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FDFIX vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FDFIX and FXAIX is 1.00, 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.


Performance

FDFIX vs. FXAIX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FDFIX:

0.58

FXAIX:

0.70

Sortino Ratio

FDFIX:

0.96

FXAIX:

1.12

Omega Ratio

FDFIX:

1.14

FXAIX:

1.16

Calmar Ratio

FDFIX:

0.62

FXAIX:

0.76

Martin Ratio

FDFIX:

2.40

FXAIX:

2.91

Ulcer Index

FDFIX:

4.89%

FXAIX:

4.81%

Daily Std Dev

FDFIX:

19.69%

FXAIX:

19.63%

Max Drawdown

FDFIX:

-33.77%

FXAIX:

-33.79%

Current Drawdown

FDFIX:

-4.54%

FXAIX:

-2.70%

Returns By Period

In the year-to-date period, FDFIX achieves a -0.13% return, which is significantly lower than FXAIX's 1.81% return.


FDFIX

YTD

-0.13%

1M

13.44%

6M

-0.55%

1Y

11.32%

3Y*

16.18%

5Y*

16.35%

10Y*

N/A

FXAIX

YTD

1.81%

1M

15.30%

6M

1.36%

1Y

13.45%

3Y*

16.92%

5Y*

16.86%

10Y*

12.65%

*Annualized

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Fidelity Flex 500 Index Fund

Fidelity 500 Index Fund

FDFIX vs. FXAIX - Expense Ratio Comparison

FDFIX has a 0.00% expense ratio, which is lower than FXAIX'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%.


Risk-Adjusted Performance

FDFIX vs. FXAIX — Risk-Adjusted Performance Rank

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

FDFIX
The Risk-Adjusted Performance Rank of FDFIX is 6363
Overall Rank
The Sharpe Ratio Rank of FDFIX is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of FDFIX is 6060
Sortino Ratio Rank
The Omega Ratio Rank of FDFIX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of FDFIX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of FDFIX is 6565
Martin Ratio Rank

FXAIX
The Risk-Adjusted Performance Rank of FXAIX is 7171
Overall Rank
The Sharpe Ratio Rank of FXAIX is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of FXAIX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of FXAIX is 7474
Omega Ratio Rank
The Calmar Ratio Rank of FXAIX is 7676
Calmar Ratio Rank
The Martin Ratio Rank of FXAIX is 7272
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.

FDFIX vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Flex 500 Index Fund (FDFIX) and Fidelity 500 Index Fund (FXAIX). 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 current FDFIX Sharpe Ratio is 0.58, which is comparable to the FXAIX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of FDFIX and FXAIX, 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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Dividends

FDFIX vs. FXAIX - Dividend Comparison

FDFIX's dividend yield for the trailing twelve months is around 1.28%, less than FXAIX's 1.54% yield.


TTM20242023202220212020201920182017201620152014
FDFIX
Fidelity Flex 500 Index Fund
1.28%1.26%1.48%1.70%1.18%1.52%1.78%1.81%0.85%0.00%0.00%0.00%
FXAIX
Fidelity 500 Index Fund
1.54%1.25%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%

Drawdowns

FDFIX vs. FXAIX - Drawdown Comparison

The maximum FDFIX drawdown since its inception was -33.77%, roughly equal to the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FDFIX and FXAIX. For additional features, visit the drawdowns tool.


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Volatility

FDFIX vs. FXAIX - Volatility Comparison

Fidelity Flex 500 Index Fund (FDFIX) and Fidelity 500 Index Fund (FXAIX) have volatilities of 4.72% and 4.58%, 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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