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FFSM vs. VIOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.01.0

Performance

FFSM vs. VIOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Fundamental Small-Mid Cap ETF (FFSM) and Vanguard S&P Small-Cap 600 Growth ETF (VIOG). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%50.00%AugustSeptemberOctoberNovemberDecember2025
34.52%
10.15%
FFSM
VIOG

Key characteristics

Sharpe Ratio

FFSM:

1.00

VIOG:

0.59

Sortino Ratio

FFSM:

1.49

VIOG:

0.97

Omega Ratio

FFSM:

1.18

VIOG:

1.12

Calmar Ratio

FFSM:

1.80

VIOG:

0.79

Martin Ratio

FFSM:

4.85

VIOG:

2.97

Ulcer Index

FFSM:

3.43%

VIOG:

3.85%

Daily Std Dev

FFSM:

16.72%

VIOG:

19.49%

Max Drawdown

FFSM:

-26.65%

VIOG:

-41.73%

Current Drawdown

FFSM:

-8.64%

VIOG:

-11.09%

Returns By Period

In the year-to-date period, FFSM achieves a 0.07% return, which is significantly higher than VIOG's -1.07% return.


FFSM

YTD

0.07%

1M

-5.47%

6M

3.96%

1Y

16.82%

5Y*

N/A

10Y*

N/A

VIOG

YTD

-1.07%

1M

-7.56%

6M

0.80%

1Y

11.46%

5Y*

7.66%

10Y*

9.42%

*Annualized

Compare stocks, funds, or ETFs

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


FFSM vs. VIOG - Expense Ratio Comparison

FFSM has a 0.43% expense ratio, which is higher than VIOG's 0.15% expense ratio.


FFSM
Fidelity Fundamental Small-Mid Cap ETF
Expense ratio chart for FFSM: current value at 0.43% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.43%
Expense ratio chart for VIOG: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

FFSM vs. VIOG — Risk-Adjusted Performance Rank

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

FFSM
The Risk-Adjusted Performance Rank of FFSM is 5555
Overall Rank
The Sharpe Ratio Rank of FFSM is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of FFSM is 5252
Sortino Ratio Rank
The Omega Ratio Rank of FFSM is 5050
Omega Ratio Rank
The Calmar Ratio Rank of FFSM is 6767
Calmar Ratio Rank
The Martin Ratio Rank of FFSM is 5555
Martin Ratio Rank

VIOG
The Risk-Adjusted Performance Rank of VIOG is 3737
Overall Rank
The Sharpe Ratio Rank of VIOG is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of VIOG is 3535
Sortino Ratio Rank
The Omega Ratio Rank of VIOG is 3333
Omega Ratio Rank
The Calmar Ratio Rank of VIOG is 4444
Calmar Ratio Rank
The Martin Ratio Rank of VIOG is 4141
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.

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.


Sharpe ratio
The chart of Sharpe ratio for FFSM, currently valued at 1.00, compared to the broader market0.002.004.001.000.59
The chart of Sortino ratio for FFSM, currently valued at 1.49, compared to the broader market-2.000.002.004.006.008.0010.001.490.97
The chart of Omega ratio for FFSM, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.12
The chart of Calmar ratio for FFSM, currently valued at 1.80, compared to the broader market0.005.0010.0015.001.800.79
The chart of Martin ratio for FFSM, currently valued at 4.85, compared to the broader market0.0020.0040.0060.0080.00100.004.852.97
FFSM
VIOG

The current FFSM Sharpe Ratio is 1.00, which is higher than the VIOG Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of FFSM and VIOG, 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 Ratio0.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.00
0.59
FFSM
VIOG

Dividends

FFSM vs. VIOG - Dividend Comparison

FFSM's dividend yield for the trailing twelve months is around 0.62%, less than VIOG's 1.04% yield.


TTM20242023202220212020201920182017201620152014
FFSM
Fidelity Fundamental Small-Mid Cap ETF
0.62%0.62%0.56%0.58%0.37%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VIOG
Vanguard S&P Small-Cap 600 Growth ETF
1.04%1.03%1.15%1.17%0.69%0.68%1.09%0.76%0.87%0.92%1.04%0.72%

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.64%
-11.09%
FFSM
VIOG

Volatility

FFSM vs. VIOG - Volatility Comparison

Fidelity Fundamental Small-Mid Cap ETF (FFSM) and Vanguard S&P Small-Cap 600 Growth ETF (VIOG) have volatilities of 5.16% and 5.43%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
5.16%
5.43%
FFSM
VIOG
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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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