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FLXSX vs. ^CASHX
Performance
Return for Risk
Drawdowns
Volatility

Performance

FLXSX vs. ^CASHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Flex Small Cap Index Fund (FLXSX) and US Money Market Index (^CASHX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FLXSX achieves a 17.21% return, which is significantly higher than ^CASHX's 1.51% return.


FLXSX

1D
0.33%
1M
3.96%
YTD
17.21%
6M
16.56%
1Y
38.39%
3Y*
17.93%
5Y*
6.27%
10Y*

^CASHX

1D
0.01%
1M
0.28%
YTD
1.51%
6M
1.79%
1Y
3.91%
3Y*
4.64%
5Y*
3.51%
10Y*
2.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLXSX vs. ^CASHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLXSX
Fidelity Flex Small Cap Index Fund
17.21%12.02%11.67%17.11%-20.29%14.84%20.06%25.69%-11.13%14.28%
^CASHX
US Money Market Index
1.51%4.21%5.16%5.03%1.68%0.08%0.37%2.16%1.83%0.88%

Correlation

The correlation between FLXSX and ^CASHX is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.02

Correlation (3Y)
Calculated over the trailing 3-year period

-0.02

Correlation (5Y)
Calculated over the trailing 5-year period

0.02

Correlation (All Time)
Calculated using the full available price history since Mar 10, 2017

-0.01

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Return for Risk

FLXSX vs. ^CASHX — Risk / Return Rank

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

FLXSX
FLXSX Risk / Return Rank: 5454
Overall Rank
FLXSX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
FLXSX Sortino Ratio Rank: 4646
Sortino Ratio Rank
FLXSX Omega Ratio Rank: 4040
Omega Ratio Rank
FLXSX Calmar Ratio Rank: 7373
Calmar Ratio Rank
FLXSX Martin Ratio Rank: 5959
Martin Ratio Rank

^CASHX
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.

FLXSX vs. ^CASHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Flex Small Cap Index Fund (FLXSX) and US Money Market Index (^CASHX). 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.


FLXSX^CASHXDifference
Sharpe ratioReturn per unit of total volatility

-255.81

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.34

Calmar ratioReturn relative to maximum drawdown

3.35

Martin ratioReturn relative to average drawdown

11.73

FLXSX vs. ^CASHX - Sharpe Ratio Comparison

The current FLXSX Sharpe Ratio is 2.08, which is lower than the ^CASHX Sharpe Ratio of 257.89. The chart below compares the historical Sharpe Ratios of FLXSX and ^CASHX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FLXSX^CASHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.08

257.89

-255.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

36.51

-36.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

23.97

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

25.99

-25.57

Drawdowns

FLXSX vs. ^CASHX - Drawdown Comparison

The maximum FLXSX drawdown since its inception was -41.72%, which is greater than ^CASHX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for FLXSX and ^CASHX.


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Drawdown Indicators


FLXSX^CASHXDifference

Max Drawdown

Largest peak-to-trough decline

-41.72%

0.00%

-41.72%

Max Drawdown (1Y)

Largest decline over 1 year

-12.25%

0.00%

-12.25%

Max Drawdown (3Y)

Largest decline over 3 years

-27.48%

0.00%

-27.48%

Max Drawdown (5Y)

Largest decline over 5 years

-31.88%

0.00%

-31.88%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

Current Drawdown

Current decline from peak

-0.19%

0.00%

-0.19%

Average Drawdown

Average peak-to-trough decline

-10.44%

0.00%

-10.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

0.00%

+3.48%

Volatility

FLXSX vs. ^CASHX - Volatility Comparison

Fidelity Flex Small Cap Index Fund (FLXSX) has a higher volatility of 5.03% compared to US Money Market Index (^CASHX) at 0.00%. This indicates that FLXSX's price experiences larger fluctuations and is considered to be riskier than ^CASHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLXSX^CASHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.03%

0.00%

+5.03%

Volatility (6M)

Calculated over the trailing 6-month period

14.19%

0.00%

+14.19%

Volatility (1Y)

Calculated over the trailing 1-year period

19.72%

0.01%

+19.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.66%

0.08%

+22.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.00%

0.08%

+23.92%

Frequently Asked Questions


FLXSX and ^CASHX have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLXSX has higher volatility (5.03%) compared to ^CASHX (0.00%). In terms of maximum drawdown, FLXSX dropped -41.72% vs ^CASHX's 0.00%.

^CASHX currently has the higher Sharpe Ratio (257.89 vs 2.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FLXSX and ^CASHX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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