11.90%8.59%4.51%5.68%

Frequently Asked Questions


With a correlation of 0.91, VASVX and FDVLX 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.

VASVX has higher volatility (4.23%) compared to FDVLX (3.28%). In terms of maximum drawdown, VASVX dropped -55.70% vs FDVLX's -66.91%.

FDVLX currently has the higher Sharpe Ratio (2.24 vs 1.63), 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.

Portfolio Optimizer

Find the right allocation for VASVX and FDVLX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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