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Fidelity Disciplined Equity Fund - Class K FDEKX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FDEKX | Replication |
|---|---|---|
| Annualized growth | 8.0% | -7.5% |
| Annualized volatility | 7.6% | 6.7% |
| Sharpe ratio | 1.05 | -1.14 |
| Maximum drawdown | 1.7% | 2.5% |
| Replication fit (R²) | 0.94 · Tracking error 1.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model FDEKX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| XLB | Sector · Materials | 37.7% |
| XLK | Sector · Technology | 30.1% |
| VOT | Mid-Cap · Growth | 18.9% |
| VEA | Intl · Developed | 13.3% |