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FSKAX vs. FGRTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSKAX vs. FGRTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Total Market Index Fund (FSKAX) and Fidelity Mega Cap Stock Fund (FGRTX). The values are adjusted to include any dividend payments, if applicable.

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FSKAX vs. FGRTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSKAX
Fidelity Total Market Index Fund
-3.98%17.06%23.89%26.12%-19.53%25.66%20.79%30.92%-5.32%20.85%
FGRTX
Fidelity Mega Cap Stock Fund
-2.11%26.92%25.98%26.51%-8.98%26.29%12.96%31.07%-7.44%16.98%

Returns By Period

In the year-to-date period, FSKAX achieves a -3.98% return, which is significantly lower than FGRTX's -2.11% return. Over the past 10 years, FSKAX has underperformed FGRTX with an annualized return of 13.56%, while FGRTX has yielded a comparatively higher 15.34% annualized return.


FSKAX

1D
2.99%
1M
-5.06%
YTD
-3.98%
6M
-2.04%
1Y
17.68%
3Y*
17.87%
5Y*
10.50%
10Y*
13.56%

FGRTX

1D
3.14%
1M
-4.70%
YTD
-2.11%
6M
2.45%
1Y
26.36%
3Y*
22.46%
5Y*
14.92%
10Y*
15.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSKAX vs. FGRTX - Expense Ratio Comparison

FSKAX has a 0.02% expense ratio, which is lower than FGRTX's 0.61% expense ratio.


Return for Risk

FSKAX vs. FGRTX — Risk / Return Rank

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

FSKAX
FSKAX Risk / Return Rank: 5959
Overall Rank
FSKAX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FSKAX Sortino Ratio Rank: 5353
Sortino Ratio Rank
FSKAX Omega Ratio Rank: 5555
Omega Ratio Rank
FSKAX Calmar Ratio Rank: 6464
Calmar Ratio Rank
FSKAX Martin Ratio Rank: 7575
Martin Ratio Rank

FGRTX
FGRTX Risk / Return Rank: 8484
Overall Rank
FGRTX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
FGRTX Sortino Ratio Rank: 8181
Sortino Ratio Rank
FGRTX Omega Ratio Rank: 8383
Omega Ratio Rank
FGRTX Calmar Ratio Rank: 8787
Calmar Ratio Rank
FGRTX Martin Ratio Rank: 9191
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.

FSKAX vs. FGRTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Total Market Index Fund (FSKAX) and Fidelity Mega Cap Stock Fund (FGRTX). 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.


FSKAXFGRTXDifference

Sharpe ratio

Return per unit of total volatility

0.98

1.47

-0.49

Sortino ratio

Return per unit of downside risk

1.49

2.09

-0.60

Omega ratio

Gain probability vs. loss probability

1.23

1.34

-0.11

Calmar ratio

Return relative to maximum drawdown

1.50

2.25

-0.74

Martin ratio

Return relative to average drawdown

7.20

10.43

-3.23

FSKAX vs. FGRTX - Sharpe Ratio Comparison

The current FSKAX Sharpe Ratio is 0.98, which is lower than the FGRTX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of FSKAX and FGRTX, 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


FSKAXFGRTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

1.47

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.90

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.85

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.45

+0.34

Correlation

The correlation between FSKAX and FGRTX is 0.94, 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

FSKAX vs. FGRTX - Dividend Comparison

FSKAX's dividend yield for the trailing twelve months is around 1.06%, less than FGRTX's 3.97% yield.


TTM20252024202320222021202020192018201720162015
FSKAX
Fidelity Total Market Index Fund
1.06%1.01%1.19%1.41%1.62%1.15%1.45%1.94%2.54%2.07%2.43%0.82%
FGRTX
Fidelity Mega Cap Stock Fund
3.97%3.89%2.68%2.06%4.38%4.79%7.96%12.98%21.72%15.57%1.97%4.16%

Drawdowns

FSKAX vs. FGRTX - Drawdown Comparison

The maximum FSKAX drawdown since its inception was -35.01%, smaller than the maximum FGRTX drawdown of -56.17%. Use the drawdown chart below to compare losses from any high point for FSKAX and FGRTX.


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Drawdown Indicators


FSKAXFGRTXDifference

Max Drawdown

Largest peak-to-trough decline

-35.01%

-56.17%

+21.16%

Max Drawdown (1Y)

Largest decline over 1 year

-12.42%

-12.17%

-0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-25.39%

-23.35%

-2.04%

Max Drawdown (10Y)

Largest decline over 10 years

-35.01%

-35.18%

+0.17%

Current Drawdown

Current decline from peak

-6.20%

-6.14%

-0.06%

Average Drawdown

Average peak-to-trough decline

-4.05%

-8.77%

+4.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

2.62%

-0.02%

Volatility

FSKAX vs. FGRTX - Volatility Comparison

Fidelity Total Market Index Fund (FSKAX) and Fidelity Mega Cap Stock Fund (FGRTX) have volatilities of 5.52% and 5.56%, 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


FSKAXFGRTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.52%

5.56%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

9.85%

9.76%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

18.69%

18.39%

+0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.42%

16.73%

+0.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.44%

18.12%

+0.32%