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VSIAX vs. FJACX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VSIAX vs. FJACX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX) and Fidelity Series Small Cap Discovery Fund (FJACX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VSIAX achieves a 12.06% return, which is significantly lower than FJACX's 14.74% return. Both investments have delivered pretty close results over the past 10 years, with VSIAX having a 10.56% annualized return and FJACX not far ahead at 10.66%.


VSIAX

1D
0.86%
1M
2.83%
YTD
12.06%
6M
12.39%
1Y
26.25%
3Y*
16.60%
5Y*
8.06%
10Y*
10.56%

FJACX

1D
1.78%
1M
5.43%
YTD
14.74%
6M
15.07%
1Y
31.17%
3Y*
15.13%
5Y*
8.63%
10Y*
10.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VSIAX vs. FJACX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VSIAX
Vanguard Small-Cap Value Index Fund Admiral Shares
12.06%9.09%11.34%17.06%-9.31%28.10%5.80%22.76%-12.24%11.80%
FJACX
Fidelity Series Small Cap Discovery Fund
14.74%11.80%3.11%21.79%-13.96%36.36%9.62%30.01%-17.37%9.59%

Correlation

The correlation between VSIAX and FJACX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2013

0.95

The correlation between VSIAX and FJACX has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

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Return for Risk

VSIAX vs. FJACX — Risk / Return Rank

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

VSIAX
VSIAX Risk / Return Rank: 4848
Overall Rank
VSIAX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
VSIAX Sortino Ratio Rank: 4141
Sortino Ratio Rank
VSIAX Omega Ratio Rank: 3636
Omega Ratio Rank
VSIAX Calmar Ratio Rank: 6767
Calmar Ratio Rank
VSIAX Martin Ratio Rank: 5656
Martin Ratio Rank

FJACX
FJACX Risk / Return Rank: 4545
Overall Rank
FJACX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FJACX Sortino Ratio Rank: 4242
Sortino Ratio Rank
FJACX Omega Ratio Rank: 3636
Omega Ratio Rank
FJACX Calmar Ratio Rank: 6060
Calmar Ratio Rank
FJACX Martin Ratio Rank: 4747
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.

VSIAX vs. FJACX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX) and Fidelity Series Small Cap Discovery Fund (FJACX). 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.


VSIAXFJACXDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.32

1.32

0.00

Calmar ratioReturn relative to maximum drawdown

3.16

2.98

+0.18

Martin ratioReturn relative to average drawdown

11.18

9.84

+1.35

VSIAX vs. FJACX - Sharpe Ratio Comparison

The current VSIAX Sharpe Ratio is 1.84, which is comparable to the FJACX Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of VSIAX and FJACX, 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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Sharpe Ratios by Period


VSIAXFJACXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

1.86

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.43

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.50

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.45

+0.14

Drawdowns

VSIAX vs. FJACX - Drawdown Comparison

The maximum VSIAX drawdown since its inception was -45.39%, roughly equal to the maximum FJACX drawdown of -45.60%. Use the drawdown chart below to compare losses from any high point for VSIAX and FJACX.


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Drawdown Indicators


VSIAXFJACXDifference

Max Drawdown

Largest peak-to-trough decline

-45.39%

-45.60%

+0.21%

Max Drawdown (1Y)

Largest decline over 1 year

-8.87%

-11.19%

+2.32%

Max Drawdown (3Y)

Largest decline over 3 years

-24.09%

-22.71%

-1.38%

Max Drawdown (5Y)

Largest decline over 5 years

-24.09%

-23.69%

-0.40%

Max Drawdown (10Y)

Largest decline over 10 years

-45.39%

-45.60%

+0.21%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-5.50%

-6.55%

+1.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

3.38%

-0.88%

Volatility

VSIAX vs. FJACX - Volatility Comparison

The current volatility for Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX) is 4.09%, while Fidelity Series Small Cap Discovery Fund (FJACX) has a volatility of 5.80%. This indicates that VSIAX experiences smaller price fluctuations and is considered to be less risky than FJACX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VSIAXFJACXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.09%

5.80%

-1.71%

Volatility (6M)

Calculated over the trailing 6-month period

10.43%

12.99%

-2.56%

Volatility (1Y)

Calculated over the trailing 1-year period

15.19%

17.88%

-2.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.77%

20.09%

-0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.46%

21.58%

+0.88%

VSIAX vs. FJACX - Expense Ratio Comparison

VSIAX has a 0.07% expense ratio, which is higher than FJACX's 0.00% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VSIAX vs. FJACX - Dividend Comparison

VSIAX's dividend yield for the trailing twelve months is around 1.75%, less than FJACX's 9.10% yield.


PositionTTM20252024202320222021202020192018201720162015
FJACX
Fidelity Series Small Cap Discovery Fund
9.10%10.44%10.79%2.90%24.03%17.66%2.67%6.65%8.36%1.15%0.45%5.64%
VSIAX
Vanguard Small-Cap Value Index Fund Admiral Shares
1.75%1.95%1.98%2.10%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%

Frequently Asked Questions


With a correlation of 0.92, VSIAX and FJACX 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.

FJACX has higher volatility (5.80%) compared to VSIAX (4.09%). In terms of maximum drawdown, VSIAX dropped -45.39% vs FJACX's -45.60%.

FJACX currently has the higher Sharpe Ratio (1.86 vs 1.84), 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.

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