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ISIN
US3161462656
CUSIP
316146265
Issuer
Fidelity
Inception Date
Sep 8, 2011
Region
North America (U.S.)
Min. Investment
$0
Index Tracked
Russell Midcap Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

FSMDX Performance Chart

Fidelity Mid Cap Index Fund (FSMDX) is up 12.3% since the beginning of the year. FSMDX is currently trading at $41 per share. Investors who bought $1,000 worth of FSMDX shares 5 years ago would now be looking at an investment worth $1,469.


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S&P 500 Index

Returns By Period

Fidelity Mid Cap Index Fund (FSMDX) has returned 12.29% so far this year and 20.88% over the past 12 months. Over the last ten years, FSMDX has returned 11.76% per year, falling short of the S&P 500 Index benchmark, which averaged 13.61% annually.


Fidelity Mid Cap Index Fund

1D
2.24%
1M
2.90%
YTD
12.29%
6M
11.02%
1Y
20.88%
3Y*
16.72%
5Y*
8.00%
10Y*
11.76%

Benchmark (S&P 500 Index)

1D
0.50%
1M
-0.17%
YTD
8.56%
6M
8.85%
1Y
22.93%
3Y*
19.37%
5Y*
11.84%
10Y*
13.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSMDX Monthly Returns History

Based on dividend-adjusted daily data since Sep 9, 2011, FSMDX's average daily return is +0.05%, while the average monthly return is +1.09%. At this rate, an investment would double in approximately 5.3 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +14.3%, while the worst month was Mar 2020 at -19.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, FSMDX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +10.9%, while the worst single day was Mar 16, 2020 at -13.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.06%3.84%-5.34%7.35%2.84%0.41%12.29%
20254.23%-2.84%-4.65%-1.01%5.70%3.74%1.84%2.50%0.90%-0.83%1.30%-0.29%10.58%
2024-1.40%5.59%4.33%-5.41%2.86%-0.66%4.71%2.04%2.20%-0.52%8.82%-6.88%15.55%
20238.29%-2.42%-1.53%-0.52%-2.80%8.32%3.98%-3.45%-5.02%-5.03%10.24%7.72%17.20%
2022-7.38%-0.71%2.55%-7.69%0.07%-9.97%9.88%-3.14%-9.25%8.90%6.00%-5.40%-17.27%
2021-0.26%5.57%2.71%5.10%0.81%1.43%0.77%2.54%-4.12%5.94%-3.47%4.08%22.56%

Benchmark Metrics

Fidelity Mid Cap Index Fund has an annualized alpha of -0.56%, beta of 1.02, and R2 of 0.90 versus S&P 500 Index. Calculated based on daily prices since September 09, 2011.

  • With beta of 1.02 and R2 of 0.90, 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
-0.56%
Beta
1.02
0.90
Upside Capture
99.92%
Downside Capture
103.09%

Expense Ratio

FSMDX has an expense ratio of 0.03%, which is considered low.


Return for Risk

Risk / Return Rank

FSMDX ranks 45 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.


FSMDX Risk / Return Rank: 4545
Overall Rank
FSMDX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
FSMDX Sortino Ratio Rank: 3737
Sortino Ratio Rank
FSMDX Omega Ratio Rank: 3434
Omega Ratio Rank
FSMDX Calmar Ratio Rank: 5858
Calmar Ratio Rank
FSMDX Martin Ratio Rank: 5656
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 Index Fund (FSMDX) 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.


FSMDXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.33

Sortino ratioReturn per unit of downside risk

-0.33

Omega ratioGain probability vs. loss probability

1.27

1.34

-0.07

Calmar ratioReturn relative to maximum drawdown

2.58

2.53

+0.05

Martin ratioReturn relative to average drawdown

9.88

11.37

-1.49

Dividends

Dividend History

Fidelity Mid Cap Index Fund provided a 0.98% dividend yield over the last twelve months, with an annual payout of $0.41 per share.


1.00%1.50%2.00%2.50%3.00%$0.00$0.20$0.40$0.60$0.80$1.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.41$0.41$0.83$0.42$0.54$1.07$0.63$0.68$0.41$0.45$0.41$0.46

Dividend yield

0.98%1.10%2.46%1.39%2.07%3.35%2.34%2.86%2.21%2.17%2.23%2.84%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity Mid 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$0.09$0.00$0.00$0.00$0.00$0.00$0.32$0.41
2024$0.00$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.00$0.00$0.00$0.82$0.83
2023$0.00$0.00$0.00$0.00$0.00$0.09$0.00$0.00$0.00$0.00$0.00$0.33$0.42
2022$0.00$0.00$0.00$0.00$0.00$0.20$0.00$0.00$0.00$0.00$0.00$0.33$0.54
2021$0.00$0.00$0.00$0.00$0.00$0.11$0.00$0.00$0.00$0.00$0.00$0.96$1.07

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 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 Index Fund was 40.35%, occurring on Mar 23, 2020. Recovery took 141 trading sessions.

The current Fidelity Mid Cap Index Fund drawdown is 0.67%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-40.35%Mar 2020
1mo 1d6mo 23d
7mo 24dFeb 2020 - Oct 2020
Bear market2022
-26.07%Oct 2022
11mo 1d1y 4mo
2y 3moNov 2021 - Mar 2024
Rate-hike selloffLate 2018
-21.18%Dec 2018
3mo 26d3mo 15d
7mo 11dAug 2018 - Apr 2019
2025 selloff2025
-20.92%Apr 2025
4mo 13d3mo 15d
7mo 28dNov 2024 - Jul 2025
2016 bear market2016
-20.46%Feb 2016
9mo 23d5mo 16d
1y 3moApr 2015 - Jul 2016

Drawdown Indicators


FSMDXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-40.35%

-56.78%

+16.43%

Max Drawdown (1Y)

Largest decline over 1 year

-8.16%

-9.10%

+0.94%

Max Drawdown (3Y)

Largest decline over 3 years

-20.92%

-18.90%

-2.02%

Max Drawdown (5Y)

Largest decline over 5 years

-26.07%

-25.43%

-0.64%

Max Drawdown (10Y)

Largest decline over 10 years

-40.35%

-33.92%

-6.43%

Current Drawdown

Current decline from peak

-0.67%

-2.34%

+1.67%

Average Drawdown

Average peak-to-trough decline

-4.95%

-10.72%

+5.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

2.02%

+0.11%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with FSMDX

Add Fidelity Mid 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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