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FSMAX vs. FMCSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSMAX vs. FMCSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Extended Market Index Fund (FSMAX) and Fidelity Mid-Cap Stock Fund (FMCSX). The values are adjusted to include any dividend payments, if applicable.

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FSMAX vs. FMCSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSMAX
Fidelity Extended Market Index Fund
-4.54%11.40%16.99%25.36%-26.44%12.41%32.28%28.01%-9.44%18.04%
FMCSX
Fidelity Mid-Cap Stock Fund
1.46%11.80%14.55%11.02%-6.40%28.64%11.43%25.39%-6.67%18.03%

Returns By Period

In the year-to-date period, FSMAX achieves a -4.54% return, which is significantly lower than FMCSX's 1.46% return. Over the past 10 years, FSMAX has underperformed FMCSX with an annualized return of 10.54%, while FMCSX has yielded a comparatively higher 11.64% annualized return.


FSMAX

1D
-1.03%
1M
-7.76%
YTD
-4.54%
6M
-4.39%
1Y
16.77%
3Y*
13.78%
5Y*
3.66%
10Y*
10.54%

FMCSX

1D
-1.38%
1M
-7.66%
YTD
1.46%
6M
4.65%
1Y
20.42%
3Y*
12.52%
5Y*
8.62%
10Y*
11.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSMAX vs. FMCSX - Expense Ratio Comparison

FSMAX has a 0.04% expense ratio, which is lower than FMCSX's 0.85% expense ratio.


Return for Risk

FSMAX vs. FMCSX — Risk / Return Rank

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

FSMAX
FSMAX Risk / Return Rank: 3535
Overall Rank
FSMAX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
FSMAX Sortino Ratio Rank: 3636
Sortino Ratio Rank
FSMAX Omega Ratio Rank: 3333
Omega Ratio Rank
FSMAX Calmar Ratio Rank: 3636
Calmar Ratio Rank
FSMAX Martin Ratio Rank: 3838
Martin Ratio Rank

FMCSX
FMCSX Risk / Return Rank: 6161
Overall Rank
FMCSX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
FMCSX Sortino Ratio Rank: 6262
Sortino Ratio Rank
FMCSX Omega Ratio Rank: 5757
Omega Ratio Rank
FMCSX Calmar Ratio Rank: 6161
Calmar Ratio Rank
FMCSX Martin Ratio Rank: 6767
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.

FSMAX vs. FMCSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Extended Market Index Fund (FSMAX) and Fidelity Mid-Cap Stock Fund (FMCSX). 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.


FSMAXFMCSXDifference

Sharpe ratio

Return per unit of total volatility

0.72

1.05

-0.33

Sortino ratio

Return per unit of downside risk

1.16

1.55

-0.39

Omega ratio

Gain probability vs. loss probability

1.16

1.22

-0.06

Calmar ratio

Return relative to maximum drawdown

0.95

1.40

-0.46

Martin ratio

Return relative to average drawdown

3.91

6.36

-2.46

FSMAX vs. FMCSX - Sharpe Ratio Comparison

The current FSMAX Sharpe Ratio is 0.72, which is lower than the FMCSX Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of FSMAX and FMCSX, 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


FSMAXFMCSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

1.05

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.49

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.63

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.56

-0.15

Correlation

The correlation between FSMAX and FMCSX is 0.92, 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

FSMAX vs. FMCSX - Dividend Comparison

FSMAX's dividend yield for the trailing twelve months is around 0.60%, less than FMCSX's 1.81% yield.


TTM20252024202320222021202020192018201720162015
FSMAX
Fidelity Extended Market Index Fund
0.60%0.57%0.48%1.17%1.90%7.49%2.14%4.30%6.09%5.44%4.85%6.34%
FMCSX
Fidelity Mid-Cap Stock Fund
1.81%1.83%8.94%2.60%5.44%12.80%6.72%6.63%18.48%6.66%8.25%14.18%

Drawdowns

FSMAX vs. FMCSX - Drawdown Comparison

The maximum FSMAX drawdown since its inception was -50.55%, smaller than the maximum FMCSX drawdown of -62.19%. Use the drawdown chart below to compare losses from any high point for FSMAX and FMCSX.


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Drawdown Indicators


FSMAXFMCSXDifference

Max Drawdown

Largest peak-to-trough decline

-50.55%

-62.19%

+11.64%

Max Drawdown (1Y)

Largest decline over 1 year

-14.64%

-13.27%

-1.37%

Max Drawdown (5Y)

Largest decline over 5 years

-36.31%

-22.33%

-13.98%

Max Drawdown (10Y)

Largest decline over 10 years

-50.55%

-40.55%

-10.00%

Current Drawdown

Current decline from peak

-10.26%

-8.55%

-1.71%

Average Drawdown

Average peak-to-trough decline

-12.29%

-9.40%

-2.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.54%

2.93%

+0.61%

Volatility

FSMAX vs. FMCSX - Volatility Comparison

The current volatility for Fidelity Extended Market Index Fund (FSMAX) is 6.01%, while Fidelity Mid-Cap Stock Fund (FMCSX) has a volatility of 6.50%. This indicates that FSMAX experiences smaller price fluctuations and is considered to be less risky than FMCSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSMAXFMCSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.01%

6.50%

-0.49%

Volatility (6M)

Calculated over the trailing 6-month period

13.07%

11.90%

+1.17%

Volatility (1Y)

Calculated over the trailing 1-year period

22.79%

19.89%

+2.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.32%

17.59%

+4.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.19%

18.50%

+11.69%