FMAGX vs. FNDX
Compare and contrast key facts about Fidelity Magellan Fund (FMAGX) and Schwab Fundamental U.S. Large Company Index ETF (FNDX).
FMAGX is managed by Fidelity. It was launched on May 2, 1963. FNDX is a passively managed fund by Charles Schwab that tracks the performance of the Russell Fundamental U.S. Large Company Index. It was launched on Aug 15, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FMAGX or FNDX.
Performance
FMAGX vs. FNDX - Performance Comparison
Returns By Period
In the year-to-date period, FMAGX achieves a 26.71% return, which is significantly higher than FNDX's 22.09% return. Over the past 10 years, FMAGX has underperformed FNDX with an annualized return of 6.65%, while FNDX has yielded a comparatively higher 14.01% annualized return.
FMAGX
26.71%
1.23%
10.96%
29.85%
7.12%
6.65%
FNDX
22.09%
2.37%
13.74%
31.33%
17.81%
14.01%
Key characteristics
| FMAGX | FNDX | |
|---|---|---|
| Sharpe Ratio | 1.92 | 2.91 |
| Sortino Ratio | 2.59 | 3.97 |
| Omega Ratio | 1.36 | 1.53 |
| Calmar Ratio | 1.20 | 4.94 |
| Martin Ratio | 11.83 | 18.79 |
| Ulcer Index | 2.59% | 1.70% |
| Daily Std Dev | 15.96% | 10.99% |
| Max Drawdown | -61.25% | -37.71% |
| Current Drawdown | -2.02% | -0.73% |
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FMAGX vs. FNDX - Expense Ratio Comparison
FMAGX has a 0.68% expense ratio, which is higher than FNDX's 0.25% expense ratio.
Correlation
The correlation between FMAGX and FNDX is 0.78, 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.
Risk-Adjusted Performance
FMAGX vs. FNDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Magellan Fund (FMAGX) and Schwab Fundamental U.S. Large Company Index ETF (FNDX). 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.
Dividends
FMAGX vs. FNDX - Dividend Comparison
FMAGX's dividend yield for the trailing twelve months is around 0.29%, less than FNDX's 4.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FMAGX Fidelity Magellan Fund | 0.29% | 0.42% | 0.27% | 0.00% | 0.00% | 0.48% | 0.69% | 0.79% | 0.60% | 8.40% | 13.88% | 7.79% |
FNDX Schwab Fundamental U.S. Large Company Index ETF | 4.12% | 3.75% | 4.20% | 2.37% | 2.29% | 5.67% | 4.97% | 2.63% | 3.96% | 3.85% | 3.36% | 1.24% |
Drawdowns
FMAGX vs. FNDX - Drawdown Comparison
The maximum FMAGX drawdown since its inception was -61.25%, which is greater than FNDX's maximum drawdown of -37.71%. Use the drawdown chart below to compare losses from any high point for FMAGX and FNDX. For additional features, visit the drawdowns tool.
Volatility
FMAGX vs. FNDX - Volatility Comparison
Fidelity Magellan Fund (FMAGX) has a higher volatility of 4.97% compared to Schwab Fundamental U.S. Large Company Index ETF (FNDX) at 3.96%. This indicates that FMAGX's price experiences larger fluctuations and is considered to be riskier than FNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.