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ISIN
US3159116850
CUSIP
315911685
Issuer
Fidelity
Inception Date
Mar 9, 2017
Region
North America (U.S.)
Leveraged
1x (No leverage)
Min. Investment
$0
Index Tracked
Fidelity U.S. Large Cap Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

FDFIX Performance Chart

Fidelity Flex 500 Index Fund (FDFIX) is up 9.6% since the beginning of the year. FDFIX is currently trading at $32 per share. Investors who bought $1,000 worth of FDFIX shares 5 years ago would now be looking at an investment worth $1,886.


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S&P 500 Index

Returns By Period

Fidelity Flex 500 Index Fund (FDFIX) has returned 9.64% so far this year and 25.08% over the past 12 months.


Fidelity Flex 500 Index Fund

1D
-0.38%
1M
0.31%
YTD
9.64%
6M
8.63%
1Y
25.08%
3Y*
21.26%
5Y*
13.53%
10Y*

Benchmark (S&P 500 Index)

1D
-1.44%
1M
-1.45%
YTD
7.60%
6M
6.59%
1Y
22.24%
3Y*
19.20%
5Y*
11.54%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FDFIX Monthly Returns History

Based on dividend-adjusted daily data since Mar 9, 2017, FDFIX's average daily return is +0.06%, while the average monthly return is +1.27%. At this rate, an investment would double in approximately 4.6 years.

Historically, 69% of months were positive and 31% were negative. The best month was Apr 2020 with a return of +12.8%, while the worst month was Mar 2020 at -12.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, FDFIX closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +9.5%, while the worst single day was Mar 16, 2020 at -12.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.20%-0.85%-4.92%10.34%5.42%-1.21%9.64%
20252.79%-1.32%-5.62%-0.73%6.31%5.10%2.27%1.92%3.66%2.42%0.07%0.00%17.59%
20241.67%5.37%3.21%-4.07%4.93%3.59%1.23%2.42%2.15%-0.90%5.87%-2.39%25.06%
20236.30%-2.47%3.66%1.57%0.45%6.60%3.24%-1.58%-4.77%-2.12%9.16%4.51%26.27%
2022-5.17%-2.96%3.69%-8.71%0.17%-8.26%9.24%-4.08%-9.23%8.11%5.57%-5.75%-18.10%
2021-1.00%2.78%4.36%5.35%0.67%2.34%2.38%3.04%-4.65%7.04%-0.71%4.46%28.69%

Benchmark Metrics

Fidelity Flex 500 Index Fund has an annualized alpha of 1.57%, beta of 1.00, and R2 of 1.00 versus S&P 500 Index. Calculated based on daily prices since March 09, 2017.

  • This fund captured 104.49% of S&P 500 Index gains but only 97.54% of its losses - a favorable profile for investors.
  • With beta of 1.00 and R2 of 1.00, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.57%
Beta
1.00
1.00
Upside Capture
104.49%
Downside Capture
97.54%

Expense Ratio

FDFIX has an expense ratio of 0.00%, meaning no management fees are charged.


Return for Risk

Risk / Return Rank

FDFIX ranks 61 for risk / return — better than 61% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


FDFIX Risk / Return Rank: 6161
Overall Rank
FDFIX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
FDFIX Sortino Ratio Rank: 5454
Sortino Ratio Rank
FDFIX Omega Ratio Rank: 5656
Omega Ratio Rank
FDFIX Calmar Ratio Rank: 6565
Calmar Ratio Rank
FDFIX Martin Ratio Rank: 7373
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Fidelity Flex 500 Index Fund (FDFIX) and compare them to S&P 500 Index.

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.


FDFIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.32

Sortino ratioReturn per unit of downside risk

+0.40

Omega ratioGain probability vs. loss probability

1.38

1.32

+0.06

Calmar ratioReturn relative to maximum drawdown

2.95

2.46

+0.49

Martin ratioReturn relative to average drawdown

12.98

10.92

+2.07

Dividends

Dividend History

Fidelity Flex 500 Index Fund provided a 1.04% dividend yield over the last twelve months, with an annual payout of $0.33 per share. The fund has been increasing its distributions for 5 consecutive years.


0.50%1.00%1.50%2.00%$0.00$0.05$0.10$0.15$0.20$0.25$0.30$0.35201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.33$0.32$0.32$0.30$0.28$0.26$0.24$0.25$0.23$0.06

Dividend yield

1.04%1.11%1.26%1.48%1.70%1.27%1.52%1.78%2.16%0.50%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity Flex 500 Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.08$0.00$0.00$0.08
2025$0.00$0.00$0.00$0.07$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.09$0.32
2024$0.00$0.00$0.00$0.07$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.09$0.32
2023$0.00$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.09$0.30
2022$0.00$0.00$0.00$0.06$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.08$0.28
2021$0.00$0.00$0.00$0.05$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.09$0.26

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity Flex 500 Index Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Fidelity Flex 500 Index Fund was 33.77%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.

The current Fidelity Flex 500 Index Fund drawdown is 1.70%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-33.77%Mar 2020
1mo 2d4mo 20d
5mo 22dFeb 2020 - Aug 2020
Bear market2022
-24.51%Oct 2022
9mo 11d1y 2mo
1y 11moJan 2022 - Dec 2023
Rate-hike selloffLate 2018
-19.34%Dec 2018
3mo 1d3mo 19d
6mo 20dSep 2018 - Apr 2019
2025 selloff2025
-18.76%Apr 2025
1mo 17d2mo 19d
4mo 6dFeb 2025 - Jun 2025
2018 correction2018
-10.06%Feb 2018
10d5mo 17d
5mo 27dJan 2018 - Jul 2018

Drawdown Indicators


FDFIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-33.77%

-56.78%

+23.01%

Max Drawdown (1Y)

Largest decline over 1 year

-8.99%

-9.10%

+0.11%

Max Drawdown (3Y)

Largest decline over 3 years

-18.76%

-18.90%

+0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-24.51%

-25.43%

+0.92%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.70%

-3.21%

+1.51%

Average Drawdown

Average peak-to-trough decline

-4.56%

-10.71%

+6.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

2.04%

-0.01%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with FDFIX

Add Fidelity Flex 500 Index Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with FDFIX