PortfoliosLab logoPortfoliosLab logo
FMCDX vs. FSMDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FMCDX vs. FSMDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Stock Selector Mid Cap Fund Class A (FMCDX) and Fidelity Mid Cap Index Fund (FSMDX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FMCDX vs. FSMDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FMCDX
Fidelity Advisor Stock Selector Mid Cap Fund Class A
0.99%10.17%8.89%16.86%-14.11%22.92%12.77%29.26%-7.82%19.57%
FSMDX
Fidelity Mid Cap Index Fund
-1.30%10.58%15.55%17.20%-17.27%22.56%17.13%30.53%-9.38%18.04%

Returns By Period

In the year-to-date period, FMCDX achieves a 0.99% return, which is significantly higher than FSMDX's -1.30% return. Both investments have delivered pretty close results over the past 10 years, with FMCDX having a 10.22% annualized return and FSMDX not far ahead at 10.52%.


FMCDX

1D
-0.85%
1M
-7.86%
YTD
0.99%
6M
4.19%
1Y
16.54%
3Y*
10.44%
5Y*
5.81%
10Y*
10.22%

FSMDX

1D
-0.76%
1M
-7.77%
YTD
-1.30%
6M
-1.14%
1Y
13.02%
3Y*
12.41%
5Y*
6.74%
10Y*
10.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


FMCDX vs. FSMDX - Expense Ratio Comparison

FMCDX has a 1.05% expense ratio, which is higher than FSMDX's 0.03% expense ratio.


Return for Risk

FMCDX vs. FSMDX — Risk / Return Rank

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

FMCDX
FMCDX Risk / Return Rank: 4040
Overall Rank
FMCDX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
FMCDX Sortino Ratio Rank: 4040
Sortino Ratio Rank
FMCDX Omega Ratio Rank: 3838
Omega Ratio Rank
FMCDX Calmar Ratio Rank: 3939
Calmar Ratio Rank
FMCDX Martin Ratio Rank: 4545
Martin Ratio Rank

FSMDX
FSMDX Risk / Return Rank: 3434
Overall Rank
FSMDX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
FSMDX Sortino Ratio Rank: 3434
Sortino Ratio Rank
FSMDX Omega Ratio Rank: 3333
Omega Ratio Rank
FSMDX Calmar Ratio Rank: 3131
Calmar Ratio Rank
FSMDX Martin Ratio Rank: 3939
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.

FMCDX vs. FSMDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Stock Selector Mid Cap Fund Class A (FMCDX) and Fidelity Mid Cap Index Fund (FSMDX). 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.


FMCDXFSMDXDifference

Sharpe ratio

Return per unit of total volatility

0.80

0.72

+0.08

Sortino ratio

Return per unit of downside risk

1.25

1.13

+0.12

Omega ratio

Gain probability vs. loss probability

1.17

1.16

+0.02

Calmar ratio

Return relative to maximum drawdown

1.02

0.87

+0.16

Martin ratio

Return relative to average drawdown

4.54

4.07

+0.47

FMCDX vs. FSMDX - Sharpe Ratio Comparison

The current FMCDX Sharpe Ratio is 0.80, which is comparable to the FSMDX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of FMCDX and FSMDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FMCDXFSMDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

0.72

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.37

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.55

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.65

-0.17

Correlation

The correlation between FMCDX and FSMDX is 0.97, 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

FMCDX vs. FSMDX - Dividend Comparison

FMCDX's dividend yield for the trailing twelve months is around 8.50%, more than FSMDX's 1.12% yield.


TTM20252024202320222021202020192018201720162015
FMCDX
Fidelity Advisor Stock Selector Mid Cap Fund Class A
8.50%8.58%0.00%0.61%10.14%13.43%2.25%4.16%21.85%4.30%1.03%9.17%
FSMDX
Fidelity Mid Cap Index Fund
1.12%1.10%2.46%1.39%2.07%3.35%2.34%2.86%2.21%2.17%2.23%2.84%

Drawdowns

FMCDX vs. FSMDX - Drawdown Comparison

The maximum FMCDX drawdown since its inception was -65.00%, which is greater than FSMDX's maximum drawdown of -40.35%. Use the drawdown chart below to compare losses from any high point for FMCDX and FSMDX.


Loading graphics...

Drawdown Indicators


FMCDXFSMDXDifference

Max Drawdown

Largest peak-to-trough decline

-65.00%

-40.35%

-24.65%

Max Drawdown (1Y)

Largest decline over 1 year

-14.31%

-13.42%

-0.89%

Max Drawdown (5Y)

Largest decline over 5 years

-25.19%

-26.07%

+0.88%

Max Drawdown (10Y)

Largest decline over 10 years

-43.40%

-40.35%

-3.05%

Current Drawdown

Current decline from peak

-8.70%

-8.16%

-0.54%

Average Drawdown

Average peak-to-trough decline

-10.69%

-5.00%

-5.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

2.86%

+0.37%

Volatility

FMCDX vs. FSMDX - Volatility Comparison

Fidelity Advisor Stock Selector Mid Cap Fund Class A (FMCDX) has a higher volatility of 6.40% compared to Fidelity Mid Cap Index Fund (FSMDX) at 4.74%. This indicates that FMCDX's price experiences larger fluctuations and is considered to be riskier than FSMDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FMCDXFSMDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.40%

4.74%

+1.66%

Volatility (6M)

Calculated over the trailing 6-month period

12.05%

10.17%

+1.88%

Volatility (1Y)

Calculated over the trailing 1-year period

21.22%

18.96%

+2.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.92%

18.23%

+1.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.93%

19.28%

+1.65%