FVAL vs OXLC

Comparison between FIDELITY VALUE FACTOR ETF (FVAL, ETF) and Oxford Lane Capital Corp (OXLC, ETF).

5-Year PerformanceFVAL has outperformed OXLC, delivering a return of +11.9% compared to -5.1%

FVAL vs OXLC - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FVAL(ETF)	OXLC(ETF)
Net Assets	$1.10B	$1.10B
Expense Ratio	0.15%	N/A
Max Drawdown	37.70%	91.93%
Sharpe Ratio	2.20	-1.43
5Y Beta	0.91	0.69
P/E Ratio	20.95	N/A
Forward P/E	16.24	N/A
PEG Ratio	0.31	N/A
5Y Dividends CAGR	12.54%	2.32%
5Y EPS CAGR	25.02%	N/A
Debt to Equity	18.36%	N/A
P/S Ratio	1.88	N/A
P/B Ratio	3.21	N/A

Net Assets

FVAL

$1.10B

OXLC

$1.10B

Expense Ratio

FVAL

0.15%

OXLC

N/A

Max Drawdown

Winner

FVAL

37.70%

OXLC

91.93%

Sharpe Ratio

Winner

FVAL

2.20

OXLC

-1.43

5Y Beta

FVAL

0.91

Winner

OXLC

0.69

P/E Ratio

FVAL

20.95

OXLC

N/A

Forward P/E

FVAL

16.24

OXLC

N/A

PEG Ratio

FVAL

0.31

OXLC

N/A

5Y Dividends CAGR

Winner

FVAL

12.54%

OXLC

2.32%

5Y EPS CAGR

FVAL

25.02%

OXLC

N/A

Debt to Equity

FVAL

18.36%

OXLC

N/A

P/S Ratio

FVAL

1.88

OXLC

N/A

P/B Ratio

FVAL

3.21

OXLC

N/A

FVAL vs OXLC - Historical Returns

Returns include dividend reinvestment.

Period	FVAL	OXLC
1 month	+7.94%	+5.20%
3 months	+5.32%	+3.19%
6 months	+12.01%	-18.59%
1 year	+33.25%	-40.28%
5 years(CAGR)	+11.85%	-5.14%
10 years(CAGR)	+14.34%	+4.50%
Max(CAGR)	+14.34%	+3.08%

Winner

FVAL

+7.94%

OXLC

+5.20%

Winner

FVAL

+5.32%

OXLC

+3.19%

Winner

FVAL

+12.01%

OXLC

-18.59%

Winner

FVAL

+33.25%

OXLC

-40.28%

5Y(CAGR)

Winner

FVAL

+11.85%

OXLC

-5.14%

10Y(CAGR)

Winner

FVAL

+14.34%

OXLC

+4.50%

Max(CAGR)

Winner

FVAL

+14.34%

OXLC

+3.08%

FVAL vs OXLC - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

Year	FVAL	OXLC
2026	+7.35%	-22.66%
2025	+19.71%	-24.65%
2024	+18.25%	+23.84%
2023	+23.29%	+14.29%
2022	-15.10%	-27.46%
2021	+32.63%	+57.30%
2020	+8.61%	-15.25%
2019	+29.11%	-2.92%
2018	-8.66%	+10.99%
2017	+20.99%	+11.56%
2016	+8.57%	+35.17%
2015	N/A	-20.64%
2014	N/A	-0.72%
2013	N/A	+26.27%
2012	N/A	+30.32%
2011	N/A	-25.72%

FVAL vs OXLC Drawdown Comparison

The maximum drawdown for FVAL was -37.25%, occurring on Mar 23, 2020. Recovery took 193 trading sessions.

The maximum drawdown for OXLC was -74.42%, occurring on Mar 18, 2020. Recovery took 469 trading sessions.

The current OXLC drawdown is -43.05%.

Rank	FVAL	OXLC
#1	-37.25% Feb 12, 2020 - Nov 16, 2020	-74.42% Jul 24, 2019 - Jun 3, 2021
#2	-23.42% Jan 4, 2022 - Dec 11, 2023	-57.10% May 16, 2025 - Mar 13, 2026
#3	-19.68% Sep 21, 2018 - Jul 12, 2019	-56.97% Jun 3, 2015 - Nov 16, 2016
#4	-18.39% Feb 18, 2025 - Jul 3, 2025	-36.81% Feb 2, 2022 - Jun 7, 2024
#5	-10.78% Jan 26, 2018 - Aug 27, 2018	-33.15% May 11, 2011 - Nov 6, 2012
#6	-8.92% Feb 2, 2026 - Apr 16, 2026	-24.62% Aug 9, 2018 - Apr 8, 2019
#7	-7.76% Jul 16, 2024 - Sep 19, 2024	-14.40% Feb 18, 2025 - May 14, 2025
#8	-7.32% Jul 26, 2019 - Oct 21, 2019	-13.23% Feb 19, 2014 - May 28, 2015
#9	-5.11% Sep 2, 2021 - Oct 20, 2021	-12.86% Feb 2, 2011 - May 11, 2011
#10	-4.68% Nov 12, 2025 - Dec 3, 2025	-12.83% Nov 1, 2017 - Feb 8, 2018
#11	-4.50% Nov 12, 2021 - Dec 10, 2021	-12.01% Nov 2, 2021 - Jan 11, 2022
#12	-4.48% Dec 4, 2024 - Jan 23, 2025	-10.64% Apr 5, 2017 - Aug 21, 2017
#13	-4.47% Mar 28, 2024 - May 15, 2024	-9.60% May 21, 2013 - Nov 27, 2013
#14	-4.16% Jan 17, 2020 - Feb 12, 2020	-9.24% Jun 4, 2021 - Oct 11, 2021
#15	-3.89% May 7, 2021 - Jun 4, 2021	-8.40% May 18, 2018 - Aug 1, 2018

Correlation

Correlation between FVAL and OXLC is 0.57 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.57

-101

Dividend Comparison (2011 - 2026)

FVAL vs OXLC dividend yield comparison.

Year	FVAL	OXLC
2026	0.39%	13.75%
2025	1.61%	35.86%
2024	1.60%	20.12%
2023	1.69%	18.83%
2022	1.79%	17.75%
2021	1.41%	10.51%
2020	1.61%	22.46%
2019	1.77%	19.85%
2018	2.06%	16.70%
2017	1.62%	17.91%
2016	0.45%	22.84%
2015	0.00%	24.10%
2014	0.00%	16.72%
2013	0.00%	12.69%
2012	0.00%	14.30%
2011	0.00%	13.14%