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ISIN
US31635V4894
CUSIP
31635V489
Issuer
Fidelity
Inception Date
Mar 9, 2017
Min. Investment
$0
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

FLXSX Performance Chart

Fidelity Flex Small Cap Index Fund (FLXSX) is up 17.2% since the beginning of the year. FLXSX is currently trading at $21 per share. Investors who bought $1,000 worth of FLXSX shares 5 years ago would now be looking at an investment worth $1,355.


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S&P 500 Index

Returns By Period

Fidelity Flex Small Cap Index Fund (FLXSX) has returned 17.21% so far this year and 38.39% over the past 12 months.


Fidelity Flex Small Cap Index Fund

1D
0.33%
1M
3.96%
YTD
17.21%
6M
16.56%
1Y
38.39%
3Y*
17.93%
5Y*
6.27%
10Y*

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLXSX Monthly Returns History

Based on dividend-adjusted daily data since Mar 9, 2017, FLXSX's average daily return is +0.05%, while the average monthly return is +0.97%. At this rate, an investment would double in approximately 6.0 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +18.4%, while the worst month was Mar 2020 at -21.6%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 4 months.

On a daily basis, FLXSX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +9.5%, while the worst single day was Mar 16, 2020 at -14.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.59%0.53%-5.37%12.51%3.21%0.48%17.21%
20252.63%-5.37%-6.77%-2.35%5.38%5.44%1.59%6.71%2.94%1.83%0.34%-0.00%12.02%
2024-3.93%5.67%3.60%-7.01%5.00%-0.92%10.12%-1.42%0.69%-1.43%10.97%-8.20%11.67%
20239.78%-1.67%-4.79%-1.78%-0.87%8.13%6.12%-5.00%-5.92%-6.76%9.00%12.28%17.11%
2022-9.57%1.04%1.23%-9.88%0.15%-8.17%10.45%-2.00%-9.58%11.01%2.33%-6.48%-20.29%
20215.10%6.19%1.07%2.11%0.18%1.94%-3.63%2.22%-2.96%4.30%-4.18%2.20%14.84%

Benchmark Metrics

Fidelity Flex Small Cap Index Fund has an annualized alpha of -3.64%, beta of 1.12, and R2 of 0.75 versus S&P 500 Index. Calculated based on daily prices since March 10, 2017.

  • This fund participated in 116.28% of S&P 500 Index downside but only 102.03% of its upside - more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -3.64% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • With beta of 1.12 and R2 of 0.75, 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
-3.64%
Beta
1.12
0.75
Upside Capture
102.03%
Downside Capture
116.28%

Expense Ratio

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


Return for Risk

Risk / Return Rank

FLXSX ranks 53 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.


FLXSX Risk / Return Rank: 5353
Overall Rank
FLXSX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
FLXSX Sortino Ratio Rank: 4646
Sortino Ratio Rank
FLXSX Omega Ratio Rank: 4040
Omega Ratio Rank
FLXSX Calmar Ratio Rank: 7373
Calmar Ratio Rank
FLXSX Martin Ratio Rank: 5959
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 Small Cap Index Fund (FLXSX) and compare them to S&P 500 Index.


FLXSXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.08

2.24

-0.16

Sortino ratio

Return per unit of downside risk

2.86

3.07

-0.22

Omega ratio

Gain probability vs. loss probability

1.34

1.41

-0.07

Calmar ratio

Return relative to maximum drawdown

3.35

2.93

+0.42

Martin ratio

Return relative to average drawdown

11.73

13.52

-1.79

Dividends

Dividend History

Fidelity Flex Small Cap Index Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%0.50%1.00%1.50%2.00%2.50%3.00%$0.00$0.10$0.20$0.30$0.40201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.00$0.00$0.22$0.22$0.16$0.44$0.15$0.35$0.23$0.09

Dividend yield

0.00%0.00%1.36%1.49%1.26%2.74%1.06%2.86%2.31%0.77%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity Flex Small Cap 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$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.04$0.00$0.00$0.00$0.00$0.00$0.18$0.22
2023$0.00$0.00$0.00$0.00$0.00$0.04$0.00$0.00$0.00$0.00$0.00$0.17$0.22
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.16$0.16
2021$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.42$0.44

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 Small Cap 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 Small Cap Index Fund was 41.72%, occurring on Mar 18, 2020. Recovery took 164 trading sessions.

The current Fidelity Flex Small Cap Index Fund drawdown is 0.19%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-41.72%Mar 2020
2mo 1d7mo 26d
9mo 27dJan 2020 - Nov 2020
Bear market2022
-31.88%Jun 2022
7mo 9d2y 4mo
2y 12moNov 2021 - Nov 2024
2025 selloff2025
-27.48%Apr 2025
4mo 13d5mo 13d
9mo 26dNov 2024 - Sep 2025
Rate-hike selloffLate 2018
-26.89%Dec 2018
3mo 21d1y 23d
1y 4moSep 2018 - Jan 2020
2026 correction2026
-12.25%Mar 2026
2mo 6d17d
2mo 23dJan 2026 - Apr 2026

Drawdown Indicators


FLXSXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-41.72%

-56.78%

+15.06%

Max Drawdown (1Y)

Largest decline over 1 year

-12.25%

-9.10%

-3.15%

Max Drawdown (3Y)

Largest decline over 3 years

-27.48%

-18.90%

-8.58%

Max Drawdown (5Y)

Largest decline over 5 years

-31.88%

-25.43%

-6.45%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.19%

-0.74%

+0.55%

Average Drawdown

Average peak-to-trough decline

-10.44%

-10.72%

+0.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

1.97%

+1.51%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with FLXSX

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

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