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FITLX vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FITLX and FXAIX is 0.98, 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: 1.0

Performance

FITLX vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity US Sustainability Index Fund (FITLX) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

140.00%150.00%160.00%170.00%180.00%190.00%200.00%NovemberDecember2025FebruaryMarchApril
162.57%
161.01%
FITLX
FXAIX

Key characteristics

Sharpe Ratio

FITLX:

0.36

FXAIX:

0.53

Sortino Ratio

FITLX:

0.64

FXAIX:

0.87

Omega Ratio

FITLX:

1.09

FXAIX:

1.13

Calmar Ratio

FITLX:

0.36

FXAIX:

0.55

Martin Ratio

FITLX:

1.36

FXAIX:

2.29

Ulcer Index

FITLX:

5.32%

FXAIX:

4.55%

Daily Std Dev

FITLX:

20.28%

FXAIX:

19.55%

Max Drawdown

FITLX:

-34.35%

FXAIX:

-33.79%

Current Drawdown

FITLX:

-11.38%

FXAIX:

-9.89%

Returns By Period

In the year-to-date period, FITLX achieves a -7.21% return, which is significantly lower than FXAIX's -5.72% return.


FITLX

YTD

-7.21%

1M

-2.83%

6M

-6.59%

1Y

7.59%

5Y*

15.59%

10Y*

N/A

FXAIX

YTD

-5.72%

1M

-3.22%

6M

-4.27%

1Y

10.89%

5Y*

16.06%

10Y*

11.90%

*Annualized

Compare stocks, funds, or ETFs

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FITLX vs. FXAIX - Expense Ratio Comparison

FITLX has a 0.11% expense ratio, which is higher than FXAIX'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%.


Expense ratio chart for FITLX: current value is 0.11%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FITLX: 0.11%
Expense ratio chart for FXAIX: current value is 0.02%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FXAIX: 0.02%

Risk-Adjusted Performance

FITLX vs. FXAIX — Risk-Adjusted Performance Rank

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

FITLX
The Risk-Adjusted Performance Rank of FITLX is 4646
Overall Rank
The Sharpe Ratio Rank of FITLX is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of FITLX is 4646
Sortino Ratio Rank
The Omega Ratio Rank of FITLX is 4545
Omega Ratio Rank
The Calmar Ratio Rank of FITLX is 5151
Calmar Ratio Rank
The Martin Ratio Rank of FITLX is 4646
Martin Ratio Rank

FXAIX
The Risk-Adjusted Performance Rank of FXAIX is 6161
Overall Rank
The Sharpe Ratio Rank of FXAIX is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of FXAIX is 5858
Sortino Ratio Rank
The Omega Ratio Rank of FXAIX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of FXAIX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of FXAIX is 6262
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.

FITLX vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity US Sustainability Index Fund (FITLX) and Fidelity 500 Index Fund (FXAIX). 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 FITLX, currently valued at 0.36, compared to the broader market-1.000.001.002.003.00
FITLX: 0.36
FXAIX: 0.53
The chart of Sortino ratio for FITLX, currently valued at 0.64, compared to the broader market-2.000.002.004.006.008.00
FITLX: 0.64
FXAIX: 0.87
The chart of Omega ratio for FITLX, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.00
FITLX: 1.09
FXAIX: 1.13
The chart of Calmar ratio for FITLX, currently valued at 0.36, compared to the broader market0.002.004.006.008.0010.00
FITLX: 0.36
FXAIX: 0.55
The chart of Martin ratio for FITLX, currently valued at 1.36, compared to the broader market0.0010.0020.0030.0040.0050.00
FITLX: 1.36
FXAIX: 2.29

The current FITLX Sharpe Ratio is 0.36, which is lower than the FXAIX Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of FITLX and FXAIX, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.36
0.53
FITLX
FXAIX

Dividends

FITLX vs. FXAIX - Dividend Comparison

FITLX's dividend yield for the trailing twelve months is around 1.39%, more than FXAIX's 1.35% yield.


TTM20242023202220212020201920182017201620152014
FITLX
Fidelity US Sustainability Index Fund
1.39%1.29%1.12%1.49%0.81%1.01%1.27%1.37%0.71%0.00%0.00%0.00%
FXAIX
Fidelity 500 Index Fund
1.35%1.25%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%

Drawdowns

FITLX vs. FXAIX - Drawdown Comparison

The maximum FITLX drawdown since its inception was -34.35%, roughly equal to the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FITLX and FXAIX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.38%
-9.89%
FITLX
FXAIX

Volatility

FITLX vs. FXAIX - Volatility Comparison

Fidelity US Sustainability Index Fund (FITLX) and Fidelity 500 Index Fund (FXAIX) have volatilities of 13.84% and 14.39%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.84%
14.39%
FITLX
FXAIX