FMAGX vs. VFIAX
Compare and contrast key facts about Fidelity Magellan Fund (FMAGX) and Vanguard 500 Index Fund Admiral Shares (VFIAX).
FMAGX is managed by Fidelity. It was launched on May 2, 1963. VFIAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FMAGX or VFIAX.
Performance
FMAGX vs. VFIAX - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with FMAGX having a 26.79% return and VFIAX slightly lower at 26.66%. Over the past 10 years, FMAGX has underperformed VFIAX with an annualized return of 6.65%, while VFIAX has yielded a comparatively higher 13.21% annualized return.
FMAGX
26.79%
2.36%
10.33%
29.94%
7.12%
6.65%
VFIAX
26.66%
3.09%
13.26%
32.80%
15.72%
13.21%
Key characteristics
| FMAGX | VFIAX | |
|---|---|---|
| Sharpe Ratio | 1.88 | 2.68 |
| Sortino Ratio | 2.54 | 3.57 |
| Omega Ratio | 1.35 | 1.50 |
| Calmar Ratio | 1.17 | 3.88 |
| Martin Ratio | 11.56 | 17.45 |
| Ulcer Index | 2.59% | 1.88% |
| Daily Std Dev | 15.95% | 12.24% |
| Max Drawdown | -61.25% | -55.20% |
| Current Drawdown | -1.96% | -0.46% |
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FMAGX vs. VFIAX - Expense Ratio Comparison
FMAGX has a 0.68% expense ratio, which is higher than VFIAX's 0.04% expense ratio.
Correlation
The correlation between FMAGX and VFIAX is 0.94, 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. VFIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Magellan Fund (FMAGX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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. VFIAX - Dividend Comparison
FMAGX's dividend yield for the trailing twelve months is around 0.29%, less than VFIAX's 1.23% 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% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.23% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
FMAGX vs. VFIAX - Drawdown Comparison
The maximum FMAGX drawdown since its inception was -61.25%, which is greater than VFIAX's maximum drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for FMAGX and VFIAX. For additional features, visit the drawdowns tool.
Volatility
FMAGX vs. VFIAX - Volatility Comparison
Fidelity Magellan Fund (FMAGX) has a higher volatility of 4.96% compared to Vanguard 500 Index Fund Admiral Shares (VFIAX) at 3.96%. This indicates that FMAGX's price experiences larger fluctuations and is considered to be riskier than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.