FIDAX vs. VTMSX
FIDAX (John Hancock Financial Industries Fund) and VTMSX (Vanguard Tax-Managed Small-Cap Fund Admiral Shares) are both mutual funds - FIDAX is a Financials Equities fund managed by BlackRock, while VTMSX is a Small Cap Blend Equities fund managed by BlackRock. Over the past 10 years, FIDAX returned 11.14%/yr vs 10.75%/yr for VTMSX. Their correlation of 0.80 means they have usually moved in the same direction. FIDAX charges 1.24%/yr vs 0.09%/yr for VTMSX.
Performance
FIDAX vs. VTMSX - Performance Comparison
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Returns By Period
In the year-to-date period, FIDAX achieves a 7.41% return, which is significantly lower than VTMSX's 21.93% return. Both investments have delivered pretty close results over the past 10 years, with FIDAX having a 11.14% annualized return and VTMSX not far behind at 10.75%.
FIDAX
- 1D
- 0.55%
- 1M
- 2.74%
- 6M
- 7.17%
- YTD
- 7.41%
- 1Y
- 17.81%
- 3Y*
- 18.13%
- 5Y*
- 8.78%
- 10Y*
- 11.14%
- ALL TIME*
- 7.70%
VTMSX
- 1D
- 0.86%
- 1M
- -0.56%
- 6M
- 15.49%
- YTD
- 21.93%
- 1Y
- 36.13%
- 3Y*
- 13.30%
- 5Y*
- 7.52%
- 10Y*
- 10.75%
- ALL TIME*
- 10.61%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
FIDAX vs. VTMSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FIDAX John Hancock Financial Industries Fund | 7.41% | 12.05% | 30.09% | 5.01% | -14.17% | 28.80% | 1.58% | 31.21% | -15.30% | 11.00% |
VTMSX Vanguard Tax-Managed Small-Cap Fund Admiral Shares | 21.93% | 5.93% | 8.61% | 15.95% | -16.16% | 27.08% | 11.05% | 23.28% | -8.62% | 13.05% |
Correlation
The correlation between FIDAX and VTMSX is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.71 |
Correlation (3Y) Balances recent behavior with more history. | 0.77 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.81 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.82 |
Correlation (All Time) Calculated using the full available price history since Mar 25, 1999 | 0.80 |
The correlation between FIDAX and VTMSX shifts across timeframes, from 0.71 (1 year) to 0.82 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
FIDAX vs. VTMSX — Risk / Return Rank
FIDAX
VTMSX
FIDAX vs. VTMSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Financial Industries Fund (FIDAX) and Vanguard Tax-Managed Small-Cap Fund Admiral Shares (VTMSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FIDAX | VTMSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.95 | ||
| Sortino ratioReturn per unit of downside risk | -1.45 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.32 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.08 | 3.79 | -2.71 |
| Martin ratioReturn relative to average drawdown | 3.05 | 12.88 | -9.83 |
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Drawdowns
FIDAX vs. VTMSX - Drawdown Comparison
The maximum FIDAX drawdown since its inception was -70.42%, which is greater than VTMSX's maximum drawdown of -57.84%. Use the drawdown chart below to compare losses from any high point for FIDAX and VTMSX.
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Drawdown Indicators
| FIDAX | VTMSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.42% | -57.84% | -12.58% |
Max Drawdown (1Y)Largest decline over 1 year | -13.82% | -8.59% | -5.23% |
Max Drawdown (3Y)Largest decline over 3 years | -19.35% | -27.93% | +8.58% |
Max Drawdown (5Y)Largest decline over 5 years | -30.89% | -27.93% | -2.96% |
Max Drawdown (10Y)Largest decline over 10 years | -42.09% | -43.88% | +1.79% |
Current DrawdownCurrent decline from peak | -1.08% | -1.82% | +0.74% |
Average DrawdownAverage peak-to-trough decline | -14.01% | -8.88% | -5.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.87% | 2.53% | +2.34% |
Volatility
FIDAX vs. VTMSX - Volatility Comparison
John Hancock Financial Industries Fund (FIDAX) has a higher volatility of 4.17% compared to Vanguard Tax-Managed Small-Cap Fund Admiral Shares (VTMSX) at 3.47%. This indicates that FIDAX's price experiences larger fluctuations and is considered to be riskier than VTMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FIDAX | VTMSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.17% | 3.47% | +0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 12.11% | 11.67% | +0.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.19% | 17.40% | -1.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.52% | 21.32% | -0.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.80% | 23.07% | -1.27% |
FIDAX vs. VTMSX - Expense Ratio Comparison
FIDAX has a 1.24% expense ratio, which is higher than VTMSX's 0.09% expense ratio.
Dividends
FIDAX vs. VTMSX - Dividend Comparison
FIDAX's dividend yield for the trailing twelve months is around 44.86%, more than VTMSX's 1.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIDAX John Hancock Financial Industries Fund | 44.86% | 48.19% | 10.24% | 1.91% | 11.22% | 23.08% | 5.41% | 7.56% | 7.72% | 6.10% | 6.01% | 0.93% |
VTMSX Vanguard Tax-Managed Small-Cap Fund Admiral Shares | 1.19% | 1.28% | 1.44% | 1.50% | 1.51% | 1.16% | 1.09% | 1.15% | 1.26% | 1.11% | 1.01% | 1.26% |
Frequently Asked Questions
FIDAX and VTMSX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FIDAX has higher volatility (4.17%) compared to VTMSX (3.47%). In terms of maximum drawdown, FIDAX dropped -70.42% vs VTMSX's -57.84%.
VTMSX currently has the higher Sharpe Ratio (1.87 vs 0.92), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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