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FSKAX vs. VTHR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSKAX vs. VTHR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Total Market Index Fund (FSKAX) and Vanguard Russell 3000 ETF (VTHR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with FSKAX having a 9.19% return and VTHR slightly higher at 9.46%. Both investments have delivered pretty close results over the past 10 years, with FSKAX having a 14.91% annualized return and VTHR not far ahead at 14.94%.


FSKAX

1D
1.89%
1M
-0.76%
YTD
9.19%
6M
9.26%
1Y
25.69%
3Y*
20.78%
5Y*
12.13%
10Y*
14.91%

VTHR

1D
0.61%
1M
-0.28%
YTD
9.46%
6M
9.47%
1Y
25.83%
3Y*
20.45%
5Y*
12.17%
10Y*
14.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSKAX vs. VTHR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSKAX
Fidelity Total Market Index Fund
9.19%17.06%23.89%26.12%-19.53%25.66%20.79%30.92%-5.32%20.85%
VTHR
Vanguard Russell 3000 ETF
9.46%16.99%23.57%25.92%-19.20%25.49%20.93%30.82%-5.65%21.06%

Correlation

The correlation between FSKAX and VTHR is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Sep 8, 2011

0.95

The correlation between FSKAX and VTHR has been stable across timeframes, ranging from 0.95 to 0.99 - a consistent structural relationship.

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Return for Risk

FSKAX vs. VTHR — Risk / Return Rank

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

FSKAX
FSKAX Risk / Return Rank: 7272
Overall Rank
FSKAX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FSKAX Sortino Ratio Rank: 6666
Sortino Ratio Rank
FSKAX Omega Ratio Rank: 6666
Omega Ratio Rank
FSKAX Calmar Ratio Rank: 7474
Calmar Ratio Rank
FSKAX Martin Ratio Rank: 8383
Martin Ratio Rank

VTHR
VTHR Risk / Return Rank: 6868
Overall Rank
VTHR Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VTHR Sortino Ratio Rank: 6666
Sortino Ratio Rank
VTHR Omega Ratio Rank: 6767
Omega Ratio Rank
VTHR Calmar Ratio Rank: 6363
Calmar Ratio Rank
VTHR Martin Ratio Rank: 7575
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. VTHR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Total Market Index Fund (FSKAX) and Vanguard Russell 3000 ETF (VTHR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FSKAXVTHRDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.35

1.34

0.00

Calmar ratioReturn relative to maximum drawdown

2.77

2.74

+0.03

Martin ratioReturn relative to average drawdown

12.40

12.28

+0.12

FSKAX vs. VTHR - Sharpe Ratio Comparison

The current FSKAX Sharpe Ratio is 1.93, which is comparable to the VTHR Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of FSKAX and VTHR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FSKAX vs. VTHR - Drawdown Comparison

The maximum FSKAX drawdown since its inception was -35.01%, roughly equal to the maximum VTHR drawdown of -34.61%. Use the drawdown chart below to compare losses from any high point for FSKAX and VTHR.


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Drawdown Indicators


FSKAXVTHRDifference

Max Drawdown

Largest peak-to-trough decline

-35.01%

-34.61%

-0.40%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

-8.91%

-0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-19.43%

-19.36%

-0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-25.39%

-25.06%

-0.33%

Max Drawdown (10Y)

Largest decline over 10 years

-35.01%

-34.61%

-0.40%

Current Drawdown

Current decline from peak

-2.58%

-2.02%

-0.56%

Average Drawdown

Average peak-to-trough decline

-4.01%

-4.04%

+0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

1.99%

0.00%

Volatility

FSKAX vs. VTHR - Volatility Comparison

Fidelity Total Market Index Fund (FSKAX) has a higher volatility of 4.64% compared to Vanguard Russell 3000 ETF (VTHR) at 4.33%. This indicates that FSKAX's price experiences larger fluctuations and is considered to be riskier than VTHR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSKAXVTHRDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.64%

4.33%

+0.31%

Volatility (6M)

Calculated over the trailing 6-month period

9.99%

9.87%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

12.79%

12.70%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.49%

17.36%

+0.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.49%

17.86%

+0.63%

FSKAX vs. VTHR - Expense Ratio Comparison

FSKAX has a 0.02% expense ratio, which is lower than VTHR's 0.07% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

FSKAX vs. VTHR - Dividend Comparison

FSKAX's dividend yield for the trailing twelve months is around 0.96%, less than VTHR's 1.02% yield.


PositionTTM20252024202320222021202020192018201720162015
FSKAX
Fidelity Total Market Index Fund
0.96%1.01%1.19%1.41%1.62%1.15%1.45%1.94%2.54%2.07%2.43%0.82%
VTHR
Vanguard Russell 3000 ETF
1.02%1.08%1.19%1.47%1.52%1.16%1.37%1.65%1.89%1.63%1.82%1.84%

Frequently Asked Questions


With a correlation of 0.99, FSKAX and VTHR move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FSKAX has higher volatility (4.64%) compared to VTHR (4.33%). In terms of maximum drawdown, FSKAX dropped -35.01% vs VTHR's -34.61%.

FSKAX currently has the higher Sharpe Ratio (1.93 vs 1.92), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FSKAX and VTHR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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