FIMVX vs. SWPPX

In the year-to-date period, FIMVX achieves a -2.14% return, which is significantly higher than SWPPX's -3.30% return.

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FIMVX has a 0.05% expense ratio, which is higher than SWPPX's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually 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 Schwab S&P 500 Index Fund (SWPPX). 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 0.06, which is lower than the SWPPX Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of FIMVX and SWPPX, 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 1.82%, more than SWPPX's 1.27% yield.

The maximum FIMVX drawdown since its inception was -43.61%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for FIMVX and SWPPX. For additional features, visit the drawdowns tool.

The current volatility for Fidelity Mid Cap Value Index Fund (FIMVX) is 6.37%, while Schwab S&P 500 Index Fund (SWPPX) has a volatility of 6.81%. This indicates that FIMVX experiences smaller price fluctuations and is considered to be less risky than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.