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FECGX vs. BDSKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FECGX vs. BDSKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Small Cap Growth Index Fund (FECGX) and BlackRock Advantage Small Cap Core Fund Class K (BDSKX). The values are adjusted to include any dividend payments, if applicable.

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FECGX vs. BDSKX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FECGX
Fidelity Small Cap Growth Index Fund
-6.77%13.04%15.26%18.90%-26.17%2.83%34.41%7.11%
BDSKX
BlackRock Advantage Small Cap Core Fund Class K
-1.90%13.76%11.96%16.49%-19.20%14.87%19.60%11.14%

Returns By Period

In the year-to-date period, FECGX achieves a -6.77% return, which is significantly lower than BDSKX's -1.90% return.


FECGX

1D
-2.02%
1M
-10.15%
YTD
-6.77%
6M
-5.65%
1Y
18.56%
3Y*
10.79%
5Y*
0.89%
10Y*

BDSKX

1D
-1.60%
1M
-7.71%
YTD
-1.90%
6M
1.03%
1Y
22.37%
3Y*
12.30%
5Y*
3.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FECGX vs. BDSKX - Expense Ratio Comparison

FECGX has a 0.05% expense ratio, which is lower than BDSKX's 0.45% expense ratio.


Return for Risk

FECGX vs. BDSKX — Risk / Return Rank

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

FECGX
FECGX Risk / Return Rank: 3333
Overall Rank
FECGX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
FECGX Sortino Ratio Rank: 3535
Sortino Ratio Rank
FECGX Omega Ratio Rank: 2828
Omega Ratio Rank
FECGX Calmar Ratio Rank: 4040
Calmar Ratio Rank
FECGX Martin Ratio Rank: 3333
Martin Ratio Rank

BDSKX
BDSKX Risk / Return Rank: 5353
Overall Rank
BDSKX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
BDSKX Sortino Ratio Rank: 5353
Sortino Ratio Rank
BDSKX Omega Ratio Rank: 4343
Omega Ratio Rank
BDSKX Calmar Ratio Rank: 6060
Calmar Ratio Rank
BDSKX Martin Ratio Rank: 5959
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.

FECGX vs. BDSKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Small Cap Growth Index Fund (FECGX) and BlackRock Advantage Small Cap Core Fund Class K (BDSKX). 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.


FECGXBDSKXDifference

Sharpe ratio

Return per unit of total volatility

0.71

0.96

-0.25

Sortino ratio

Return per unit of downside risk

1.15

1.45

-0.30

Omega ratio

Gain probability vs. loss probability

1.14

1.19

-0.04

Calmar ratio

Return relative to maximum drawdown

1.02

1.41

-0.39

Martin ratio

Return relative to average drawdown

3.51

5.64

-2.13

FECGX vs. BDSKX - Sharpe Ratio Comparison

The current FECGX Sharpe Ratio is 0.71, which is comparable to the BDSKX Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of FECGX and BDSKX, 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


FECGXBDSKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

0.96

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.17

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.37

-0.11

Correlation

The correlation between FECGX and BDSKX is 0.96, 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

FECGX vs. BDSKX - Dividend Comparison

FECGX's dividend yield for the trailing twelve months is around 0.58%, less than BDSKX's 4.89% yield.


TTM202520242023202220212020201920182017
FECGX
Fidelity Small Cap Growth Index Fund
0.58%0.54%1.25%0.81%0.80%3.43%1.00%0.29%0.00%0.00%
BDSKX
BlackRock Advantage Small Cap Core Fund Class K
4.89%4.80%0.81%1.01%3.59%12.08%2.59%1.72%5.70%2.33%

Drawdowns

FECGX vs. BDSKX - Drawdown Comparison

The maximum FECGX drawdown since its inception was -41.85%, roughly equal to the maximum BDSKX drawdown of -43.30%. Use the drawdown chart below to compare losses from any high point for FECGX and BDSKX.


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Drawdown Indicators


FECGXBDSKXDifference

Max Drawdown

Largest peak-to-trough decline

-41.85%

-43.30%

+1.45%

Max Drawdown (1Y)

Largest decline over 1 year

-14.81%

-13.88%

-0.93%

Max Drawdown (5Y)

Largest decline over 5 years

-40.34%

-31.65%

-8.69%

Current Drawdown

Current decline from peak

-14.81%

-9.88%

-4.93%

Average Drawdown

Average peak-to-trough decline

-16.11%

-9.66%

-6.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.30%

3.47%

+0.83%

Volatility

FECGX vs. BDSKX - Volatility Comparison

Fidelity Small Cap Growth Index Fund (FECGX) has a higher volatility of 7.58% compared to BlackRock Advantage Small Cap Core Fund Class K (BDSKX) at 6.85%. This indicates that FECGX's price experiences larger fluctuations and is considered to be riskier than BDSKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FECGXBDSKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.58%

6.85%

+0.73%

Volatility (6M)

Calculated over the trailing 6-month period

16.01%

14.38%

+1.63%

Volatility (1Y)

Calculated over the trailing 1-year period

25.07%

23.16%

+1.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.46%

22.53%

+1.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.27%

23.87%

+3.40%