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

Performance

FSDIX vs. VWELX - Performance Comparison

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

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
11.33%
8.43%
FSDIX
VWELX

Returns By Period

In the year-to-date period, FSDIX achieves a 16.64% return, which is significantly higher than VWELX's 15.42% return. Over the past 10 years, FSDIX has underperformed VWELX with an annualized return of 5.13%, while VWELX has yielded a comparatively higher 8.45% annualized return.


FSDIX

YTD

16.64%

1M

1.62%

6M

11.33%

1Y

19.76%

5Y (annualized)

5.61%

10Y (annualized)

5.13%

VWELX

YTD

15.42%

1M

1.69%

6M

8.43%

1Y

20.11%

5Y (annualized)

8.79%

10Y (annualized)

8.45%

Key characteristics


FSDIXVWELX
Sharpe Ratio2.332.42
Sortino Ratio3.173.35
Omega Ratio1.431.45
Calmar Ratio1.533.23
Martin Ratio13.0116.42
Ulcer Index1.52%1.22%
Daily Std Dev8.48%8.32%
Max Drawdown-58.56%-36.12%
Current Drawdown0.00%-0.87%

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FSDIX vs. VWELX - Expense Ratio Comparison

FSDIX has a 0.68% expense ratio, which is higher than VWELX's 0.24% 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 VWELX: current value at 0.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.24%

Correlation

-0.50.00.51.00.9

The correlation between FSDIX and VWELX 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.

Risk-Adjusted Performance

FSDIX vs. VWELX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Strategic Dividend & Income Fund (FSDIX) and Vanguard Wellington Fund Investor Shares (VWELX). 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.


Sharpe ratio
The chart of Sharpe ratio for FSDIX, currently valued at 2.33, compared to the broader market-1.000.001.002.003.004.005.002.332.42
The chart of Sortino ratio for FSDIX, currently valued at 3.17, compared to the broader market0.005.0010.003.173.35
The chart of Omega ratio for FSDIX, currently valued at 1.43, compared to the broader market1.002.003.004.001.431.45
The chart of Calmar ratio for FSDIX, currently valued at 1.53, compared to the broader market0.005.0010.0015.0020.001.533.23
The chart of Martin ratio for FSDIX, currently valued at 13.01, compared to the broader market0.0020.0040.0060.0080.00100.0013.0116.42
FSDIX
VWELX

The current FSDIX Sharpe Ratio is 2.33, which is comparable to the VWELX Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of FSDIX and VWELX, 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
2.33
2.42
FSDIX
VWELX

Dividends

FSDIX vs. VWELX - Dividend Comparison

FSDIX's dividend yield for the trailing twelve months is around 2.54%, less than VWELX's 5.40% yield.


TTM20232022202120202019201820172016201520142013
FSDIX
Fidelity Strategic Dividend & Income Fund
2.54%2.81%2.65%2.23%2.65%2.17%3.36%2.71%2.78%4.39%9.15%3.90%
VWELX
Vanguard Wellington Fund Investor Shares
5.40%6.01%2.25%1.71%2.07%2.53%3.00%2.45%2.56%3.25%2.55%2.50%

Drawdowns

FSDIX vs. VWELX - Drawdown Comparison

The maximum FSDIX drawdown since its inception was -58.56%, which is greater than VWELX's maximum drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for FSDIX and VWELX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-0.87%
FSDIX
VWELX

Volatility

FSDIX vs. VWELX - Volatility Comparison

The current volatility for Fidelity Strategic Dividend & Income Fund (FSDIX) is 2.45%, while Vanguard Wellington Fund Investor Shares (VWELX) has a volatility of 2.65%. This indicates that FSDIX experiences smaller price fluctuations and is considered to be less risky than VWELX 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
2.45%
2.65%
FSDIX
VWELX