FAMFX vs. FECGX
FAMFX (FAM Small Cap Fund) and FECGX (Fidelity Small Cap Growth Index Fund) are both Small Cap Growth Equities funds. Over the past 5 years, FAMFX returned 2.79%/yr vs 5.35%/yr for FECGX. Their correlation of 0.81 means they have usually moved in the same direction. FAMFX charges 1.27%/yr vs 0.05%/yr for FECGX.
Performance
FAMFX vs. FECGX - Performance Comparison
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Returns By Period
In the year-to-date period, FAMFX achieves a 2.21% return, which is significantly lower than FECGX's 15.86% return.
FAMFX
- 1D
- -1.82%
- 1M
- 1.53%
- 6M
- 2.84%
- YTD
- 2.21%
- 1Y
- -3.18%
- 3Y*
- 2.48%
- 5Y*
- 2.79%
- 10Y*
- 7.30%
- ALL TIME*
- 9.24%
FECGX
- 1D
- 2.65%
- 1M
- -3.50%
- 6M
- 11.42%
- YTD
- 15.86%
- 1Y
- 31.92%
- 3Y*
- 14.66%
- 5Y*
- 5.35%
- 10Y*
- —
- ALL TIME*
- 10.05%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
FAMFX FAM Small Cap Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
FAMFX vs. FECGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FAMFX FAM Small Cap Fund | 2.21% | -11.60% | 12.43% | 20.10% | -12.42% | 27.72% | 10.10% | 9.37% |
FECGX Fidelity Small Cap Growth Index Fund | 15.86% | 13.04% | 15.26% | 18.90% | -26.17% | 2.83% | 34.41% | 7.11% |
Correlation
The correlation between FAMFX and FECGX is 0.48, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.48 |
Correlation (3Y) Balances recent behavior with more history. | 0.73 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jul 17, 2019 | 0.81 |
Over the past year, the correlation between FAMFX and FECGX has dropped to 0.48 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.
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Return for Risk
FAMFX vs. FECGX — Risk / Return Rank
FAMFX
FECGX
FAMFX vs. FECGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FAM Small Cap Fund (FAMFX) and Fidelity Small Cap Growth Index Fund (FECGX). 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.
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.
| FAMFX | FECGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.65 | ||
| Sortino ratioReturn per unit of downside risk | -2.30 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.22 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.32 | 1.92 | -2.24 |
| Martin ratioReturn relative to average drawdown | -0.57 | 6.64 | -7.21 |
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Drawdowns
FAMFX vs. FECGX - Drawdown Comparison
The maximum FAMFX drawdown since its inception was -39.66%, smaller than the maximum FECGX drawdown of -41.85%. Use the drawdown chart below to compare losses from any high point for FAMFX and FECGX.
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Drawdown Indicators
| FAMFX | FECGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.66% | -41.85% | +2.19% |
Max Drawdown (1Y)Largest decline over 1 year | -21.49% | -14.81% | -6.68% |
Max Drawdown (3Y)Largest decline over 3 years | -28.71% | -28.45% | -0.26% |
Max Drawdown (5Y)Largest decline over 5 years | -28.71% | -40.34% | +11.63% |
Max Drawdown (10Y)Largest decline over 10 years | -39.66% | — | — |
Current DrawdownCurrent decline from peak | -16.95% | -5.23% | -11.72% |
Average DrawdownAverage peak-to-trough decline | -6.11% | -15.46% | +9.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.17% | 4.28% | +7.89% |
Volatility
FAMFX vs. FECGX - Volatility Comparison
FAM Small Cap Fund (FAMFX) has a higher volatility of 6.60% compared to Fidelity Small Cap Growth Index Fund (FECGX) at 5.75%. This indicates that FAMFX's price experiences larger fluctuations and is considered to be riskier than FECGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FAMFX | FECGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.60% | 5.75% | +0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 13.91% | 17.18% | -3.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.35% | 22.42% | -4.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.91% | 24.68% | -5.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.56% | 27.10% | -7.54% |
FAMFX vs. FECGX - Expense Ratio Comparison
FAMFX has a 1.27% expense ratio, which is higher than FECGX's 0.05% expense ratio.
Dividends
FAMFX vs. FECGX - Dividend Comparison
FAMFX's dividend yield for the trailing twelve months is around 3.34%, more than FECGX's 0.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAMFX FAM Small Cap Fund | 3.34% | 3.41% | 4.43% | 6.44% | 0.36% | 6.55% | 0.00% | 0.47% | 10.85% | 2.15% | 2.99% | 0.24% |
FECGX Fidelity Small Cap Growth Index Fund | 0.47% | 0.54% | 1.25% | 0.81% | 0.80% | 3.43% | 1.00% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FAMFX and FECGX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FAMFX has higher volatility (6.60%) compared to FECGX (5.75%). In terms of maximum drawdown, FAMFX dropped -39.66% vs FECGX's -41.85%.
FECGX currently has the higher Sharpe Ratio (1.27 vs -0.38), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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