FIMVX vs. FISVX

In the year-to-date period, FIMVX achieves a 0.55% return, which is significantly higher than FISVX's -5.59% return.

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Both FIMVX and FISVX have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for Fidelity Mid Cap Value Index Fund (FIMVX) and Fidelity Small Cap Value Index Fund (FISVX). 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 current FIMVX Sharpe Ratio is 0.21, which is higher than the FISVX Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of FIMVX and FISVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FIMVX's dividend yield for the trailing twelve months is around 1.77%, less than FISVX's 1.80% yield.

The maximum FIMVX drawdown since its inception was -43.61%, roughly equal to the maximum FISVX drawdown of -44.66%. Use the drawdown chart below to compare losses from any high point for FIMVX and FISVX. For additional features, visit the drawdowns tool.

Fidelity Mid Cap Value Index Fund (FIMVX) and Fidelity Small Cap Value Index Fund (FISVX) have volatilities of 5.29% and 5.55%, 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.