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FMCSX vs. FSSMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FMCSX vs. FSSMX - Performance Comparison

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

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FMCSX vs. FSSMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FMCSX
Fidelity Mid-Cap Stock Fund
1.46%11.80%14.55%11.02%-6.40%28.64%11.43%25.39%-6.67%18.03%
FSSMX
Fidelity Stock Selector Mid Cap Fund
1.06%2.35%12.50%17.16%-13.90%23.25%13.03%29.57%-7.70%19.54%

Returns By Period

In the year-to-date period, FMCSX achieves a 1.46% return, which is significantly higher than FSSMX's 1.06% return. Over the past 10 years, FMCSX has outperformed FSSMX with an annualized return of 11.64%, while FSSMX has yielded a comparatively lower 9.95% annualized return.


FMCSX

1D
-1.38%
1M
-7.66%
YTD
1.46%
6M
4.65%
1Y
20.42%
3Y*
12.52%
5Y*
8.62%
10Y*
11.64%

FSSMX

1D
-0.85%
1M
-7.85%
YTD
1.06%
6M
-3.36%
1Y
8.27%
3Y*
9.03%
5Y*
5.11%
10Y*
9.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FMCSX vs. FSSMX - Expense Ratio Comparison

FMCSX has a 0.85% expense ratio, which is higher than FSSMX's 0.79% expense ratio.


Return for Risk

FMCSX vs. FSSMX — Risk / Return Rank

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

FMCSX
FMCSX Risk / Return Rank: 6161
Overall Rank
FMCSX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
FMCSX Sortino Ratio Rank: 6262
Sortino Ratio Rank
FMCSX Omega Ratio Rank: 5757
Omega Ratio Rank
FMCSX Calmar Ratio Rank: 6161
Calmar Ratio Rank
FMCSX Martin Ratio Rank: 6767
Martin Ratio Rank

FSSMX
FSSMX Risk / Return Rank: 1515
Overall Rank
FSSMX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
FSSMX Sortino Ratio Rank: 1515
Sortino Ratio Rank
FSSMX Omega Ratio Rank: 1616
Omega Ratio Rank
FSSMX Calmar Ratio Rank: 1515
Calmar Ratio Rank
FSSMX Martin Ratio Rank: 1616
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.

FMCSX vs. FSSMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Mid-Cap Stock Fund (FMCSX) and Fidelity Stock Selector Mid Cap Fund (FSSMX). 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.


FMCSXFSSMXDifference

Sharpe ratio

Return per unit of total volatility

1.05

0.38

+0.67

Sortino ratio

Return per unit of downside risk

1.55

0.66

+0.89

Omega ratio

Gain probability vs. loss probability

1.22

1.10

+0.12

Calmar ratio

Return relative to maximum drawdown

1.40

0.41

+0.99

Martin ratio

Return relative to average drawdown

6.36

1.56

+4.80

FMCSX vs. FSSMX - Sharpe Ratio Comparison

The current FMCSX Sharpe Ratio is 1.05, which is higher than the FSSMX Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of FMCSX and FSSMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FMCSXFSSMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

0.38

+0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.25

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.47

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.54

+0.02

Correlation

The correlation between FMCSX and FSSMX 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

FMCSX vs. FSSMX - Dividend Comparison

FMCSX's dividend yield for the trailing twelve months is around 1.81%, while FSSMX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
FMCSX
Fidelity Mid-Cap Stock Fund
1.81%1.83%8.94%2.60%5.44%12.80%6.72%6.63%18.48%6.66%8.25%14.18%
FSSMX
Fidelity Stock Selector Mid Cap Fund
0.00%0.00%3.10%0.78%9.73%12.87%2.31%4.03%21.01%4.12%0.92%1.84%

Drawdowns

FMCSX vs. FSSMX - Drawdown Comparison

The maximum FMCSX drawdown since its inception was -62.19%, which is greater than FSSMX's maximum drawdown of -43.37%. Use the drawdown chart below to compare losses from any high point for FMCSX and FSSMX.


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Drawdown Indicators


FMCSXFSSMXDifference

Max Drawdown

Largest peak-to-trough decline

-62.19%

-43.37%

-18.82%

Max Drawdown (1Y)

Largest decline over 1 year

-13.27%

-14.29%

+1.02%

Max Drawdown (5Y)

Largest decline over 5 years

-22.33%

-24.00%

+1.67%

Max Drawdown (10Y)

Largest decline over 10 years

-40.55%

-43.37%

+2.82%

Current Drawdown

Current decline from peak

-8.55%

-8.82%

+0.27%

Average Drawdown

Average peak-to-trough decline

-9.40%

-5.13%

-4.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

3.77%

-0.84%

Volatility

FMCSX vs. FSSMX - Volatility Comparison

Fidelity Mid-Cap Stock Fund (FMCSX) and Fidelity Stock Selector Mid Cap Fund (FSSMX) have volatilities of 6.50% and 6.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FMCSXFSSMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.50%

6.41%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

11.90%

14.69%

-2.79%

Volatility (1Y)

Calculated over the trailing 1-year period

19.89%

22.71%

-2.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.59%

20.23%

-2.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.50%

21.08%

-2.58%