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FLXSX vs. VTSAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLXSX vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Flex Small Cap Index Fund (FLXSX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

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FLXSX vs. VTSAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLXSX
Fidelity Flex Small Cap Index Fund
-3.13%12.02%11.67%17.11%-20.29%14.84%20.06%25.69%-11.13%14.28%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
-6.75%17.12%23.23%26.51%-19.52%25.72%20.98%30.79%-5.18%14.84%

Returns By Period

In the year-to-date period, FLXSX achieves a -3.13% return, which is significantly higher than VTSAX's -6.75% return.


FLXSX

1D
-1.59%
1M
-8.74%
YTD
-3.13%
6M
-1.03%
1Y
19.83%
3Y*
11.35%
5Y*
2.86%
10Y*

VTSAX

1D
-0.46%
1M
-7.71%
YTD
-6.75%
6M
-4.47%
1Y
14.76%
3Y*
16.69%
5Y*
10.11%
10Y*
13.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLXSX vs. VTSAX - Expense Ratio Comparison

FLXSX has a 0.00% expense ratio, which is lower than VTSAX's 0.04% 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%.


Return for Risk

FLXSX vs. VTSAX — Risk / Return Rank

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

FLXSX
FLXSX Risk / Return Rank: 4040
Overall Rank
FLXSX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FLXSX Sortino Ratio Rank: 4343
Sortino Ratio Rank
FLXSX Omega Ratio Rank: 3434
Omega Ratio Rank
FLXSX Calmar Ratio Rank: 4545
Calmar Ratio Rank
FLXSX Martin Ratio Rank: 3838
Martin Ratio Rank

VTSAX
VTSAX Risk / Return Rank: 4646
Overall Rank
VTSAX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VTSAX Sortino Ratio Rank: 4545
Sortino Ratio Rank
VTSAX Omega Ratio Rank: 4949
Omega Ratio Rank
VTSAX Calmar Ratio Rank: 4141
Calmar Ratio Rank
VTSAX Martin Ratio Rank: 5353
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. VTSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Flex Small Cap Index Fund (FLXSX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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.


FLXSXVTSAXDifference

Sharpe ratio

Return per unit of total volatility

0.82

0.84

-0.01

Sortino ratio

Return per unit of downside risk

1.28

1.29

-0.01

Omega ratio

Gain probability vs. loss probability

1.16

1.20

-0.03

Calmar ratio

Return relative to maximum drawdown

1.11

1.05

+0.07

Martin ratio

Return relative to average drawdown

4.00

5.08

-1.08

FLXSX vs. VTSAX - Sharpe Ratio Comparison

The current FLXSX Sharpe Ratio is 0.82, which is comparable to the VTSAX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of FLXSX and VTSAX, 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


FLXSXVTSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

0.84

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.59

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.43

-0.10

Correlation

The correlation between FLXSX and VTSAX is 0.86, 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

FLXSX vs. VTSAX - Dividend Comparison

FLXSX has not paid dividends to shareholders, while VTSAX's dividend yield for the trailing twelve months is around 1.20%.


TTM20252024202320222021202020192018201720162015
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%0.00%0.00%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.20%1.11%1.26%1.42%1.65%1.20%1.41%1.76%2.03%1.71%1.92%1.98%

Drawdowns

FLXSX vs. VTSAX - Drawdown Comparison

The maximum FLXSX drawdown since its inception was -41.72%, smaller than the maximum VTSAX drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for FLXSX and VTSAX.


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Drawdown Indicators


FLXSXVTSAXDifference

Max Drawdown

Largest peak-to-trough decline

-41.72%

-55.33%

+13.61%

Max Drawdown (1Y)

Largest decline over 1 year

-13.94%

-12.41%

-1.53%

Max Drawdown (5Y)

Largest decline over 5 years

-31.88%

-25.36%

-6.52%

Max Drawdown (10Y)

Largest decline over 10 years

-34.97%

Current Drawdown

Current decline from peak

-12.25%

-8.92%

-3.33%

Average Drawdown

Average peak-to-trough decline

-10.60%

-9.06%

-1.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.10%

2.56%

+1.54%

Volatility

FLXSX vs. VTSAX - Volatility Comparison

Fidelity Flex Small Cap Index Fund (FLXSX) has a higher volatility of 7.04% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.39%. This indicates that FLXSX's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLXSXVTSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.04%

4.39%

+2.65%

Volatility (6M)

Calculated over the trailing 6-month period

14.95%

9.33%

+5.62%

Volatility (1Y)

Calculated over the trailing 1-year period

23.66%

18.42%

+5.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.65%

17.32%

+5.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.08%

18.37%

+5.71%