PortfoliosLab logo
FISVX vs. NUMG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FISVX and NUMG is 0.76, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

FISVX vs. NUMG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Small Cap Value Index Fund (FISVX) and Nuveen ESG Mid-Cap Growth ETF (NUMG). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%60.00%70.00%80.00%NovemberDecember2025FebruaryMarchApril
24.29%
46.02%
FISVX
NUMG

Key characteristics

Sharpe Ratio

FISVX:

-0.03

NUMG:

0.15

Sortino Ratio

FISVX:

0.12

NUMG:

0.37

Omega Ratio

FISVX:

1.02

NUMG:

1.05

Calmar Ratio

FISVX:

-0.03

NUMG:

0.13

Martin Ratio

FISVX:

-0.09

NUMG:

0.43

Ulcer Index

FISVX:

8.51%

NUMG:

8.12%

Daily Std Dev

FISVX:

23.55%

NUMG:

24.01%

Max Drawdown

FISVX:

-44.66%

NUMG:

-38.85%

Current Drawdown

FISVX:

-19.20%

NUMG:

-19.19%

Returns By Period

In the year-to-date period, FISVX achieves a -11.37% return, which is significantly lower than NUMG's -10.53% return.


FISVX

YTD

-11.37%

1M

-6.55%

6M

-11.60%

1Y

-2.14%

5Y*

11.53%

10Y*

N/A

NUMG

YTD

-10.53%

1M

-5.42%

6M

-6.25%

1Y

1.44%

5Y*

8.71%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


FISVX vs. NUMG - Expense Ratio Comparison

FISVX has a 0.05% expense ratio, which is lower than NUMG's 0.30% expense ratio.


Expense ratio chart for NUMG: current value is 0.30%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
NUMG: 0.30%
Expense ratio chart for FISVX: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FISVX: 0.05%

Risk-Adjusted Performance

FISVX vs. NUMG — Risk-Adjusted Performance Rank

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

FISVX
The Risk-Adjusted Performance Rank of FISVX is 2424
Overall Rank
The Sharpe Ratio Rank of FISVX is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of FISVX is 2626
Sortino Ratio Rank
The Omega Ratio Rank of FISVX is 2525
Omega Ratio Rank
The Calmar Ratio Rank of FISVX is 2323
Calmar Ratio Rank
The Martin Ratio Rank of FISVX is 2323
Martin Ratio Rank

NUMG
The Risk-Adjusted Performance Rank of NUMG is 3333
Overall Rank
The Sharpe Ratio Rank of NUMG is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of NUMG is 3535
Sortino Ratio Rank
The Omega Ratio Rank of NUMG is 3434
Omega Ratio Rank
The Calmar Ratio Rank of NUMG is 3434
Calmar Ratio Rank
The Martin Ratio Rank of NUMG is 3232
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.

FISVX vs. NUMG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Small Cap Value Index Fund (FISVX) and Nuveen ESG Mid-Cap Growth ETF (NUMG). 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 chart of Sharpe ratio for FISVX, currently valued at -0.03, compared to the broader market-1.000.001.002.003.00
FISVX: -0.03
NUMG: 0.15
The chart of Sortino ratio for FISVX, currently valued at 0.12, compared to the broader market-2.000.002.004.006.008.00
FISVX: 0.12
NUMG: 0.37
The chart of Omega ratio for FISVX, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.00
FISVX: 1.02
NUMG: 1.05
The chart of Calmar ratio for FISVX, currently valued at -0.03, compared to the broader market0.002.004.006.008.0010.00
FISVX: -0.03
NUMG: 0.13
The chart of Martin ratio for FISVX, currently valued at -0.09, compared to the broader market0.0010.0020.0030.0040.0050.00
FISVX: -0.09
NUMG: 0.43

The current FISVX Sharpe Ratio is -0.03, which is lower than the NUMG Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of FISVX and NUMG, 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 Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.03
0.15
FISVX
NUMG

Dividends

FISVX vs. NUMG - Dividend Comparison

FISVX's dividend yield for the trailing twelve months is around 1.91%, more than NUMG's 0.06% yield.


TTM20242023202220212020201920182017
FISVX
Fidelity Small Cap Value Index Fund
1.91%1.70%2.06%1.94%1.58%1.33%0.55%0.00%0.00%
NUMG
Nuveen ESG Mid-Cap Growth ETF
0.06%0.06%0.18%0.18%12.76%3.82%0.27%5.14%0.56%

Drawdowns

FISVX vs. NUMG - Drawdown Comparison

The maximum FISVX drawdown since its inception was -44.66%, which is greater than NUMG's maximum drawdown of -38.85%. Use the drawdown chart below to compare losses from any high point for FISVX and NUMG. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-19.20%
-19.19%
FISVX
NUMG

Volatility

FISVX vs. NUMG - Volatility Comparison

The current volatility for Fidelity Small Cap Value Index Fund (FISVX) is 13.31%, while Nuveen ESG Mid-Cap Growth ETF (NUMG) has a volatility of 16.12%. This indicates that FISVX experiences smaller price fluctuations and is considered to be less risky than NUMG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
13.31%
16.12%
FISVX
NUMG