PortfoliosLab logo
FCFMX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FCFMX and VOO is 0.99, 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.


-0.50.00.51.0
Correlation: 1.0

Performance

FCFMX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series Total Market Index Fund (FCFMX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

80.00%90.00%100.00%110.00%120.00%130.00%NovemberDecember2025FebruaryMarchApril
94.71%
106.70%
FCFMX
VOO

Key characteristics

Sharpe Ratio

FCFMX:

0.47

VOO:

0.54

Sortino Ratio

FCFMX:

0.78

VOO:

0.88

Omega Ratio

FCFMX:

1.11

VOO:

1.13

Calmar Ratio

FCFMX:

0.47

VOO:

0.55

Martin Ratio

FCFMX:

1.91

VOO:

2.27

Ulcer Index

FCFMX:

4.81%

VOO:

4.55%

Daily Std Dev

FCFMX:

19.78%

VOO:

19.19%

Max Drawdown

FCFMX:

-34.99%

VOO:

-33.99%

Current Drawdown

FCFMX:

-10.70%

VOO:

-9.90%

Returns By Period

In the year-to-date period, FCFMX achieves a -6.56% return, which is significantly lower than VOO's -5.74% return.


FCFMX

YTD

-6.56%

1M

-3.70%

6M

-4.83%

1Y

9.74%

5Y*

15.32%

10Y*

N/A

VOO

YTD

-5.74%

1M

-3.16%

6M

-4.28%

1Y

10.88%

5Y*

16.04%

10Y*

12.07%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FCFMX vs. VOO - Expense Ratio Comparison

FCFMX has a 0.00% expense ratio, which is lower than VOO's 0.03% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%
Expense ratio chart for FCFMX: current value is 0.00%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FCFMX: 0.00%

Risk-Adjusted Performance

FCFMX vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FCFMX
The Risk-Adjusted Performance Rank of FCFMX is 5656
Overall Rank
The Sharpe Ratio Rank of FCFMX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of FCFMX is 5454
Sortino Ratio Rank
The Omega Ratio Rank of FCFMX is 5656
Omega Ratio Rank
The Calmar Ratio Rank of FCFMX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of FCFMX is 5656
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6161
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FCFMX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Total Market Index Fund (FCFMX) and Vanguard S&P 500 ETF (VOO). 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.


The chart of Sharpe ratio for FCFMX, currently valued at 0.47, compared to the broader market-1.000.001.002.003.00
FCFMX: 0.47
VOO: 0.54
The chart of Sortino ratio for FCFMX, currently valued at 0.78, compared to the broader market-2.000.002.004.006.008.00
FCFMX: 0.78
VOO: 0.88
The chart of Omega ratio for FCFMX, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.00
FCFMX: 1.11
VOO: 1.13
The chart of Calmar ratio for FCFMX, currently valued at 0.47, compared to the broader market0.002.004.006.008.0010.00
FCFMX: 0.47
VOO: 0.55
The chart of Martin ratio for FCFMX, currently valued at 1.91, compared to the broader market0.0010.0020.0030.0040.00
FCFMX: 1.91
VOO: 2.27

The current FCFMX Sharpe Ratio is 0.47, which is comparable to the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of FCFMX and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.47
0.54
FCFMX
VOO

Dividends

FCFMX vs. VOO - Dividend Comparison

FCFMX's dividend yield for the trailing twelve months is around 1.16%, less than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
FCFMX
Fidelity Series Total Market Index Fund
1.16%1.27%1.45%1.62%1.17%1.39%1.14%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

FCFMX vs. VOO - Drawdown Comparison

The maximum FCFMX drawdown since its inception was -34.99%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FCFMX and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.70%
-9.90%
FCFMX
VOO

Volatility

FCFMX vs. VOO - Volatility Comparison

Fidelity Series Total Market Index Fund (FCFMX) and Vanguard S&P 500 ETF (VOO) have volatilities of 14.31% and 13.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.31%
13.96%
FCFMX
VOO