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FMDGX vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FMDGX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Mid Cap Growth Index Fund (FMDGX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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FMDGX vs. VOO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FMDGX
Fidelity Mid Cap Growth Index Fund
-9.61%8.60%22.03%25.79%-26.67%12.67%34.84%4.63%
VOO
Vanguard S&P 500 ETF
-4.42%17.82%24.98%26.32%-18.17%28.79%18.32%9.23%

Returns By Period

In the year-to-date period, FMDGX achieves a -9.61% return, which is significantly lower than VOO's -4.42% return.


FMDGX

1D
-1.09%
1M
-9.53%
YTD
-9.61%
6M
-12.95%
1Y
5.72%
3Y*
11.35%
5Y*
4.59%
10Y*

VOO

1D
2.86%
1M
-5.01%
YTD
-4.42%
6M
-1.84%
1Y
17.67%
3Y*
18.27%
5Y*
11.75%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FMDGX vs. VOO - Expense Ratio Comparison

FMDGX has a 0.05% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FMDGX vs. VOO — Risk / Return Rank

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

FMDGX
FMDGX Risk / Return Rank: 1111
Overall Rank
FMDGX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
FMDGX Sortino Ratio Rank: 1212
Sortino Ratio Rank
FMDGX Omega Ratio Rank: 1111
Omega Ratio Rank
FMDGX Calmar Ratio Rank: 1010
Calmar Ratio Rank
FMDGX Martin Ratio Rank: 1010
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6565
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6565
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
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.

FMDGX vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Mid Cap Growth Index Fund (FMDGX) and Vanguard S&P 500 ETF (VOO). 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.


FMDGXVOODifference

Sharpe ratio

Return per unit of total volatility

0.24

0.98

-0.74

Sortino ratio

Return per unit of downside risk

0.51

1.50

-0.98

Omega ratio

Gain probability vs. loss probability

1.07

1.23

-0.16

Calmar ratio

Return relative to maximum drawdown

0.22

1.53

-1.32

Martin ratio

Return relative to average drawdown

0.69

7.29

-6.60

FMDGX vs. VOO - Sharpe Ratio Comparison

The current FMDGX Sharpe Ratio is 0.24, which is lower than the VOO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of FMDGX and VOO, 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


FMDGXVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.24

0.98

-0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.70

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.83

-0.47

Correlation

The correlation between FMDGX and VOO is 0.87, 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

FMDGX vs. VOO - Dividend Comparison

FMDGX's dividend yield for the trailing twelve months is around 2.05%, more than VOO's 1.19% yield.


TTM20252024202320222021202020192018201720162015
FMDGX
Fidelity Mid Cap Growth Index Fund
2.05%1.85%0.47%0.63%0.81%6.43%0.36%0.29%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.19%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

FMDGX vs. VOO - Drawdown Comparison

The maximum FMDGX drawdown since its inception was -38.59%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FMDGX and VOO.


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Drawdown Indicators


FMDGXVOODifference

Max Drawdown

Largest peak-to-trough decline

-38.59%

-33.99%

-4.60%

Max Drawdown (1Y)

Largest decline over 1 year

-14.75%

-11.98%

-2.77%

Max Drawdown (5Y)

Largest decline over 5 years

-38.59%

-24.52%

-14.07%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-14.75%

-6.29%

-8.46%

Average Drawdown

Average peak-to-trough decline

-11.34%

-3.72%

-7.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.65%

2.52%

+2.13%

Volatility

FMDGX vs. VOO - Volatility Comparison

Fidelity Mid Cap Growth Index Fund (FMDGX) has a higher volatility of 5.67% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that FMDGX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FMDGXVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.67%

5.29%

+0.38%

Volatility (6M)

Calculated over the trailing 6-month period

12.66%

9.44%

+3.22%

Volatility (1Y)

Calculated over the trailing 1-year period

22.94%

18.10%

+4.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.37%

16.82%

+5.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.47%

17.99%

+6.48%