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FMAGX vs. FNDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.8

Performance

FMAGX vs. FNDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Magellan Fund (FMAGX) and Schwab Fundamental U.S. Large Company Index ETF (FNDX). The values are adjusted to include any dividend payments, if applicable.

150.00%200.00%250.00%300.00%350.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
143.04%
383.79%
FMAGX
FNDX

Key characteristics

Sharpe Ratio

FMAGX:

1.45

FNDX:

1.90

Sortino Ratio

FMAGX:

1.97

FNDX:

2.63

Omega Ratio

FMAGX:

1.27

FNDX:

1.35

Calmar Ratio

FMAGX:

0.97

FNDX:

3.29

Martin Ratio

FMAGX:

8.54

FNDX:

11.53

Ulcer Index

FMAGX:

2.79%

FNDX:

1.84%

Daily Std Dev

FMAGX:

16.50%

FNDX:

11.22%

Max Drawdown

FMAGX:

-61.25%

FNDX:

-37.71%

Current Drawdown

FMAGX:

-6.55%

FNDX:

-5.05%

Returns By Period

In the year-to-date period, FMAGX achieves a 21.75% return, which is significantly higher than FNDX's 19.17% return. Over the past 10 years, FMAGX has underperformed FNDX with an annualized return of 6.09%, while FNDX has yielded a comparatively higher 14.11% annualized return.


FMAGX

YTD

21.75%

1M

-3.35%

6M

1.70%

1Y

22.45%

5Y*

8.23%

10Y*

6.09%

FNDX

YTD

19.17%

1M

-2.37%

6M

8.53%

1Y

20.12%

5Y*

16.37%

10Y*

14.11%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FMAGX vs. FNDX - Expense Ratio Comparison

FMAGX has a 0.68% expense ratio, which is higher than FNDX's 0.25% expense ratio.


FMAGX
Fidelity Magellan Fund
Expense ratio chart for FMAGX: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
Expense ratio chart for FNDX: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

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.


Sharpe ratio
The chart of Sharpe ratio for FMAGX, currently valued at 1.45, compared to the broader market-1.000.001.002.003.004.001.451.90
The chart of Sortino ratio for FMAGX, currently valued at 1.97, compared to the broader market-2.000.002.004.006.008.0010.001.972.63
The chart of Omega ratio for FMAGX, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.003.501.271.35
The chart of Calmar ratio for FMAGX, currently valued at 0.97, compared to the broader market0.002.004.006.008.0010.0012.0014.000.973.29
The chart of Martin ratio for FMAGX, currently valued at 8.54, compared to the broader market0.0020.0040.0060.008.5411.53
FMAGX
FNDX

The current FMAGX Sharpe Ratio is 1.45, which is comparable to the FNDX Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of FMAGX and FNDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.45
1.90
FMAGX
FNDX

Dividends

FMAGX vs. FNDX - Dividend Comparison

FMAGX's dividend yield for the trailing twelve months is around 0.05%, less than FNDX's 1.76% yield.


TTM20232022202120202019201820172016201520142013
FMAGX
Fidelity Magellan Fund
0.05%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
1.76%2.66%4.03%2.37%3.34%4.27%6.16%3.94%4.97%5.22%3.20%0.46%

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.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.55%
-5.05%
FMAGX
FNDX

Volatility

FMAGX vs. FNDX - Volatility Comparison

Fidelity Magellan Fund (FMAGX) has a higher volatility of 5.21% compared to Schwab Fundamental U.S. Large Company Index ETF (FNDX) at 3.58%. 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.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.21%
3.58%
FMAGX
FNDX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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