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

Correlation

The correlation between FECGX and VSGAX is 0.83, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

FECGX vs. VSGAX - Performance Comparison

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

10.00%20.00%30.00%40.00%50.00%60.00%70.00%December2025FebruaryMarchAprilMay
27.93%
39.90%
FECGX
VSGAX

Key characteristics

Sharpe Ratio

FECGX:

0.04

VSGAX:

0.26

Sortino Ratio

FECGX:

0.24

VSGAX:

0.54

Omega Ratio

FECGX:

1.03

VSGAX:

1.07

Calmar Ratio

FECGX:

0.03

VSGAX:

0.24

Martin Ratio

FECGX:

0.11

VSGAX:

0.76

Ulcer Index

FECGX:

9.15%

VSGAX:

8.51%

Daily Std Dev

FECGX:

25.62%

VSGAX:

24.61%

Max Drawdown

FECGX:

-43.43%

VSGAX:

-38.70%

Current Drawdown

FECGX:

-23.37%

VSGAX:

-15.56%

Returns By Period

In the year-to-date period, FECGX achieves a -11.08% return, which is significantly lower than VSGAX's -8.42% return.


FECGX

YTD

-11.08%

1M

-1.91%

6M

-9.40%

1Y

1.49%

5Y*

7.92%

10Y*

N/A

VSGAX

YTD

-8.42%

1M

-0.46%

6M

-4.29%

1Y

4.85%

5Y*

9.22%

10Y*

7.75%

*Annualized

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FECGX vs. VSGAX - Expense Ratio Comparison

FECGX has a 0.05% expense ratio, which is lower than VSGAX'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%.


Expense ratio chart for VSGAX: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VSGAX: 0.07%
Expense ratio chart for FECGX: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FECGX: 0.05%

Risk-Adjusted Performance

FECGX vs. VSGAX — 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 2424
Overall Rank
The Sharpe Ratio Rank of FECGX is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of FECGX is 2626
Sortino Ratio Rank
The Omega Ratio Rank of FECGX is 2424
Omega Ratio Rank
The Calmar Ratio Rank of FECGX is 2424
Calmar Ratio Rank
The Martin Ratio Rank of FECGX is 2323
Martin Ratio Rank

VSGAX
The Risk-Adjusted Performance Rank of VSGAX is 3838
Overall Rank
The Sharpe Ratio Rank of VSGAX is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of VSGAX is 4141
Sortino Ratio Rank
The Omega Ratio Rank of VSGAX is 3838
Omega Ratio Rank
The Calmar Ratio Rank of VSGAX is 4040
Calmar Ratio Rank
The Martin Ratio Rank of VSGAX is 3636
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. VSGAX - 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 Growth Index Fund Admiral Shares (VSGAX). 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 chart of Sharpe ratio for FECGX, currently valued at 0.12, compared to the broader market-2.00-1.000.001.002.003.00
FECGX: 0.12
VSGAX: 0.26
The chart of Sortino ratio for FECGX, currently valued at 0.36, compared to the broader market-2.000.002.004.006.008.00
FECGX: 0.36
VSGAX: 0.54
The chart of Omega ratio for FECGX, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.00
FECGX: 1.05
VSGAX: 1.07
The chart of Calmar ratio for FECGX, currently valued at 0.10, compared to the broader market0.002.004.006.008.00
FECGX: 0.10
VSGAX: 0.24
The chart of Martin ratio for FECGX, currently valued at 0.34, compared to the broader market0.0010.0020.0030.0040.00
FECGX: 0.34
VSGAX: 0.76

The current FECGX Sharpe Ratio is 0.04, which is lower than the VSGAX Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of FECGX and VSGAX, 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.12
0.26
FECGX
VSGAX

Dividends

FECGX vs. VSGAX - Dividend Comparison

FECGX's dividend yield for the trailing twelve months is around 1.41%, more than VSGAX's 0.59% yield.


TTM20242023202220212020201920182017201620152014
FECGX
Fidelity Small Cap Growth Index Fund
1.41%1.25%0.81%0.80%0.57%0.38%0.24%0.00%0.00%0.00%0.00%0.00%
VSGAX
Vanguard Small-Cap Growth Index Fund Admiral Shares
0.59%0.54%0.68%0.55%0.36%0.44%0.57%0.79%0.81%1.08%0.98%1.01%

Drawdowns

FECGX vs. VSGAX - Drawdown Comparison

The maximum FECGX drawdown since its inception was -43.43%, which is greater than VSGAX's maximum drawdown of -38.70%. Use the drawdown chart below to compare losses from any high point for FECGX and VSGAX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-23.37%
-15.56%
FECGX
VSGAX

Volatility

FECGX vs. VSGAX - Volatility Comparison

The current volatility for Fidelity Small Cap Growth Index Fund (FECGX) is 14.98%, while Vanguard Small-Cap Growth Index Fund Admiral Shares (VSGAX) has a volatility of 15.89%. This indicates that FECGX experiences smaller price fluctuations and is considered to be less risky than VSGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
14.98%
15.89%
FECGX
VSGAX