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FSKAX vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSKAX and VTI is 1.00, 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.


-0.50.00.51.01.0

Performance

FSKAX vs. VTI - Performance Comparison

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

0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
14.72%
14.66%
FSKAX
VTI

Key characteristics

Sharpe Ratio

FSKAX:

2.69

VTI:

2.71

Sortino Ratio

FSKAX:

3.57

VTI:

3.60

Omega Ratio

FSKAX:

1.49

VTI:

1.50

Calmar Ratio

FSKAX:

3.95

VTI:

3.95

Martin Ratio

FSKAX:

17.18

VTI:

17.31

Ulcer Index

FSKAX:

1.98%

VTI:

1.96%

Daily Std Dev

FSKAX:

12.64%

VTI:

12.52%

Max Drawdown

FSKAX:

-35.01%

VTI:

-55.45%

Current Drawdown

FSKAX:

-0.68%

VTI:

-0.64%

Returns By Period

The year-to-date returns for both stocks are quite close, with FSKAX having a 28.04% return and VTI slightly lower at 27.97%. Both investments have delivered pretty close results over the past 10 years, with FSKAX having a 12.98% annualized return and VTI not far ahead at 13.26%.


FSKAX

YTD

28.04%

1M

1.33%

6M

14.72%

1Y

33.35%

5Y (annualized)

15.26%

10Y (annualized)

12.98%

VTI

YTD

27.97%

1M

1.28%

6M

14.66%

1Y

33.22%

5Y (annualized)

15.27%

10Y (annualized)

13.26%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FSKAX vs. VTI - Expense Ratio Comparison

FSKAX has a 0.02% expense ratio, which is lower than VTI's 0.03% 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%.


VTI
Vanguard Total Stock Market ETF
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
Expense ratio chart for FSKAX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Risk-Adjusted Performance

FSKAX vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Total Market Index Fund (FSKAX) and Vanguard Total Stock Market ETF (VTI). 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 FSKAX, currently valued at 2.69, compared to the broader market-1.000.001.002.003.004.005.002.692.71
The chart of Sortino ratio for FSKAX, currently valued at 3.57, compared to the broader market-2.000.002.004.006.008.0010.0012.003.573.60
The chart of Omega ratio for FSKAX, currently valued at 1.49, compared to the broader market1.002.003.004.001.491.50
The chart of Calmar ratio for FSKAX, currently valued at 3.95, compared to the broader market0.005.0010.0015.003.953.95
The chart of Martin ratio for FSKAX, currently valued at 17.18, compared to the broader market0.0020.0040.0060.0080.0017.1817.31
FSKAX
VTI

The current FSKAX Sharpe Ratio is 2.69, which is comparable to the VTI Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of FSKAX and VTI, 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.69
2.71
FSKAX
VTI

Dividends

FSKAX vs. VTI - Dividend Comparison

FSKAX's dividend yield for the trailing twelve months is around 1.13%, less than VTI's 1.24% yield.


TTM20232022202120202019201820172016201520142013
FSKAX
Fidelity Total Market Index Fund
1.13%1.41%1.62%1.15%1.45%1.80%2.06%1.66%1.82%1.96%1.63%1.54%
VTI
Vanguard Total Stock Market ETF
1.24%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

FSKAX vs. VTI - Drawdown Comparison

The maximum FSKAX drawdown since its inception was -35.01%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for FSKAX and VTI. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.68%
-0.64%
FSKAX
VTI

Volatility

FSKAX vs. VTI - Volatility Comparison

Fidelity Total Market Index Fund (FSKAX) and Vanguard Total Stock Market ETF (VTI) have volatilities of 2.41% and 2.38%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
2.41%
2.38%
FSKAX
VTI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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