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FSMAX vs. VFWSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSMAX vs. VFWSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Extended Market Index Fund (FSMAX) and Vanguard FTSE All-World ex-US Index Fund Institutional Shares (VFWSX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FSMAX achieves a 14.89% return, which is significantly lower than VFWSX's 15.78% return. Over the past 10 years, FSMAX has outperformed VFWSX with an annualized return of 12.17%, while VFWSX has yielded a comparatively lower 10.06% annualized return.


FSMAX

1D
1.07%
1M
5.80%
YTD
14.89%
6M
13.61%
1Y
30.08%
3Y*
20.13%
5Y*
6.91%
10Y*
12.17%

VFWSX

1D
0.66%
1M
5.91%
YTD
15.78%
6M
18.57%
1Y
33.79%
3Y*
20.08%
5Y*
9.08%
10Y*
10.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSMAX vs. VFWSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSMAX
Fidelity Extended Market Index Fund
14.89%11.40%16.99%25.36%-26.44%12.41%32.28%28.01%-9.44%18.04%
VFWSX
Vanguard FTSE All-World ex-US Index Fund Institutional Shares
15.78%32.38%5.45%15.59%-15.48%8.11%11.37%21.58%-13.97%27.24%

Correlation

The correlation between FSMAX and VFWSX is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.73

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

0.73

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

0.75

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

0.75

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2011

0.76

The correlation between FSMAX and VFWSX has been stable across timeframes, ranging from 0.73 to 0.76 - a consistent structural relationship.

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Return for Risk

FSMAX vs. VFWSX — Risk / Return Rank

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

FSMAX
FSMAX Risk / Return Rank: 4747
Overall Rank
FSMAX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FSMAX Sortino Ratio Rank: 3939
Sortino Ratio Rank
FSMAX Omega Ratio Rank: 3737
Omega Ratio Rank
FSMAX Calmar Ratio Rank: 6666
Calmar Ratio Rank
FSMAX Martin Ratio Rank: 5454
Martin Ratio Rank

VFWSX
VFWSX Risk / Return Rank: 5959
Overall Rank
VFWSX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
VFWSX Sortino Ratio Rank: 5555
Sortino Ratio Rank
VFWSX Omega Ratio Rank: 5959
Omega Ratio Rank
VFWSX Calmar Ratio Rank: 5959
Calmar Ratio Rank
VFWSX Martin Ratio Rank: 5858
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. VFWSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Extended Market Index Fund (FSMAX) and Vanguard FTSE All-World ex-US Index Fund Institutional Shares (VFWSX). 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.


FSMAXVFWSXDifference
Sharpe ratioReturn per unit of total volatility

-0.45

Sortino ratioReturn per unit of downside risk

-0.55

Omega ratioGain probability vs. loss probability

1.32

1.43

-0.11

Calmar ratioReturn relative to maximum drawdown

3.12

2.94

+0.19

Martin ratioReturn relative to average drawdown

11.05

11.55

-0.51

FSMAX vs. VFWSX - Sharpe Ratio Comparison

The current FSMAX Sharpe Ratio is 1.87, which is comparable to the VFWSX Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of FSMAX and VFWSX, 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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Sharpe Ratios by Period


FSMAXVFWSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

2.32

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.60

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.63

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.28

+0.18

Drawdowns

FSMAX vs. VFWSX - Drawdown Comparison

The maximum FSMAX drawdown since its inception was -50.55%, smaller than the maximum VFWSX drawdown of -61.60%. Use the drawdown chart below to compare losses from any high point for FSMAX and VFWSX.


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Drawdown Indicators


FSMAXVFWSXDifference

Max Drawdown

Largest peak-to-trough decline

-50.55%

-61.60%

+11.05%

Max Drawdown (1Y)

Largest decline over 1 year

-10.26%

-11.34%

+1.08%

Max Drawdown (3Y)

Largest decline over 3 years

-26.82%

-13.26%

-13.56%

Max Drawdown (5Y)

Largest decline over 5 years

-36.31%

-29.37%

-6.94%

Max Drawdown (10Y)

Largest decline over 10 years

-50.55%

-34.87%

-15.68%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-12.17%

-13.25%

+1.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

2.88%

+0.02%

Volatility

FSMAX vs. VFWSX - Volatility Comparison

Fidelity Extended Market Index Fund (FSMAX) and Vanguard FTSE All-World ex-US Index Fund Institutional Shares (VFWSX) have volatilities of 4.70% and 4.89%, 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


FSMAXVFWSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.70%

4.89%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

12.46%

12.06%

+0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

17.17%

14.41%

+2.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.33%

15.18%

+7.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.24%

16.08%

+14.16%

FSMAX vs. VFWSX - Expense Ratio Comparison

FSMAX has a 0.04% expense ratio, which is lower than VFWSX's 0.08% 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

FSMAX vs. VFWSX - Dividend Comparison

FSMAX's dividend yield for the trailing twelve months is around 0.50%, less than VFWSX's 2.57% yield.


PositionTTM20252024202320222021202020192018201720162015
FSMAX
Fidelity Extended Market Index Fund
0.50%0.57%0.48%1.17%1.90%7.49%2.14%4.30%6.09%5.44%4.85%6.34%
VFWSX
Vanguard FTSE All-World ex-US Index Fund Institutional Shares
2.57%3.08%3.23%3.31%3.10%3.06%1.99%3.10%3.28%2.67%2.97%2.97%

Frequently Asked Questions


FSMAX and VFWSX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VFWSX has higher volatility (4.89%) compared to FSMAX (4.70%). In terms of maximum drawdown, FSMAX dropped -50.55% vs VFWSX's -61.60%.

VFWSX currently has the higher Sharpe Ratio (2.32 vs 1.87), 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.

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