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FLXSX vs. FUENX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLXSX vs. FUENX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Flex Small Cap Index Fund (FLXSX) and Fidelity Flex Municipal Income Fund (FUENX). 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 FUENX's 1.79% return.


FLXSX

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

FUENX

1D
0.20%
1M
0.79%
YTD
1.79%
6M
2.19%
1Y
7.67%
3Y*
4.49%
5Y*
1.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLXSX vs. FUENX - 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%2.13%
FUENX
Fidelity Flex Municipal Income Fund
1.79%4.63%2.32%7.27%-9.29%1.99%3.07%8.27%0.72%1.02%

Correlation

The correlation between FLXSX and FUENX is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.13

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

0.12

Correlation (All Time)
Calculated using the full available price history since Oct 30, 2017

0.03

The correlation between FLXSX and FUENX shifts across timeframes, from 0.03 (all time) to 0.17 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

FLXSX vs. FUENX — 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

FUENX
FUENX Risk / Return Rank: 7676
Overall Rank
FUENX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FUENX Sortino Ratio Rank: 9494
Sortino Ratio Rank
FUENX Omega Ratio Rank: 9595
Omega Ratio Rank
FUENX Calmar Ratio Rank: 5353
Calmar Ratio Rank
FUENX Martin Ratio Rank: 4848
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.

FLXSX vs. FUENX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Flex Small Cap Index Fund (FLXSX) and Fidelity Flex Municipal Income Fund (FUENX). 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.


FLXSXFUENXDifference
Sharpe ratioReturn per unit of total volatility

-0.91

Sortino ratioReturn per unit of downside risk

-1.93

Omega ratioGain probability vs. loss probability

1.34

1.78

-0.44

Calmar ratioReturn relative to maximum drawdown

3.35

2.79

+0.56

Martin ratioReturn relative to average drawdown

11.73

10.03

+1.70

FLXSX vs. FUENX - Sharpe Ratio Comparison

The current FLXSX Sharpe Ratio is 2.08, which is lower than the FUENX Sharpe Ratio of 2.99. The chart below compares the historical Sharpe Ratios of FLXSX and FUENX, 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


FLXSXFUENXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.08

2.99

-0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.35

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.58

-0.16

Drawdowns

FLXSX vs. FUENX - Drawdown Comparison

The maximum FLXSX drawdown since its inception was -41.72%, which is greater than FUENX's maximum drawdown of -14.32%. Use the drawdown chart below to compare losses from any high point for FLXSX and FUENX.


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Drawdown Indicators


FLXSXFUENXDifference

Max Drawdown

Largest peak-to-trough decline

-41.72%

-14.32%

-27.40%

Max Drawdown (1Y)

Largest decline over 1 year

-12.25%

-2.77%

-9.48%

Max Drawdown (3Y)

Largest decline over 3 years

-27.48%

-5.34%

-22.14%

Max Drawdown (5Y)

Largest decline over 5 years

-31.88%

-14.32%

-17.56%

Current Drawdown

Current decline from peak

-0.19%

-0.34%

+0.15%

Average Drawdown

Average peak-to-trough decline

-10.44%

-2.92%

-7.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

0.77%

+2.71%

Volatility

FLXSX vs. FUENX - Volatility Comparison

Fidelity Flex Small Cap Index Fund (FLXSX) has a higher volatility of 5.03% compared to Fidelity Flex Municipal Income Fund (FUENX) at 1.01%. This indicates that FLXSX's price experiences larger fluctuations and is considered to be riskier than FUENX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLXSXFUENXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.03%

1.01%

+4.02%

Volatility (6M)

Calculated over the trailing 6-month period

14.19%

2.02%

+12.17%

Volatility (1Y)

Calculated over the trailing 1-year period

19.72%

2.59%

+17.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.66%

3.78%

+18.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.00%

4.20%

+19.80%

FLXSX vs. FUENX - Expense Ratio Comparison

FLXSX has a 0.00% expense ratio, which is lower than FUENX's 0.00% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

FLXSX vs. FUENX - Dividend Comparison

FLXSX has not paid dividends to shareholders, while FUENX's dividend yield for the trailing twelve months is around 3.25%.


PositionTTM202520242023202220212020201920182017
FLXSX
Fidelity Flex Small Cap Index Fund
0.00%0.00%1.36%1.49%1.26%2.74%1.06%2.86%2.31%0.77%
FUENX
Fidelity Flex Municipal Income Fund
3.25%3.14%2.90%2.58%1.38%1.40%1.54%2.95%2.61%0.41%

Frequently Asked Questions


FLXSX and FUENX have a correlation of 0.17, 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 FUENX (1.01%). In terms of maximum drawdown, FLXSX dropped -41.72% vs FUENX's -14.32%.

FUENX currently has the higher Sharpe Ratio (2.99 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

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