WHGLX vs. FBLEX
WHGLX (Westwood Quality Value Fund) and FBLEX (Fidelity Series Stock Selector Large Cap Value Fund) are both Large Cap Value Equities funds. Over the past 10 years, WHGLX returned 9.81%/yr vs 12.40%/yr for FBLEX. Their correlation of 0.94 suggests significant overlap in exposure. WHGLX charges 0.65%/yr vs 0.01%/yr for FBLEX.
Performance
WHGLX vs. FBLEX - Performance Comparison
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Returns By Period
In the year-to-date period, WHGLX achieves a 5.55% return, which is significantly lower than FBLEX's 10.21% return. Over the past 10 years, WHGLX has underperformed FBLEX with an annualized return of 9.81%, while FBLEX has yielded a comparatively higher 12.40% annualized return.
WHGLX
- 1D
- -0.24%
- 1M
- -0.16%
- YTD
- 5.55%
- 6M
- 4.89%
- 1Y
- 10.46%
- 3Y*
- 10.05%
- 5Y*
- 6.87%
- 10Y*
- 9.81%
FBLEX
- 1D
- -0.13%
- 1M
- 1.97%
- YTD
- 10.21%
- 6M
- 9.61%
- 1Y
- 23.97%
- 3Y*
- 19.60%
- 5Y*
- 12.48%
- 10Y*
- 12.40%
WHGLX vs. FBLEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WHGLX Westwood Quality Value Fund | 5.55% | 5.73% | 10.52% | 8.91% | -5.64% | 23.73% | 2.71% | 27.34% | -6.18% | 20.86% |
FBLEX Fidelity Series Stock Selector Large Cap Value Fund | 10.21% | 17.06% | 18.04% | 15.60% | -4.82% | 26.83% | 4.34% | 25.57% | -9.04% | 12.38% |
Correlation
The correlation between WHGLX and FBLEX is 0.91, 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 | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Dec 10, 2012 | 0.94 |
The correlation between WHGLX and FBLEX has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.
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Return for Risk
WHGLX vs. FBLEX — Risk / Return Rank
WHGLX
FBLEX
WHGLX vs. FBLEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Westwood Quality Value Fund (WHGLX) and Fidelity Series Stock Selector Large Cap Value Fund (FBLEX). 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.
| WHGLX | FBLEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.19 | ||
| Sortino ratioReturn per unit of downside risk | -1.66 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.41 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.63 | 3.63 | -2.00 |
| Martin ratioReturn relative to average drawdown | 6.17 | 14.62 | -8.46 |
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Drawdowns
WHGLX vs. FBLEX - Drawdown Comparison
The maximum WHGLX drawdown since its inception was -51.00%, which is greater than FBLEX's maximum drawdown of -39.73%. Use the drawdown chart below to compare losses from any high point for WHGLX and FBLEX.
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Drawdown Indicators
| WHGLX | FBLEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.00% | -39.73% | -11.27% |
Max Drawdown (1Y)Largest decline over 1 year | -6.96% | -6.89% | -0.07% |
Max Drawdown (3Y)Largest decline over 3 years | -15.00% | -14.71% | -0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -16.62% | -19.00% | +2.38% |
Max Drawdown (10Y)Largest decline over 10 years | -36.32% | -39.73% | +3.41% |
Current DrawdownCurrent decline from peak | -1.04% | -0.77% | -0.27% |
Average DrawdownAverage peak-to-trough decline | -7.65% | -3.81% | -3.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 1.70% | +0.13% |
Volatility
WHGLX vs. FBLEX - Volatility Comparison
Westwood Quality Value Fund (WHGLX) and Fidelity Series Stock Selector Large Cap Value Fund (FBLEX) have volatilities of 3.29% and 3.35%, 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.
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Volatility by Period
| WHGLX | FBLEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.29% | 3.35% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 7.81% | 8.21% | -0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.11% | 10.83% | -0.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.77% | 14.79% | -1.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.26% | 17.41% | -1.15% |
WHGLX vs. FBLEX - Expense Ratio Comparison
WHGLX has a 0.65% expense ratio, which is higher than FBLEX's 0.01% expense ratio.
Dividends
WHGLX vs. FBLEX - Dividend Comparison
WHGLX's dividend yield for the trailing twelve months is around 20.76%, more than FBLEX's 10.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FBLEX Fidelity Series Stock Selector Large Cap Value Fund | 10.08% | 9.95% | 12.63% | 5.05% | 12.66% | 14.51% | 3.85% | 5.65% | 10.97% | 7.09% | 2.47% | 13.81% |
WHGLX Westwood Quality Value Fund | 20.76% | 21.91% | 7.64% | 3.78% | 1.52% | 17.70% | 5.86% | 4.63% | 12.36% | 6.53% | 4.04% | 10.08% |
Frequently Asked Questions
With a correlation of 0.91, WHGLX and FBLEX 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.
FBLEX has higher volatility (3.35%) compared to WHGLX (3.29%). In terms of maximum drawdown, WHGLX dropped -51.00% vs FBLEX's -39.73%.
FBLEX currently has the higher Sharpe Ratio (2.31 vs 1.12), 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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