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FMIL vs. VTSAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FMIL and VTSAX 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.


-0.50.00.51.0
Correlation: 0.9

Performance

FMIL vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity New Millennium ETF (FMIL) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
117.53%
86.93%
FMIL
VTSAX

Key characteristics

Sharpe Ratio

FMIL:

0.35

VTSAX:

0.48

Sortino Ratio

FMIL:

0.63

VTSAX:

0.80

Omega Ratio

FMIL:

1.09

VTSAX:

1.12

Calmar Ratio

FMIL:

0.36

VTSAX:

0.49

Martin Ratio

FMIL:

1.40

VTSAX:

1.99

Ulcer Index

FMIL:

5.02%

VTSAX:

4.76%

Daily Std Dev

FMIL:

19.85%

VTSAX:

19.72%

Max Drawdown

FMIL:

-19.72%

VTSAX:

-55.34%

Current Drawdown

FMIL:

-11.92%

VTSAX:

-10.35%

Returns By Period

In the year-to-date period, FMIL achieves a -7.16% return, which is significantly lower than VTSAX's -6.21% return.


FMIL

YTD

-7.16%

1M

-4.47%

6M

-7.63%

1Y

6.09%

5Y*

N/A

10Y*

N/A

VTSAX

YTD

-6.21%

1M

-3.37%

6M

-4.52%

1Y

10.02%

5Y*

15.58%

10Y*

11.38%

*Annualized

Compare stocks, funds, or ETFs

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


FMIL vs. VTSAX - Expense Ratio Comparison

FMIL has a 0.59% expense ratio, which is higher than VTSAX's 0.04% expense ratio.


Expense ratio chart for FMIL: current value is 0.59%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FMIL: 0.59%
Expense ratio chart for VTSAX: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTSAX: 0.04%

Risk-Adjusted Performance

FMIL vs. VTSAX — Risk-Adjusted Performance Rank

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

FMIL
The Risk-Adjusted Performance Rank of FMIL is 4747
Overall Rank
The Sharpe Ratio Rank of FMIL is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of FMIL is 4646
Sortino Ratio Rank
The Omega Ratio Rank of FMIL is 4747
Omega Ratio Rank
The Calmar Ratio Rank of FMIL is 5050
Calmar Ratio Rank
The Martin Ratio Rank of FMIL is 4848
Martin Ratio Rank

VTSAX
The Risk-Adjusted Performance Rank of VTSAX is 5757
Overall Rank
The Sharpe Ratio Rank of VTSAX is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of VTSAX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of VTSAX is 5757
Omega Ratio Rank
The Calmar Ratio Rank of VTSAX is 6363
Calmar Ratio Rank
The Martin Ratio Rank of VTSAX is 5757
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.

FMIL vs. VTSAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity New Millennium ETF (FMIL) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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 chart of Sharpe ratio for FMIL, currently valued at 0.27, compared to the broader market-1.000.001.002.003.004.00
FMIL: 0.27
VTSAX: 0.48
The chart of Sortino ratio for FMIL, currently valued at 0.51, compared to the broader market-2.000.002.004.006.008.00
FMIL: 0.51
VTSAX: 0.80
The chart of Omega ratio for FMIL, currently valued at 1.07, compared to the broader market0.501.001.502.002.50
FMIL: 1.07
VTSAX: 1.12
The chart of Calmar ratio for FMIL, currently valued at 0.27, compared to the broader market0.002.004.006.008.0010.0012.00
FMIL: 0.27
VTSAX: 0.49
The chart of Martin ratio for FMIL, currently valued at 1.06, compared to the broader market0.0020.0040.0060.00
FMIL: 1.06
VTSAX: 1.99

The current FMIL Sharpe Ratio is 0.35, which is comparable to the VTSAX Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of FMIL and VTSAX, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.27
0.48
FMIL
VTSAX

Dividends

FMIL vs. VTSAX - Dividend Comparison

FMIL's dividend yield for the trailing twelve months is around 1.02%, less than VTSAX's 1.37% yield.


TTM20242023202220212020201920182017201620152014
FMIL
Fidelity New Millennium ETF
1.02%0.82%0.33%1.43%1.68%0.48%0.00%0.00%0.00%0.00%0.00%0.00%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.37%1.26%1.43%1.65%1.20%1.41%1.76%2.03%1.71%1.92%1.98%1.76%

Drawdowns

FMIL vs. VTSAX - Drawdown Comparison

The maximum FMIL drawdown since its inception was -19.72%, smaller than the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for FMIL and VTSAX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.92%
-10.35%
FMIL
VTSAX

Volatility

FMIL vs. VTSAX - Volatility Comparison

Fidelity New Millennium ETF (FMIL) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) have volatilities of 14.00% and 14.32%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.00%
14.32%
FMIL
VTSAX