FFSM vs. VIOG
Compare and contrast key facts about Fidelity Fundamental Small-Mid Cap ETF (FFSM) and Vanguard S&P Small-Cap 600 Growth ETF (VIOG).
FFSM and VIOG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FFSM is an actively managed fund by Fidelity. It was launched on Feb 2, 2021. VIOG is a passively managed fund by Vanguard that tracks the performance of the S&P SmallCap 600 Growth Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FFSM or VIOG.
Key characteristics
| FFSM | VIOG | |
|---|---|---|
| YTD Return | 24.52% | 20.17% |
| 1Y Return | 42.58% | 41.19% |
| 3Y Return (Ann) | 6.10% | 2.61% |
| Sharpe Ratio | 2.64 | 2.13 |
| Sortino Ratio | 3.64 | 3.06 |
| Omega Ratio | 1.46 | 1.37 |
| Calmar Ratio | 2.72 | 1.80 |
| Martin Ratio | 16.16 | 13.40 |
| Ulcer Index | 2.77% | 3.22% |
| Daily Std Dev | 16.93% | 20.24% |
| Max Drawdown | -26.65% | -41.73% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between FFSM and VIOG is 0.95, 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
FFSM vs. VIOG - Performance Comparison
In the year-to-date period, FFSM achieves a 24.52% return, which is significantly higher than VIOG's 20.17% 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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FFSM vs. VIOG - Expense Ratio Comparison
FFSM has a 0.43% expense ratio, which is higher than VIOG's 0.15% expense ratio.
Risk-Adjusted Performance
FFSM vs. VIOG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Fundamental Small-Mid Cap ETF (FFSM) and Vanguard S&P Small-Cap 600 Growth ETF (VIOG). 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
FFSM vs. VIOG - Dividend Comparison
FFSM's dividend yield for the trailing twelve months is around 0.50%, less than VIOG's 1.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FFSM Fidelity Fundamental Small-Mid Cap ETF | 0.50% | 0.56% | 0.58% | 0.37% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VIOG Vanguard S&P Small-Cap 600 Growth ETF | 1.02% | 1.15% | 1.17% | 0.69% | 0.68% | 1.09% | 0.76% | 0.87% | 0.92% | 1.04% | 0.72% | 0.52% |
Drawdowns
FFSM vs. VIOG - Drawdown Comparison
The maximum FFSM drawdown since its inception was -26.65%, smaller than the maximum VIOG drawdown of -41.73%. Use the drawdown chart below to compare losses from any high point for FFSM and VIOG. For additional features, visit the drawdowns tool.
Volatility
FFSM vs. VIOG - Volatility Comparison
The current volatility for Fidelity Fundamental Small-Mid Cap ETF (FFSM) is 5.91%, while Vanguard S&P Small-Cap 600 Growth ETF (VIOG) has a volatility of 7.32%. This indicates that FFSM experiences smaller price fluctuations and is considered to be less risky than VIOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.