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FSMAX vs. FTKFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSMAX vs. FTKFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Extended Market Index Fund (FSMAX) and Fidelity Total Bond K6 Fund (FTKFX). The values are adjusted to include any dividend payments, if applicable.

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FSMAX vs. FTKFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSMAX
Fidelity Extended Market Index Fund
-1.26%11.40%16.99%25.36%-26.44%12.41%32.28%28.01%-9.44%10.96%
FTKFX
Fidelity Total Bond K6 Fund
-0.32%7.53%2.36%6.65%-13.23%-0.46%8.75%10.03%-0.75%1.14%

Returns By Period

In the year-to-date period, FSMAX achieves a -1.26% return, which is significantly lower than FTKFX's -0.32% return.


FSMAX

1D
3.43%
1M
-5.35%
YTD
-1.26%
6M
-1.38%
1Y
20.12%
3Y*
15.07%
5Y*
4.00%
10Y*
10.91%

FTKFX

1D
0.11%
1M
-1.78%
YTD
-0.32%
6M
0.44%
1Y
4.08%
3Y*
4.23%
5Y*
0.77%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSMAX vs. FTKFX - Expense Ratio Comparison

FSMAX has a 0.04% expense ratio, which is lower than FTKFX's 0.30% expense ratio.


Return for Risk

FSMAX vs. FTKFX — Risk / Return Rank

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

FSMAX
FSMAX Risk / Return Rank: 4949
Overall Rank
FSMAX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
FSMAX Sortino Ratio Rank: 4747
Sortino Ratio Rank
FSMAX Omega Ratio Rank: 4242
Omega Ratio Rank
FSMAX Calmar Ratio Rank: 5757
Calmar Ratio Rank
FSMAX Martin Ratio Rank: 5959
Martin Ratio Rank

FTKFX
FTKFX Risk / Return Rank: 5454
Overall Rank
FTKFX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
FTKFX Sortino Ratio Rank: 4747
Sortino Ratio Rank
FTKFX Omega Ratio Rank: 3535
Omega Ratio Rank
FTKFX Calmar Ratio Rank: 7979
Calmar Ratio Rank
FTKFX Martin Ratio Rank: 5959
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. FTKFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Extended Market Index Fund (FSMAX) and Fidelity Total Bond K6 Fund (FTKFX). 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.


FSMAXFTKFXDifference

Sharpe ratio

Return per unit of total volatility

0.91

1.00

-0.09

Sortino ratio

Return per unit of downside risk

1.40

1.42

-0.01

Omega ratio

Gain probability vs. loss probability

1.19

1.18

+0.01

Calmar ratio

Return relative to maximum drawdown

1.39

1.93

-0.54

Martin ratio

Return relative to average drawdown

5.70

5.86

-0.16

FSMAX vs. FTKFX - Sharpe Ratio Comparison

The current FSMAX Sharpe Ratio is 0.91, which is comparable to the FTKFX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of FSMAX and FTKFX, 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


FSMAXFTKFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

1.00

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.14

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.45

-0.03

Correlation

The correlation between FSMAX and FTKFX is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FSMAX vs. FTKFX - Dividend Comparison

FSMAX's dividend yield for the trailing twelve months is around 0.58%, less than FTKFX's 4.25% yield.


TTM20252024202320222021202020192018201720162015
FSMAX
Fidelity Extended Market Index Fund
0.58%0.57%0.48%1.17%1.90%7.49%2.14%4.30%6.09%5.44%4.85%6.34%
FTKFX
Fidelity Total Bond K6 Fund
4.25%4.61%4.76%3.86%2.53%2.24%5.51%3.26%2.94%1.63%0.00%0.00%

Drawdowns

FSMAX vs. FTKFX - Drawdown Comparison

The maximum FSMAX drawdown since its inception was -50.55%, which is greater than FTKFX's maximum drawdown of -17.81%. Use the drawdown chart below to compare losses from any high point for FSMAX and FTKFX.


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Drawdown Indicators


FSMAXFTKFXDifference

Max Drawdown

Largest peak-to-trough decline

-50.55%

-17.81%

-32.74%

Max Drawdown (1Y)

Largest decline over 1 year

-14.64%

-2.81%

-11.83%

Max Drawdown (5Y)

Largest decline over 5 years

-36.31%

-17.81%

-18.50%

Max Drawdown (10Y)

Largest decline over 10 years

-50.55%

Current Drawdown

Current decline from peak

-7.18%

-2.21%

-4.97%

Average Drawdown

Average peak-to-trough decline

-12.29%

-4.24%

-8.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.57%

0.93%

+2.64%

Volatility

FSMAX vs. FTKFX - Volatility Comparison

Fidelity Extended Market Index Fund (FSMAX) has a higher volatility of 7.01% compared to Fidelity Total Bond K6 Fund (FTKFX) at 1.61%. This indicates that FSMAX's price experiences larger fluctuations and is considered to be riskier than FTKFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSMAXFTKFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.01%

1.61%

+5.40%

Volatility (6M)

Calculated over the trailing 6-month period

13.51%

2.62%

+10.89%

Volatility (1Y)

Calculated over the trailing 1-year period

23.00%

4.41%

+18.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.36%

5.63%

+16.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.21%

4.93%

+25.28%