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Fidelity Mid Cap Value Index Fund (FIMVX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US31635T7990
CUSIP
31635T799
Issuer
Fidelity
Inception Date
Jul 11, 2019
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Value

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Fidelity Mid Cap Value Index Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Fidelity Mid Cap Value Index Fund (FIMVX) has returned 1.26% so far this year and 14.86% over the past 12 months.


Fidelity Mid Cap Value Index Fund

1D
-0.67%
1M
-7.26%
YTD
1.26%
6M
2.71%
1Y
14.86%
3Y*
12.23%
5Y*
7.40%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jul 17, 2019, FIMVX's average daily return is +0.05%, while the average monthly return is +0.91%. At this rate, your investment would double in approximately 6.4 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +14.0%, while the worst month was Mar 2020 at -22.7%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, FIMVX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +11.1%, while the worst single day was Mar 16, 2020 at -13.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.29%4.70%-7.26%1.26%
20253.54%-1.85%-3.70%-2.48%4.36%3.51%1.79%3.01%1.25%-0.99%2.38%0.06%11.01%
2024-1.79%4.78%5.18%-5.26%3.61%-1.61%6.05%1.88%1.86%-1.25%7.37%-7.34%13.02%
20238.10%-3.22%-3.15%0.04%-4.43%8.67%4.35%-3.54%-5.07%-4.99%9.43%7.80%12.75%
2022-4.26%-0.47%3.04%-5.98%1.92%-11.01%8.64%-3.05%-9.70%9.45%6.31%-5.11%-12.08%
2021-0.23%7.72%5.13%4.84%1.96%-1.17%0.61%2.18%-3.70%5.34%-3.07%6.25%28.21%

Benchmark Metrics

Fidelity Mid Cap Value Index Fund has an annualized alpha of -1.73%, beta of 0.98, and R² of 0.82 versus S&P 500 Index. Calculated based on daily prices since July 18, 2019.

  • This fund participated in 107.47% of S&P 500 Index downside but only 97.62% of its upside — more exposed to losses than it benefited from rallies.
  • With beta of 0.98 and R² of 0.82, 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
-1.73%
Beta
0.98
0.82
Upside Capture
97.62%
Downside Capture
107.47%

Expense Ratio

FIMVX has an expense ratio of 0.05%, which is considered low.


Return for Risk

Risk / Return Rank

FIMVX ranks 41 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


FIMVX Risk / Return Rank: 4141
Overall Rank
FIMVX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
FIMVX Sortino Ratio Rank: 4141
Sortino Ratio Rank
FIMVX Omega Ratio Rank: 3838
Omega Ratio Rank
FIMVX Calmar Ratio Rank: 3939
Calmar Ratio Rank
FIMVX 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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Fidelity Mid Cap Value Index Fund (FIMVX) and compare them to a chosen benchmark (S&P 500 Index).


FIMVXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.87

0.90

-0.03

Sortino ratio

Return per unit of downside risk

1.31

1.39

-0.08

Omega ratio

Gain probability vs. loss probability

1.18

1.21

-0.03

Calmar ratio

Return relative to maximum drawdown

1.04

1.40

-0.36

Martin ratio

Return relative to average drawdown

4.85

6.61

-1.76

Explore FIMVX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Fidelity Mid Cap Value Index Fund provided a 2.45% dividend yield over the last twelve months, with an annual payout of $0.73 per share.


1.00%2.00%3.00%4.00%5.00%6.00%$0.00$0.50$1.00$1.502019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$0.73$0.73$1.21$0.48$0.62$1.49$0.27$0.13

Dividend yield

2.45%2.48%4.44%1.89%2.75%5.62%1.23%0.63%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity Mid Cap Value 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$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.46$0.00$0.00$0.00$0.27$0.73
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.96$0.00$0.00$0.00$0.25$1.21
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.22$0.00$0.00$0.00$0.26$0.48
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.33$0.00$0.00$0.00$0.29$0.62
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.22$0.00$0.00$0.00$0.27$1.49

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 Mid Cap Value 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 Mid Cap Value Index Fund was 43.61%, occurring on Mar 23, 2020. Recovery took 172 trading sessions.

The current Fidelity Mid Cap Value Index Fund drawdown is 7.52%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-43.61%Feb 21, 202022Mar 23, 2020172Nov 24, 2020194
-21.23%Jan 5, 2022186Sep 30, 2022352Feb 27, 2024538
-20.4%Nov 26, 202490Apr 8, 202594Aug 22, 2025184
-7.52%Mar 3, 202620Mar 30, 2026
-7.09%Nov 17, 202110Dec 1, 202119Dec 29, 202129

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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