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FECGX vs. FSSNX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FECGX and FSSNX 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.


-0.50.00.51.01.0

Performance

FECGX vs. FSSNX - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
6.77%
4.13%
FECGX
FSSNX

Key characteristics

Sharpe Ratio

FECGX:

1.25

FSSNX:

1.08

Sortino Ratio

FECGX:

1.80

FSSNX:

1.60

Omega Ratio

FECGX:

1.22

FSSNX:

1.19

Calmar Ratio

FECGX:

0.95

FSSNX:

1.12

Martin Ratio

FECGX:

6.06

FSSNX:

5.36

Ulcer Index

FECGX:

4.39%

FSSNX:

4.16%

Daily Std Dev

FECGX:

21.39%

FSSNX:

20.74%

Max Drawdown

FECGX:

-43.43%

FSSNX:

-44.52%

Current Drawdown

FECGX:

-9.69%

FSSNX:

-4.85%

Returns By Period

In the year-to-date period, FECGX achieves a 4.80% return, which is significantly higher than FSSNX's 3.97% return.


FECGX

YTD

4.80%

1M

3.71%

6M

6.77%

1Y

22.91%

5Y*

6.63%

10Y*

N/A

FSSNX

YTD

3.97%

1M

3.49%

6M

4.13%

1Y

18.65%

5Y*

7.57%

10Y*

7.14%

*Annualized

Compare stocks, funds, or ETFs

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


FECGX vs. FSSNX - Expense Ratio Comparison

FECGX has a 0.05% expense ratio, which is higher than FSSNX's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


FECGX
Fidelity Small Cap Growth Index Fund
Expense ratio chart for FECGX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for FSSNX: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

FECGX vs. FSSNX — Risk-Adjusted Performance Rank

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

FECGX
The Risk-Adjusted Performance Rank of FECGX is 6060
Overall Rank
The Sharpe Ratio Rank of FECGX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of FECGX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of FECGX is 5555
Omega Ratio Rank
The Calmar Ratio Rank of FECGX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of FECGX is 6464
Martin Ratio Rank

FSSNX
The Risk-Adjusted Performance Rank of FSSNX is 5555
Overall Rank
The Sharpe Ratio Rank of FSSNX is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of FSSNX is 5454
Sortino Ratio Rank
The Omega Ratio Rank of FSSNX is 4747
Omega Ratio Rank
The Calmar Ratio Rank of FSSNX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of FSSNX is 5959
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.

FECGX vs. FSSNX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Small Cap Growth Index Fund (FECGX) and Fidelity Small Cap Index Fund (FSSNX). 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.


Sharpe ratio
The chart of Sharpe ratio for FECGX, currently valued at 1.25, compared to the broader market-1.000.001.002.003.004.001.251.08
The chart of Sortino ratio for FECGX, currently valued at 1.80, compared to the broader market0.005.0010.001.801.60
The chart of Omega ratio for FECGX, currently valued at 1.22, compared to the broader market1.002.003.004.001.221.19
The chart of Calmar ratio for FECGX, currently valued at 0.95, compared to the broader market0.005.0010.0015.0020.000.951.12
The chart of Martin ratio for FECGX, currently valued at 6.06, compared to the broader market0.0020.0040.0060.0080.006.065.36
FECGX
FSSNX

The current FECGX Sharpe Ratio is 1.25, which is comparable to the FSSNX Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of FECGX and FSSNX, 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 Ratio0.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
1.25
1.08
FECGX
FSSNX

Dividends

FECGX vs. FSSNX - Dividend Comparison

FECGX's dividend yield for the trailing twelve months is around 1.19%, more than FSSNX's 0.99% yield.


TTM20242023202220212020201920182017201620152014
FECGX
Fidelity Small Cap Growth Index Fund
1.19%1.25%0.81%0.80%0.57%0.38%0.24%0.00%0.00%0.00%0.00%0.00%
FSSNX
Fidelity Small Cap Index Fund
0.99%1.03%1.43%1.26%1.26%0.94%1.32%1.33%1.15%1.24%2.80%4.80%

Drawdowns

FECGX vs. FSSNX - Drawdown Comparison

The maximum FECGX drawdown since its inception was -43.43%, roughly equal to the maximum FSSNX drawdown of -44.52%. Use the drawdown chart below to compare losses from any high point for FECGX and FSSNX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-9.69%
-4.85%
FECGX
FSSNX

Volatility

FECGX vs. FSSNX - Volatility Comparison

Fidelity Small Cap Growth Index Fund (FECGX) and Fidelity Small Cap Index Fund (FSSNX) have volatilities of 6.78% and 6.75%, 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.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%AugustSeptemberOctoberNovemberDecember2025
6.78%
6.75%
FECGX
FSSNX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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