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

Key characteristics


FSDIXVDIGX
YTD Return15.80%12.90%
1Y Return22.92%22.44%
3Y Return (Ann)1.50%6.32%
5Y Return (Ann)5.54%11.15%
10Y Return (Ann)5.15%11.04%
Sharpe Ratio2.562.46
Sortino Ratio3.513.37
Omega Ratio1.491.44
Calmar Ratio1.393.93
Martin Ratio14.6513.70
Ulcer Index1.50%1.58%
Daily Std Dev8.62%8.79%
Max Drawdown-58.56%-45.23%
Current Drawdown-0.39%-2.30%

Correlation

-0.50.00.51.00.9

The correlation between FSDIX and VDIGX is 0.89, 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.

Performance

FSDIX vs. VDIGX - Performance Comparison

In the year-to-date period, FSDIX achieves a 15.80% return, which is significantly higher than VDIGX's 12.90% return. Over the past 10 years, FSDIX has underperformed VDIGX with an annualized return of 5.15%, while VDIGX has yielded a comparatively higher 11.04% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


200.00%300.00%400.00%500.00%600.00%700.00%JuneJulyAugustSeptemberOctoberNovember
274.75%
637.71%
FSDIX
VDIGX

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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.


FSDIX
Fidelity Strategic Dividend & Income Fund
Expense ratio chart for FSDIX: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
Expense ratio chart for VDIGX: current value at 0.27% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.27%

Risk-Adjusted Performance

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.


FSDIX
Sharpe ratio
The chart of Sharpe ratio for FSDIX, currently valued at 2.56, compared to the broader market0.002.004.002.56
Sortino ratio
The chart of Sortino ratio for FSDIX, currently valued at 3.51, compared to the broader market0.005.0010.003.51
Omega ratio
The chart of Omega ratio for FSDIX, currently valued at 1.49, compared to the broader market1.002.003.004.001.49
Calmar ratio
The chart of Calmar ratio for FSDIX, currently valued at 1.39, compared to the broader market0.005.0010.0015.0020.0025.001.39
Martin ratio
The chart of Martin ratio for FSDIX, currently valued at 14.65, compared to the broader market0.0020.0040.0060.0080.00100.0014.65
VDIGX
Sharpe ratio
The chart of Sharpe ratio for VDIGX, currently valued at 2.46, compared to the broader market0.002.004.002.46
Sortino ratio
The chart of Sortino ratio for VDIGX, currently valued at 3.37, compared to the broader market0.005.0010.003.37
Omega ratio
The chart of Omega ratio for VDIGX, currently valued at 1.44, compared to the broader market1.002.003.004.001.44
Calmar ratio
The chart of Calmar ratio for VDIGX, currently valued at 3.93, compared to the broader market0.005.0010.0015.0020.0025.003.93
Martin ratio
The chart of Martin ratio for VDIGX, currently valued at 13.70, compared to the broader market0.0020.0040.0060.0080.00100.0013.70

FSDIX vs. VDIGX - Sharpe Ratio Comparison

The current FSDIX Sharpe Ratio is 2.56, which is comparable to the VDIGX Sharpe Ratio of 2.46. 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.56
2.46
FSDIX
VDIGX

Dividends

FSDIX vs. VDIGX - Dividend Comparison

FSDIX's dividend yield for the trailing twelve months is around 2.56%, more than VDIGX's 1.63% yield.


TTM20232022202120202019201820172016201520142013
FSDIX
Fidelity Strategic Dividend & Income Fund
2.56%2.81%2.65%2.23%2.65%2.17%3.36%2.71%2.78%4.39%9.15%3.90%
VDIGX
Vanguard Dividend Growth Fund
1.63%1.69%1.67%1.46%1.62%1.72%2.15%1.92%1.92%1.93%1.91%1.80%

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 -45.23%. Use the drawdown chart below to compare losses from any high point for FSDIX and VDIGX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.39%
-2.30%
FSDIX
VDIGX

Volatility

FSDIX vs. VDIGX - Volatility Comparison

The current volatility for Fidelity Strategic Dividend & Income Fund (FSDIX) is 2.44%, while Vanguard Dividend Growth Fund (VDIGX) has a volatility of 2.66%. 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.


1.50%2.00%2.50%3.00%3.50%4.00%JuneJulyAugustSeptemberOctoberNovember
2.44%
2.66%
FSDIX
VDIGX