PortfoliosLab logoPortfoliosLab logo
FKMCX vs. FSPSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FKMCX vs. FSPSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Mid-Cap Stock Fund Class K (FKMCX) and Fidelity International Index Fund (FSPSX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FKMCX vs. FSPSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FKMCX
Fidelity Mid-Cap Stock Fund Class K
1.48%11.87%14.65%11.11%-6.30%28.72%11.56%25.50%-10.21%18.03%
FSPSX
Fidelity International Index Fund
-1.94%31.98%3.70%18.31%-14.23%11.45%8.16%22.03%-13.55%25.37%

Returns By Period

In the year-to-date period, FKMCX achieves a 1.48% return, which is significantly higher than FSPSX's -1.94% return. Over the past 10 years, FKMCX has outperformed FSPSX with an annualized return of 11.29%, while FSPSX has yielded a comparatively lower 8.65% annualized return.


FKMCX

1D
-1.38%
1M
-7.64%
YTD
1.48%
6M
4.69%
1Y
20.51%
3Y*
12.61%
5Y*
8.71%
10Y*
11.29%

FSPSX

1D
0.42%
1M
-10.86%
YTD
-1.94%
6M
2.58%
1Y
19.89%
3Y*
13.50%
5Y*
7.96%
10Y*
8.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


FKMCX vs. FSPSX - Expense Ratio Comparison

FKMCX has a 0.76% expense ratio, which is higher than FSPSX's 0.04% expense ratio.


Return for Risk

FKMCX vs. FSPSX — Risk / Return Rank

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

FKMCX
FKMCX Risk / Return Rank: 6060
Overall Rank
FKMCX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
FKMCX Sortino Ratio Rank: 6161
Sortino Ratio Rank
FKMCX Omega Ratio Rank: 5656
Omega Ratio Rank
FKMCX Calmar Ratio Rank: 5858
Calmar Ratio Rank
FKMCX Martin Ratio Rank: 6565
Martin Ratio Rank

FSPSX
FSPSX Risk / Return Rank: 6464
Overall Rank
FSPSX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FSPSX Sortino Ratio Rank: 6262
Sortino Ratio Rank
FSPSX Omega Ratio Rank: 6060
Omega Ratio Rank
FSPSX Calmar Ratio Rank: 6969
Calmar Ratio Rank
FSPSX Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FKMCX vs. FSPSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Mid-Cap Stock Fund Class K (FKMCX) and Fidelity International Index Fund (FSPSX). 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.


FKMCXFSPSXDifference

Sharpe ratio

Return per unit of total volatility

1.06

1.11

-0.06

Sortino ratio

Return per unit of downside risk

1.56

1.56

0.00

Omega ratio

Gain probability vs. loss probability

1.22

1.23

-0.01

Calmar ratio

Return relative to maximum drawdown

1.36

1.54

-0.19

Martin ratio

Return relative to average drawdown

6.14

5.93

+0.22

FKMCX vs. FSPSX - Sharpe Ratio Comparison

The current FKMCX Sharpe Ratio is 1.06, which is comparable to the FSPSX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of FKMCX and FSPSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FKMCXFSPSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

1.11

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.51

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.53

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.46

-0.01

Correlation

The correlation between FKMCX and FSPSX is 0.74, 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.


Dividends

FKMCX vs. FSPSX - Dividend Comparison

FKMCX's dividend yield for the trailing twelve months is around 1.83%, less than FSPSX's 3.22% yield.


TTM20252024202320222021202020192018201720162015
FKMCX
Fidelity Mid-Cap Stock Fund Class K
1.83%1.85%8.91%2.69%5.49%12.87%6.82%6.73%13.52%6.66%8.36%14.27%
FSPSX
Fidelity International Index Fund
3.22%3.15%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.50%3.08%2.79%

Drawdowns

FKMCX vs. FSPSX - Drawdown Comparison

The maximum FKMCX drawdown since its inception was -59.55%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FKMCX and FSPSX.


Loading graphics...

Drawdown Indicators


FKMCXFSPSXDifference

Max Drawdown

Largest peak-to-trough decline

-59.55%

-33.69%

-25.86%

Max Drawdown (1Y)

Largest decline over 1 year

-13.27%

-11.39%

-1.88%

Max Drawdown (5Y)

Largest decline over 5 years

-22.31%

-29.41%

+7.10%

Max Drawdown (10Y)

Largest decline over 10 years

-40.56%

-33.69%

-6.87%

Current Drawdown

Current decline from peak

-8.55%

-10.86%

+2.31%

Average Drawdown

Average peak-to-trough decline

-7.61%

-6.59%

-1.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

2.96%

-0.03%

Volatility

FKMCX vs. FSPSX - Volatility Comparison

The current volatility for Fidelity Mid-Cap Stock Fund Class K (FKMCX) is 6.50%, while Fidelity International Index Fund (FSPSX) has a volatility of 7.04%. This indicates that FKMCX experiences smaller price fluctuations and is considered to be less risky than FSPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FKMCXFSPSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.50%

7.04%

-0.54%

Volatility (6M)

Calculated over the trailing 6-month period

11.94%

10.63%

+1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

19.92%

16.79%

+3.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.58%

15.77%

+1.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.52%

16.47%

+2.05%