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FMDGX vs. VDE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FMDGX and VDE is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

FMDGX vs. VDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Mid Cap Growth Index Fund (FMDGX) and Vanguard Energy ETF (VDE). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FMDGX:

0.75

VDE:

-0.29

Sortino Ratio

FMDGX:

1.09

VDE:

-0.37

Omega Ratio

FMDGX:

1.15

VDE:

0.95

Calmar Ratio

FMDGX:

0.67

VDE:

-0.47

Martin Ratio

FMDGX:

2.22

VDE:

-1.25

Ulcer Index

FMDGX:

7.64%

VDE:

8.08%

Daily Std Dev

FMDGX:

25.29%

VDE:

25.48%

Max Drawdown

FMDGX:

-38.85%

VDE:

-74.16%

Current Drawdown

FMDGX:

-6.71%

VDE:

-14.91%

Returns By Period

In the year-to-date period, FMDGX achieves a 2.83% return, which is significantly higher than VDE's -4.82% return.


FMDGX

YTD

2.83%

1M

8.99%

6M

-2.96%

1Y

17.70%

3Y*

18.41%

5Y*

11.15%

10Y*

N/A

VDE

YTD

-4.82%

1M

-0.03%

6M

-14.91%

1Y

-7.52%

3Y*

3.02%

5Y*

22.24%

10Y*

3.92%

*Annualized

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Vanguard Energy ETF

FMDGX vs. VDE - Expense Ratio Comparison

FMDGX has a 0.05% expense ratio, which is lower than VDE's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FMDGX vs. VDE — Risk-Adjusted Performance Rank

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

FMDGX
The Risk-Adjusted Performance Rank of FMDGX is 6868
Overall Rank
The Sharpe Ratio Rank of FMDGX is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of FMDGX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of FMDGX is 7171
Omega Ratio Rank
The Calmar Ratio Rank of FMDGX is 7272
Calmar Ratio Rank
The Martin Ratio Rank of FMDGX is 6262
Martin Ratio Rank

VDE
The Risk-Adjusted Performance Rank of VDE is 66
Overall Rank
The Sharpe Ratio Rank of VDE is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of VDE is 77
Sortino Ratio Rank
The Omega Ratio Rank of VDE is 77
Omega Ratio Rank
The Calmar Ratio Rank of VDE is 22
Calmar Ratio Rank
The Martin Ratio Rank of VDE is 33
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FMDGX vs. VDE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Mid Cap Growth Index Fund (FMDGX) and Vanguard Energy ETF (VDE). 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.


The current FMDGX Sharpe Ratio is 0.75, which is higher than the VDE Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of FMDGX and VDE, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FMDGX vs. VDE - Dividend Comparison

FMDGX's dividend yield for the trailing twelve months is around 0.45%, less than VDE's 3.42% yield.


TTM20242023202220212020201920182017201620152014
FMDGX
Fidelity Mid Cap Growth Index Fund
0.45%0.47%0.63%0.81%6.43%0.36%0.29%0.00%0.00%0.00%0.00%0.00%
VDE
Vanguard Energy ETF
3.42%3.23%3.34%3.65%4.13%4.76%3.59%3.35%2.90%2.31%3.17%1.98%

Drawdowns

FMDGX vs. VDE - Drawdown Comparison

The maximum FMDGX drawdown since its inception was -38.85%, smaller than the maximum VDE drawdown of -74.16%. Use the drawdown chart below to compare losses from any high point for FMDGX and VDE.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FMDGX vs. VDE - Volatility Comparison

Fidelity Mid Cap Growth Index Fund (FMDGX) has a higher volatility of 6.63% compared to Vanguard Energy ETF (VDE) at 5.82%. This indicates that FMDGX's price experiences larger fluctuations and is considered to be riskier than VDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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