PortfoliosLab logoPortfoliosLab logo
FSMAX vs. VMGMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSMAX vs. VMGMX - Performance Comparison

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

Loading graphics...

FSMAX vs. VMGMX - 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%18.04%
VMGMX
Vanguard Mid-Cap Growth Index Fund Admiral Shares
-7.61%10.69%15.65%23.93%-28.84%20.48%34.45%33.85%-5.61%21.83%

Returns By Period

In the year-to-date period, FSMAX achieves a -1.26% return, which is significantly higher than VMGMX's -7.61% return. Both investments have delivered pretty close results over the past 10 years, with FSMAX having a 10.91% annualized return and VMGMX not far behind at 10.62%.


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%

VMGMX

1D
3.15%
1M
-7.31%
YTD
-7.61%
6M
-12.10%
1Y
5.25%
3Y*
10.47%
5Y*
4.04%
10Y*
10.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


FSMAX vs. VMGMX - Expense Ratio Comparison

FSMAX has a 0.04% expense ratio, which is lower than VMGMX'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%.


Return for Risk

FSMAX vs. VMGMX — 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

VMGMX
VMGMX Risk / Return Rank: 1212
Overall Rank
VMGMX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
VMGMX Sortino Ratio Rank: 1111
Sortino Ratio Rank
VMGMX Omega Ratio Rank: 1010
Omega Ratio Rank
VMGMX Calmar Ratio Rank: 1313
Calmar Ratio Rank
VMGMX Martin Ratio Rank: 1313
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. VMGMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Extended Market Index Fund (FSMAX) and Vanguard Mid-Cap Growth Index Fund Admiral Shares (VMGMX). 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.


FSMAXVMGMXDifference

Sharpe ratio

Return per unit of total volatility

0.91

0.28

+0.63

Sortino ratio

Return per unit of downside risk

1.40

0.55

+0.86

Omega ratio

Gain probability vs. loss probability

1.19

1.07

+0.12

Calmar ratio

Return relative to maximum drawdown

1.39

0.39

+1.00

Martin ratio

Return relative to average drawdown

5.70

1.21

+4.49

FSMAX vs. VMGMX - Sharpe Ratio Comparison

The current FSMAX Sharpe Ratio is 0.91, which is higher than the VMGMX Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of FSMAX and VMGMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FSMAXVMGMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

0.28

+0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.19

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.51

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.59

-0.17

Correlation

The correlation between FSMAX and VMGMX is 0.93, 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. VMGMX - Dividend Comparison

FSMAX's dividend yield for the trailing twelve months is around 0.58%, less than VMGMX's 0.71% 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%
VMGMX
Vanguard Mid-Cap Growth Index Fund Admiral Shares
0.71%0.64%0.67%0.71%0.78%0.34%0.56%0.78%0.84%0.72%0.81%0.82%

Drawdowns

FSMAX vs. VMGMX - Drawdown Comparison

The maximum FSMAX drawdown since its inception was -50.55%, which is greater than VMGMX's maximum drawdown of -37.17%. Use the drawdown chart below to compare losses from any high point for FSMAX and VMGMX.


Loading graphics...

Drawdown Indicators


FSMAXVMGMXDifference

Max Drawdown

Largest peak-to-trough decline

-50.55%

-37.17%

-13.38%

Max Drawdown (1Y)

Largest decline over 1 year

-14.64%

-15.95%

+1.31%

Max Drawdown (5Y)

Largest decline over 5 years

-36.31%

-37.17%

+0.86%

Max Drawdown (10Y)

Largest decline over 10 years

-50.55%

-37.17%

-13.38%

Current Drawdown

Current decline from peak

-7.18%

-13.31%

+6.13%

Average Drawdown

Average peak-to-trough decline

-12.29%

-7.05%

-5.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.57%

5.11%

-1.54%

Volatility

FSMAX vs. VMGMX - Volatility Comparison

Fidelity Extended Market Index Fund (FSMAX) has a higher volatility of 7.01% compared to Vanguard Mid-Cap Growth Index Fund Admiral Shares (VMGMX) at 6.47%. This indicates that FSMAX's price experiences larger fluctuations and is considered to be riskier than VMGMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FSMAXVMGMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.01%

6.47%

+0.54%

Volatility (6M)

Calculated over the trailing 6-month period

13.51%

12.40%

+1.11%

Volatility (1Y)

Calculated over the trailing 1-year period

23.00%

21.07%

+1.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.36%

21.39%

+0.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.21%

20.93%

+9.28%