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FKMCX vs. VUSUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FKMCX vs. VUSUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Mid-Cap Stock Fund Class K (FKMCX) and Vanguard Long-Term Treasury Fund Admiral Shares (VUSUX). The values are adjusted to include any dividend payments, if applicable.

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FKMCX vs. VUSUX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FKMCX
Fidelity Mid-Cap Stock Fund Class K
4.68%11.87%14.65%11.11%-6.30%28.72%11.56%25.50%-10.21%18.03%
VUSUX
Vanguard Long-Term Treasury Fund Admiral Shares
-0.54%5.66%-6.30%3.43%-29.51%-4.71%18.10%14.26%-1.80%8.72%

Returns By Period

In the year-to-date period, FKMCX achieves a 4.68% return, which is significantly higher than VUSUX's -0.54% return. Over the past 10 years, FKMCX has outperformed VUSUX with an annualized return of 11.64%, while VUSUX has yielded a comparatively lower -0.83% annualized return.


FKMCX

1D
3.15%
1M
-5.67%
YTD
4.68%
6M
7.97%
1Y
23.47%
3Y*
13.78%
5Y*
9.11%
10Y*
11.64%

VUSUX

1D
0.00%
1M
-3.43%
YTD
-0.54%
6M
-0.94%
1Y
-0.54%
3Y*
-1.53%
5Y*
-4.89%
10Y*
-0.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FKMCX vs. VUSUX - Expense Ratio Comparison

FKMCX has a 0.76% expense ratio, which is higher than VUSUX's 0.10% expense ratio.


Return for Risk

FKMCX vs. VUSUX — Risk / Return Rank

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

FKMCX
FKMCX Risk / Return Rank: 6868
Overall Rank
FKMCX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
FKMCX Sortino Ratio Rank: 6868
Sortino Ratio Rank
FKMCX Omega Ratio Rank: 6262
Omega Ratio Rank
FKMCX Calmar Ratio Rank: 6969
Calmar Ratio Rank
FKMCX Martin Ratio Rank: 7575
Martin Ratio Rank

VUSUX
VUSUX Risk / Return Rank: 66
Overall Rank
VUSUX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
VUSUX Sortino Ratio Rank: 55
Sortino Ratio Rank
VUSUX Omega Ratio Rank: 44
Omega Ratio Rank
VUSUX Calmar Ratio Rank: 99
Calmar Ratio Rank
VUSUX Martin Ratio Rank: 88
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. VUSUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Mid-Cap Stock Fund Class K (FKMCX) and Vanguard Long-Term Treasury Fund Admiral Shares (VUSUX). 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.


FKMCXVUSUXDifference

Sharpe ratio

Return per unit of total volatility

1.22

0.03

+1.19

Sortino ratio

Return per unit of downside risk

1.77

0.11

+1.66

Omega ratio

Gain probability vs. loss probability

1.25

1.01

+0.24

Calmar ratio

Return relative to maximum drawdown

1.69

0.16

+1.53

Martin ratio

Return relative to average drawdown

7.62

0.36

+7.26

FKMCX vs. VUSUX - Sharpe Ratio Comparison

The current FKMCX Sharpe Ratio is 1.22, which is higher than the VUSUX Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of FKMCX and VUSUX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FKMCXVUSUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

0.03

+1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

-0.34

+0.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

-0.06

+0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.30

+0.15

Correlation

The correlation between FKMCX and VUSUX is -0.26. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

FKMCX vs. VUSUX - Dividend Comparison

FKMCX's dividend yield for the trailing twelve months is around 1.77%, less than VUSUX's 4.11% yield.


TTM20252024202320222021202020192018201720162015
FKMCX
Fidelity Mid-Cap Stock Fund Class K
1.77%1.85%8.91%2.69%5.49%12.87%6.82%6.73%13.52%6.66%8.36%14.27%
VUSUX
Vanguard Long-Term Treasury Fund Admiral Shares
4.11%4.39%4.15%3.43%3.05%4.46%10.28%2.92%2.91%2.74%5.38%5.62%

Drawdowns

FKMCX vs. VUSUX - Drawdown Comparison

The maximum FKMCX drawdown since its inception was -59.55%, which is greater than VUSUX's maximum drawdown of -46.12%. Use the drawdown chart below to compare losses from any high point for FKMCX and VUSUX.


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Drawdown Indicators


FKMCXVUSUXDifference

Max Drawdown

Largest peak-to-trough decline

-59.55%

-46.12%

-13.43%

Max Drawdown (1Y)

Largest decline over 1 year

-13.27%

-8.76%

-4.51%

Max Drawdown (5Y)

Largest decline over 5 years

-22.31%

-41.34%

+19.03%

Max Drawdown (10Y)

Largest decline over 10 years

-40.56%

-46.12%

+5.56%

Current Drawdown

Current decline from peak

-5.67%

-36.34%

+30.67%

Average Drawdown

Average peak-to-trough decline

-7.61%

-11.37%

+3.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

3.94%

-0.99%

Volatility

FKMCX vs. VUSUX - Volatility Comparison

Fidelity Mid-Cap Stock Fund Class K (FKMCX) has a higher volatility of 7.26% compared to Vanguard Long-Term Treasury Fund Admiral Shares (VUSUX) at 3.60%. This indicates that FKMCX's price experiences larger fluctuations and is considered to be riskier than VUSUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FKMCXVUSUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.26%

3.60%

+3.66%

Volatility (6M)

Calculated over the trailing 6-month period

12.29%

6.06%

+6.23%

Volatility (1Y)

Calculated over the trailing 1-year period

20.12%

10.49%

+9.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.64%

14.64%

+3.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.55%

13.78%

+4.77%