DEUS vs. FSMDX
Compare and contrast key facts about Xtrackers Russell US Multifactor ETF (DEUS) and Fidelity Mid Cap Index Fund (FSMDX).
DEUS is a passively managed fund by Xtrackers that tracks the performance of the Russell 1000 Comprehensive Factor Index. It was launched on Nov 24, 2015. FSMDX is managed by Fidelity. It was launched on Sep 8, 2011.
Performance
DEUS vs. FSMDX - Performance Comparison
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DEUS vs. FSMDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DEUS Xtrackers Russell US Multifactor ETF | 2.99% | 10.41% | 14.33% | 14.73% | -11.18% | 26.31% | 8.81% | 28.80% | -9.16% | 20.20% |
FSMDX Fidelity Mid Cap Index Fund | -1.30% | 10.58% | 15.55% | 17.20% | -17.27% | 22.56% | 17.13% | 30.53% | -9.38% | 18.04% |
Returns By Period
In the year-to-date period, DEUS achieves a 2.99% return, which is significantly higher than FSMDX's -1.30% return. Both investments have delivered pretty close results over the past 10 years, with DEUS having a 10.67% annualized return and FSMDX not far behind at 10.52%.
DEUS
- 1D
- 1.77%
- 1M
- -5.06%
- YTD
- 2.99%
- 6M
- 3.85%
- 1Y
- 13.47%
- 3Y*
- 13.23%
- 5Y*
- 8.83%
- 10Y*
- 10.67%
FSMDX
- 1D
- -0.76%
- 1M
- -7.77%
- YTD
- -1.30%
- 6M
- -1.14%
- 1Y
- 13.02%
- 3Y*
- 12.41%
- 5Y*
- 6.74%
- 10Y*
- 10.52%
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DEUS vs. FSMDX - Expense Ratio Comparison
DEUS has a 0.17% expense ratio, which is higher than FSMDX's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
DEUS vs. FSMDX — Risk / Return Rank
DEUS
FSMDX
DEUS vs. FSMDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Russell US Multifactor ETF (DEUS) and Fidelity Mid Cap Index Fund (FSMDX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| DEUS | FSMDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 0.72 | +0.16 |
Sortino ratioReturn per unit of downside risk | 1.34 | 1.13 | +0.22 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.16 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.28 | 0.87 | +0.41 |
Martin ratioReturn relative to average drawdown | 6.00 | 4.07 | +1.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DEUS | FSMDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 0.72 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.37 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.55 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.65 | -0.05 |
Correlation
The correlation between DEUS and FSMDX is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DEUS vs. FSMDX - Dividend Comparison
DEUS's dividend yield for the trailing twelve months is around 1.56%, more than FSMDX's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEUS Xtrackers Russell US Multifactor ETF | 1.56% | 1.59% | 1.36% | 1.49% | 1.74% | 1.14% | 1.61% | 1.65% | 1.77% | 1.31% | 2.75% | 0.00% |
FSMDX Fidelity Mid Cap Index Fund | 1.12% | 1.10% | 2.46% | 1.39% | 2.07% | 3.35% | 2.34% | 2.86% | 2.21% | 2.17% | 2.23% | 2.84% |
Drawdowns
DEUS vs. FSMDX - Drawdown Comparison
The maximum DEUS drawdown since its inception was -40.47%, roughly equal to the maximum FSMDX drawdown of -40.35%. Use the drawdown chart below to compare losses from any high point for DEUS and FSMDX.
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Drawdown Indicators
| DEUS | FSMDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.47% | -40.35% | -0.12% |
Max Drawdown (1Y)Largest decline over 1 year | -11.30% | -13.42% | +2.12% |
Max Drawdown (5Y)Largest decline over 5 years | -20.89% | -26.07% | +5.18% |
Max Drawdown (10Y)Largest decline over 10 years | -40.47% | -40.35% | -0.12% |
Current DrawdownCurrent decline from peak | -5.13% | -8.16% | +3.03% |
Average DrawdownAverage peak-to-trough decline | -4.39% | -5.00% | +0.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.40% | 2.86% | -0.46% |
Volatility
DEUS vs. FSMDX - Volatility Comparison
The current volatility for Xtrackers Russell US Multifactor ETF (DEUS) is 4.18%, while Fidelity Mid Cap Index Fund (FSMDX) has a volatility of 4.74%. This indicates that DEUS experiences smaller price fluctuations and is considered to be less risky than FSMDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DEUS | FSMDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.18% | 4.74% | -0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 8.41% | 10.17% | -1.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.41% | 18.96% | -3.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.58% | 18.23% | -2.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.97% | 19.28% | -1.31% |