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FSDIX vs. VDIGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSDIX and VDIGX is 0.91, 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

FSDIX vs. VDIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Strategic Dividend & Income Fund (FSDIX) and Vanguard Dividend Growth Fund (VDIGX). The values are adjusted to include any dividend payments, if applicable.

250.00%300.00%350.00%400.00%450.00%December2025FebruaryMarchAprilMay
253.69%
366.17%
FSDIX
VDIGX

Key characteristics

Sharpe Ratio

FSDIX:

0.60

VDIGX:

-0.29

Sortino Ratio

FSDIX:

0.90

VDIGX:

-0.26

Omega Ratio

FSDIX:

1.13

VDIGX:

0.96

Calmar Ratio

FSDIX:

0.50

VDIGX:

-0.21

Martin Ratio

FSDIX:

1.67

VDIGX:

-0.58

Ulcer Index

FSDIX:

4.45%

VDIGX:

8.57%

Daily Std Dev

FSDIX:

12.36%

VDIGX:

17.35%

Max Drawdown

FSDIX:

-58.56%

VDIGX:

-46.89%

Current Drawdown

FSDIX:

-7.16%

VDIGX:

-15.96%

Returns By Period

In the year-to-date period, FSDIX achieves a 0.62% return, which is significantly higher than VDIGX's -2.86% return. Over the past 10 years, FSDIX has underperformed VDIGX with an annualized return of 4.13%, while VDIGX has yielded a comparatively higher 6.09% annualized return.


FSDIX

YTD

0.62%

1M

6.24%

6M

-2.94%

1Y

6.18%

5Y*

7.09%

10Y*

4.13%

VDIGX

YTD

-2.86%

1M

6.88%

6M

-11.95%

1Y

-5.55%

5Y*

7.39%

10Y*

6.09%

*Annualized

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FSDIX vs. VDIGX - Expense Ratio Comparison

FSDIX has a 0.68% expense ratio, which is higher than VDIGX's 0.27% expense ratio.


Expense ratio chart for FSDIX: current value is 0.68%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FSDIX: 0.68%
Expense ratio chart for VDIGX: current value is 0.27%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VDIGX: 0.27%

Risk-Adjusted Performance

FSDIX vs. VDIGX — Risk-Adjusted Performance Rank

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

FSDIX
The Risk-Adjusted Performance Rank of FSDIX is 5050
Overall Rank
The Sharpe Ratio Rank of FSDIX is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of FSDIX is 5050
Sortino Ratio Rank
The Omega Ratio Rank of FSDIX is 5050
Omega Ratio Rank
The Calmar Ratio Rank of FSDIX is 5454
Calmar Ratio Rank
The Martin Ratio Rank of FSDIX is 4545
Martin Ratio Rank

VDIGX
The Risk-Adjusted Performance Rank of VDIGX is 66
Overall Rank
The Sharpe Ratio Rank of VDIGX is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of VDIGX is 66
Sortino Ratio Rank
The Omega Ratio Rank of VDIGX is 55
Omega Ratio Rank
The Calmar Ratio Rank of VDIGX is 55
Calmar Ratio Rank
The Martin Ratio Rank of VDIGX is 66
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.

FSDIX vs. VDIGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Strategic Dividend & Income Fund (FSDIX) and Vanguard Dividend Growth Fund (VDIGX). 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 FSDIX, currently valued at 0.60, compared to the broader market-1.000.001.002.003.00
FSDIX: 0.60
VDIGX: -0.28
The chart of Sortino ratio for FSDIX, currently valued at 0.90, compared to the broader market-2.000.002.004.006.008.00
FSDIX: 0.90
VDIGX: -0.25
The chart of Omega ratio for FSDIX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.00
FSDIX: 1.13
VDIGX: 0.96
The chart of Calmar ratio for FSDIX, currently valued at 0.50, compared to the broader market0.002.004.006.008.0010.00
FSDIX: 0.50
VDIGX: -0.21
The chart of Martin ratio for FSDIX, currently valued at 1.67, compared to the broader market0.0010.0020.0030.0040.00
FSDIX: 1.67
VDIGX: -0.57

The current FSDIX Sharpe Ratio is 0.60, which is higher than the VDIGX Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of FSDIX and VDIGX, 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.60
-0.28
FSDIX
VDIGX

Dividends

FSDIX vs. VDIGX - Dividend Comparison

FSDIX's dividend yield for the trailing twelve months is around 5.31%, more than VDIGX's 1.92% yield.


TTM20242023202220212020201920182017201620152014
FSDIX
Fidelity Strategic Dividend & Income Fund
5.31%5.27%5.71%4.23%8.43%5.67%6.68%8.19%7.41%4.92%4.39%9.15%
VDIGX
Vanguard Dividend Growth Fund
1.92%1.87%1.69%1.67%1.46%1.62%1.72%2.15%1.92%1.92%1.93%1.91%

Drawdowns

FSDIX vs. VDIGX - Drawdown Comparison

The maximum FSDIX drawdown since its inception was -58.56%, which is greater than VDIGX's maximum drawdown of -46.89%. Use the drawdown chart below to compare losses from any high point for FSDIX and VDIGX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-7.16%
-15.96%
FSDIX
VDIGX

Volatility

FSDIX vs. VDIGX - Volatility Comparison

The current volatility for Fidelity Strategic Dividend & Income Fund (FSDIX) is 8.22%, while Vanguard Dividend Growth Fund (VDIGX) has a volatility of 10.29%. This indicates that FSDIX experiences smaller price fluctuations and is considered to be less risky than VDIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
8.22%
10.29%
FSDIX
VDIGX