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FDFIX vs. FSKAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDFIX vs. FSKAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Flex 500 Index Fund (FDFIX) and Fidelity Total Market Index Fund (FSKAX). The values are adjusted to include any dividend payments, if applicable.

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FDFIX vs. FSKAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDFIX
Fidelity Flex 500 Index Fund
-7.27%17.59%25.06%26.27%-18.10%28.69%18.46%31.47%-4.45%14.41%
FSKAX
Fidelity Total Market Index Fund
-6.77%17.06%23.89%26.12%-19.53%25.66%20.79%30.92%-5.32%14.57%

Returns By Period

In the year-to-date period, FDFIX achieves a -7.27% return, which is significantly lower than FSKAX's -6.77% return.


FDFIX

1D
-0.33%
1M
-7.59%
YTD
-7.27%
6M
-4.96%
1Y
13.90%
3Y*
17.02%
5Y*
11.31%
10Y*

FSKAX

1D
-0.47%
1M
-7.69%
YTD
-6.77%
6M
-4.56%
1Y
14.73%
3Y*
16.72%
5Y*
10.13%
10Y*
13.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDFIX vs. FSKAX - Expense Ratio Comparison

FDFIX has a 0.00% expense ratio, which is lower than FSKAX's 0.02% 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%.


Return for Risk

FDFIX vs. FSKAX — Risk / Return Rank

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

FDFIX
FDFIX Risk / Return Rank: 4242
Overall Rank
FDFIX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
FDFIX Sortino Ratio Rank: 4343
Sortino Ratio Rank
FDFIX Omega Ratio Rank: 4747
Omega Ratio Rank
FDFIX Calmar Ratio Rank: 3636
Calmar Ratio Rank
FDFIX Martin Ratio Rank: 4646
Martin Ratio Rank

FSKAX
FSKAX Risk / Return Rank: 4545
Overall Rank
FSKAX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FSKAX Sortino Ratio Rank: 4444
Sortino Ratio Rank
FSKAX Omega Ratio Rank: 4848
Omega Ratio Rank
FSKAX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FSKAX Martin Ratio Rank: 5252
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.

FDFIX vs. FSKAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Flex 500 Index Fund (FDFIX) and Fidelity Total Market Index Fund (FSKAX). 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.


FDFIXFSKAXDifference

Sharpe ratio

Return per unit of total volatility

0.81

0.83

-0.02

Sortino ratio

Return per unit of downside risk

1.26

1.29

-0.03

Omega ratio

Gain probability vs. loss probability

1.19

1.19

0.00

Calmar ratio

Return relative to maximum drawdown

0.96

1.04

-0.08

Martin ratio

Return relative to average drawdown

4.59

5.05

-0.46

FDFIX vs. FSKAX - Sharpe Ratio Comparison

The current FDFIX Sharpe Ratio is 0.81, which is comparable to the FSKAX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of FDFIX and FSKAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FDFIXFSKAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

0.83

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.59

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.78

-0.07

Correlation

The correlation between FDFIX and FSKAX 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.


Dividends

FDFIX vs. FSKAX - Dividend Comparison

FDFIX's dividend yield for the trailing twelve months is around 1.20%, more than FSKAX's 1.09% yield.


TTM20252024202320222021202020192018201720162015
FDFIX
Fidelity Flex 500 Index Fund
1.20%1.11%1.26%1.48%1.70%1.27%1.52%1.78%2.16%0.50%0.00%0.00%
FSKAX
Fidelity Total Market Index Fund
1.09%1.01%1.19%1.41%1.62%1.15%1.45%1.94%2.54%2.07%2.43%0.82%

Drawdowns

FDFIX vs. FSKAX - Drawdown Comparison

The maximum FDFIX drawdown since its inception was -33.77%, roughly equal to the maximum FSKAX drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for FDFIX and FSKAX.


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Drawdown Indicators


FDFIXFSKAXDifference

Max Drawdown

Largest peak-to-trough decline

-33.77%

-35.01%

+1.24%

Max Drawdown (1Y)

Largest decline over 1 year

-12.13%

-12.42%

+0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-24.51%

-25.39%

+0.88%

Max Drawdown (10Y)

Largest decline over 10 years

-35.01%

Current Drawdown

Current decline from peak

-8.99%

-8.92%

-0.07%

Average Drawdown

Average peak-to-trough decline

-4.64%

-4.05%

-0.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

2.57%

+0.03%

Volatility

FDFIX vs. FSKAX - Volatility Comparison

Fidelity Flex 500 Index Fund (FDFIX) and Fidelity Total Market Index Fund (FSKAX) have volatilities of 4.22% and 4.42%, 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.


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Volatility by Period


FDFIXFSKAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.22%

4.42%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

9.16%

9.40%

-0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

18.20%

18.50%

-0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.91%

17.38%

-0.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.68%

18.42%

+0.26%