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

Key characteristics


FSDIXVWELX
YTD Return16.06%16.42%
1Y Return22.30%24.58%
3Y Return (Ann)1.63%5.09%
5Y Return (Ann)5.58%9.10%
10Y Return (Ann)5.19%8.67%
Sharpe Ratio2.703.05
Sortino Ratio3.704.25
Omega Ratio1.521.58
Calmar Ratio1.512.90
Martin Ratio15.4221.40
Ulcer Index1.50%1.21%
Daily Std Dev8.58%8.42%
Max Drawdown-58.56%-36.12%
Current Drawdown-0.17%0.00%

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.

Performance

FSDIX vs. VWELX - Performance Comparison

The year-to-date returns for both investments are quite close, with FSDIX having a 16.06% return and VWELX slightly higher at 16.42%. Over the past 10 years, FSDIX has underperformed VWELX with an annualized return of 5.19%, while VWELX has yielded a comparatively higher 8.67% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-2.00%0.00%2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
10.92%
10.21%
FSDIX
VWELX

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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%

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.


FSDIX
Sharpe ratio
The chart of Sharpe ratio for FSDIX, currently valued at 2.70, compared to the broader market0.002.004.002.70
Sortino ratio
The chart of Sortino ratio for FSDIX, currently valued at 3.70, compared to the broader market0.005.0010.003.70
Omega ratio
The chart of Omega ratio for FSDIX, currently valued at 1.52, compared to the broader market1.002.003.004.001.52
Calmar ratio
The chart of Calmar ratio for FSDIX, currently valued at 1.51, compared to the broader market0.005.0010.0015.0020.001.51
Martin ratio
The chart of Martin ratio for FSDIX, currently valued at 15.42, compared to the broader market0.0020.0040.0060.0080.00100.0015.42
VWELX
Sharpe ratio
The chart of Sharpe ratio for VWELX, currently valued at 3.05, compared to the broader market0.002.004.003.05
Sortino ratio
The chart of Sortino ratio for VWELX, currently valued at 4.25, compared to the broader market0.005.0010.004.25
Omega ratio
The chart of Omega ratio for VWELX, currently valued at 1.58, compared to the broader market1.002.003.004.001.58
Calmar ratio
The chart of Calmar ratio for VWELX, currently valued at 2.90, compared to the broader market0.005.0010.0015.0020.002.90
Martin ratio
The chart of Martin ratio for VWELX, currently valued at 21.40, compared to the broader market0.0020.0040.0060.0080.00100.0021.40

FSDIX vs. VWELX - Sharpe Ratio Comparison

The current FSDIX Sharpe Ratio is 2.70, which is comparable to the VWELX Sharpe Ratio of 3.05. 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
2.70
3.05
FSDIX
VWELX

Dividends

FSDIX vs. VWELX - Dividend Comparison

FSDIX's dividend yield for the trailing twelve months is around 2.55%, less than VWELX's 5.35% yield.


TTM20232022202120202019201820172016201520142013
FSDIX
Fidelity Strategic Dividend & Income Fund
2.55%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
5.35%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%JuneJulyAugustSeptemberOctoberNovember
-0.17%
0
FSDIX
VWELX

Volatility

FSDIX vs. VWELX - Volatility Comparison

The current volatility for Fidelity Strategic Dividend & Income Fund (FSDIX) is 2.31%, while Vanguard Wellington Fund Investor Shares (VWELX) has a volatility of 2.69%. 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
2.31%
2.69%
FSDIX
VWELX