FECGX vs. VBR
Compare and contrast key facts about Fidelity Small Cap Growth Index Fund (FECGX) and Vanguard Small-Cap Value ETF (VBR).
FECGX is managed by Fidelity. It was launched on Jul 11, 2019. VBR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Value Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FECGX or VBR.
Key characteristics
| FECGX | VBR | |
|---|---|---|
| YTD Return | 19.41% | 17.61% |
| 1Y Return | 34.89% | 30.17% |
| 3Y Return (Ann) | -1.24% | 6.27% |
| 5Y Return (Ann) | 8.85% | 11.57% |
| Sharpe Ratio | 1.64 | 1.85 |
| Sortino Ratio | 2.33 | 2.63 |
| Omega Ratio | 1.28 | 1.33 |
| Calmar Ratio | 1.06 | 3.41 |
| Martin Ratio | 8.67 | 10.42 |
| Ulcer Index | 4.03% | 2.96% |
| Daily Std Dev | 21.34% | 16.66% |
| Max Drawdown | -41.85% | -62.01% |
| Current Drawdown | -8.23% | -2.52% |
Correlation
The correlation between FECGX and VBR is 0.86, 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
FECGX vs. VBR - Performance Comparison
In the year-to-date period, FECGX achieves a 19.41% return, which is significantly higher than VBR's 17.61% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FECGX vs. VBR - Expense Ratio Comparison
FECGX has a 0.05% expense ratio, which is lower than VBR's 0.07% 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
FECGX vs. VBR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Small Cap Growth Index Fund (FECGX) and Vanguard Small-Cap Value ETF (VBR). 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.
Dividends
FECGX vs. VBR - Dividend Comparison
FECGX's dividend yield for the trailing twelve months is around 1.06%, less than VBR's 1.91% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FECGX Fidelity Small Cap Growth Index Fund | 1.06% | 0.81% | 0.80% | 0.57% | 0.38% | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VBR Vanguard Small-Cap Value ETF | 1.91% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
Drawdowns
FECGX vs. VBR - Drawdown Comparison
The maximum FECGX drawdown since its inception was -41.85%, smaller than the maximum VBR drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for FECGX and VBR. For additional features, visit the drawdowns tool.
Volatility
FECGX vs. VBR - Volatility Comparison
Fidelity Small Cap Growth Index Fund (FECGX) has a higher volatility of 7.31% compared to Vanguard Small-Cap Value ETF (VBR) at 5.80%. This indicates that FECGX's price experiences larger fluctuations and is considered to be riskier than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.