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FMIMX vs. FSMDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FMIMX vs. FSMDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FMI Common Stock Fund (FMIMX) and Fidelity Mid Cap Index Fund (FSMDX). The values are adjusted to include any dividend payments, if applicable.

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FMIMX vs. FSMDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FMIMX
FMI Common Stock Fund
0.60%2.12%10.38%24.85%-5.95%30.52%5.79%24.80%-8.77%13.92%
FSMDX
Fidelity Mid Cap Index Fund
1.30%10.58%15.55%17.20%-17.27%22.56%17.13%30.53%-9.38%18.04%

Returns By Period

In the year-to-date period, FMIMX achieves a 0.60% return, which is significantly lower than FSMDX's 1.30% return. Both investments have delivered pretty close results over the past 10 years, with FMIMX having a 10.45% annualized return and FSMDX not far ahead at 10.81%.


FMIMX

1D
2.22%
1M
-9.10%
YTD
0.60%
6M
-0.97%
1Y
6.09%
3Y*
9.61%
5Y*
8.81%
10Y*
10.45%

FSMDX

1D
2.63%
1M
-5.55%
YTD
1.30%
6M
1.49%
1Y
15.54%
3Y*
13.39%
5Y*
6.99%
10Y*
10.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FMIMX vs. FSMDX - Expense Ratio Comparison

FMIMX has a 1.01% expense ratio, which is higher than FSMDX's 0.03% expense ratio.


Return for Risk

FMIMX vs. FSMDX — Risk / Return Rank

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

FMIMX
FMIMX Risk / Return Rank: 1212
Overall Rank
FMIMX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
FMIMX Sortino Ratio Rank: 1212
Sortino Ratio Rank
FMIMX Omega Ratio Rank: 1010
Omega Ratio Rank
FMIMX Calmar Ratio Rank: 1515
Calmar Ratio Rank
FMIMX Martin Ratio Rank: 1313
Martin Ratio Rank

FSMDX
FSMDX Risk / Return Rank: 4545
Overall Rank
FSMDX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
FSMDX Sortino Ratio Rank: 4040
Sortino Ratio Rank
FSMDX Omega Ratio Rank: 3838
Omega Ratio Rank
FSMDX Calmar Ratio Rank: 4949
Calmar Ratio Rank
FSMDX Martin Ratio Rank: 5959
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.

FMIMX vs. FSMDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FMI Common Stock Fund (FMIMX) and Fidelity Mid Cap Index Fund (FSMDX). 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.


FMIMXFSMDXDifference

Sharpe ratio

Return per unit of total volatility

0.30

0.84

-0.54

Sortino ratio

Return per unit of downside risk

0.61

1.30

-0.69

Omega ratio

Gain probability vs. loss probability

1.08

1.18

-0.11

Calmar ratio

Return relative to maximum drawdown

0.48

1.23

-0.75

Martin ratio

Return relative to average drawdown

1.29

5.73

-4.44

FMIMX vs. FSMDX - Sharpe Ratio Comparison

The current FMIMX Sharpe Ratio is 0.30, which is lower than the FSMDX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of FMIMX and FSMDX, 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


FMIMXFSMDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

0.84

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.38

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.56

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.66

-0.15

Correlation

The correlation between FMIMX and FSMDX is 0.90, 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

FMIMX vs. FSMDX - Dividend Comparison

FMIMX's dividend yield for the trailing twelve months is around 13.16%, more than FSMDX's 1.09% yield.


TTM20252024202320222021202020192018201720162015
FMIMX
FMI Common Stock Fund
13.16%13.24%2.01%2.84%6.65%12.44%0.76%4.93%10.17%11.82%4.92%10.77%
FSMDX
Fidelity Mid Cap Index Fund
1.09%1.10%2.46%1.39%2.07%3.35%2.34%2.86%2.21%2.17%2.23%2.84%

Drawdowns

FMIMX vs. FSMDX - Drawdown Comparison

The maximum FMIMX drawdown since its inception was -59.09%, which is greater than FSMDX's maximum drawdown of -40.35%. Use the drawdown chart below to compare losses from any high point for FMIMX and FSMDX.


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Drawdown Indicators


FMIMXFSMDXDifference

Max Drawdown

Largest peak-to-trough decline

-59.09%

-40.35%

-18.74%

Max Drawdown (1Y)

Largest decline over 1 year

-13.80%

-13.42%

-0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-21.31%

-26.07%

+4.76%

Max Drawdown (10Y)

Largest decline over 10 years

-38.07%

-40.35%

+2.28%

Current Drawdown

Current decline from peak

-11.89%

-5.74%

-6.15%

Average Drawdown

Average peak-to-trough decline

-10.46%

-5.00%

-5.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.14%

2.89%

+2.25%

Volatility

FMIMX vs. FSMDX - Volatility Comparison

FMI Common Stock Fund (FMIMX) and Fidelity Mid Cap Index Fund (FSMDX) have volatilities of 5.58% and 5.58%, 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


FMIMXFSMDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.58%

5.58%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

12.46%

10.50%

+1.96%

Volatility (1Y)

Calculated over the trailing 1-year period

21.02%

19.10%

+1.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.60%

18.27%

+0.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.19%

19.30%

-0.11%