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FMCSX vs. DIA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FMCSX and DIA is 0.79, 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

FMCSX vs. DIA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Mid-Cap Stock Fund (FMCSX) and SPDR Dow Jones Industrial Average ETF (DIA). The values are adjusted to include any dividend payments, if applicable.

500.00%600.00%700.00%800.00%900.00%JulyAugustSeptemberOctoberNovemberDecember
558.70%
864.57%
FMCSX
DIA

Key characteristics

Sharpe Ratio

FMCSX:

0.48

DIA:

1.56

Sortino Ratio

FMCSX:

0.71

DIA:

2.24

Omega Ratio

FMCSX:

1.10

DIA:

1.29

Calmar Ratio

FMCSX:

0.63

DIA:

2.90

Martin Ratio

FMCSX:

1.73

DIA:

8.52

Ulcer Index

FMCSX:

4.27%

DIA:

2.06%

Daily Std Dev

FMCSX:

15.44%

DIA:

11.27%

Max Drawdown

FMCSX:

-62.17%

DIA:

-51.87%

Current Drawdown

FMCSX:

-9.65%

DIA:

-4.69%

Returns By Period

In the year-to-date period, FMCSX achieves a 5.61% return, which is significantly lower than DIA's 15.64% return. Over the past 10 years, FMCSX has underperformed DIA with an annualized return of 2.63%, while DIA has yielded a comparatively higher 11.38% annualized return.


FMCSX

YTD

5.61%

1M

-5.93%

6M

7.18%

1Y

6.11%

5Y*

4.50%

10Y*

2.63%

DIA

YTD

15.64%

1M

-1.04%

6M

10.39%

1Y

16.57%

5Y*

10.63%

10Y*

11.38%

Compare stocks, funds, or ETFs

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FMCSX vs. DIA - Expense Ratio Comparison

FMCSX has a 0.85% expense ratio, which is higher than DIA's 0.16% expense ratio.


FMCSX
Fidelity Mid-Cap Stock Fund
Expense ratio chart for FMCSX: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for DIA: current value at 0.16% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.16%

Risk-Adjusted Performance

FMCSX vs. DIA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Mid-Cap Stock Fund (FMCSX) and SPDR Dow Jones Industrial Average ETF (DIA). 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 FMCSX, currently valued at 0.48, compared to the broader market-1.000.001.002.003.004.000.481.56
The chart of Sortino ratio for FMCSX, currently valued at 0.71, compared to the broader market-2.000.002.004.006.008.0010.000.712.24
The chart of Omega ratio for FMCSX, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.003.501.101.29
The chart of Calmar ratio for FMCSX, currently valued at 0.63, compared to the broader market0.002.004.006.008.0010.0012.0014.000.632.90
The chart of Martin ratio for FMCSX, currently valued at 1.73, compared to the broader market0.0020.0040.0060.001.738.52
FMCSX
DIA

The current FMCSX Sharpe Ratio is 0.48, which is lower than the DIA Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of FMCSX and DIA, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.48
1.56
FMCSX
DIA

Dividends

FMCSX vs. DIA - Dividend Comparison

FMCSX's dividend yield for the trailing twelve months is around 0.22%, less than DIA's 1.59% yield.


TTM20232022202120202019201820172016201520142013
FMCSX
Fidelity Mid-Cap Stock Fund
0.22%0.92%0.73%1.15%1.14%0.98%0.94%0.57%0.77%9.86%10.28%3.30%
DIA
SPDR Dow Jones Industrial Average ETF
1.59%1.81%1.91%1.58%1.87%2.09%2.24%1.97%2.26%2.33%2.02%2.08%

Drawdowns

FMCSX vs. DIA - Drawdown Comparison

The maximum FMCSX drawdown since its inception was -62.17%, which is greater than DIA's maximum drawdown of -51.87%. Use the drawdown chart below to compare losses from any high point for FMCSX and DIA. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.65%
-4.69%
FMCSX
DIA

Volatility

FMCSX vs. DIA - Volatility Comparison

Fidelity Mid-Cap Stock Fund (FMCSX) has a higher volatility of 5.47% compared to SPDR Dow Jones Industrial Average ETF (DIA) at 3.83%. This indicates that FMCSX's price experiences larger fluctuations and is considered to be riskier than DIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.47%
3.83%
FMCSX
DIA
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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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