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FSMD vs. SMLF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSMD vs. SMLF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Small-Mid Multifactor ETF (FSMD) and iShares MSCI USA Small-Cap Multifactor ETF (SMLF). The values are adjusted to include any dividend payments, if applicable.

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FSMD vs. SMLF - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FSMD
Fidelity Small-Mid Multifactor ETF
1.72%8.70%15.18%17.37%-11.15%26.40%8.94%8.81%
SMLF
iShares MSCI USA Small-Cap Multifactor ETF
1.08%12.30%16.33%19.99%-12.19%26.53%8.38%5.48%

Returns By Period

In the year-to-date period, FSMD achieves a 1.72% return, which is significantly higher than SMLF's 1.08% return.


FSMD

1D
3.04%
1M
-4.67%
YTD
1.72%
6M
2.29%
1Y
15.81%
3Y*
13.07%
5Y*
7.84%
10Y*

SMLF

1D
3.34%
1M
-4.37%
YTD
1.08%
6M
2.12%
1Y
22.93%
3Y*
15.22%
5Y*
8.55%
10Y*
11.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSMD vs. SMLF - Expense Ratio Comparison

FSMD has a 0.29% expense ratio, which is lower than SMLF's 0.30% expense ratio.


Return for Risk

FSMD vs. SMLF — Risk / Return Rank

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

FSMD
FSMD Risk / Return Rank: 5252
Overall Rank
FSMD Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
FSMD Sortino Ratio Rank: 4949
Sortino Ratio Rank
FSMD Omega Ratio Rank: 4747
Omega Ratio Rank
FSMD Calmar Ratio Rank: 5656
Calmar Ratio Rank
FSMD Martin Ratio Rank: 6060
Martin Ratio Rank

SMLF
SMLF Risk / Return Rank: 6363
Overall Rank
SMLF Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SMLF Sortino Ratio Rank: 6363
Sortino Ratio Rank
SMLF Omega Ratio Rank: 5959
Omega Ratio Rank
SMLF Calmar Ratio Rank: 6565
Calmar Ratio Rank
SMLF Martin Ratio Rank: 7070
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.

FSMD vs. SMLF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Small-Mid Multifactor ETF (FSMD) and iShares MSCI USA Small-Cap Multifactor ETF (SMLF). 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.


FSMDSMLFDifference

Sharpe ratio

Return per unit of total volatility

0.79

1.02

-0.22

Sortino ratio

Return per unit of downside risk

1.26

1.55

-0.29

Omega ratio

Gain probability vs. loss probability

1.17

1.21

-0.04

Calmar ratio

Return relative to maximum drawdown

1.33

1.56

-0.23

Martin ratio

Return relative to average drawdown

5.61

6.74

-1.14

FSMD vs. SMLF - Sharpe Ratio Comparison

The current FSMD Sharpe Ratio is 0.79, which is comparable to the SMLF Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of FSMD and SMLF, 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


FSMDSMLFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

1.02

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.41

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.49

-0.01

Correlation

The correlation between FSMD and SMLF is 0.96, 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

FSMD vs. SMLF - Dividend Comparison

FSMD's dividend yield for the trailing twelve months is around 1.37%, more than SMLF's 1.17% yield.


TTM20252024202320222021202020192018201720162015
FSMD
Fidelity Small-Mid Multifactor ETF
1.37%1.33%1.29%1.37%1.54%1.18%1.32%1.37%0.00%0.00%0.00%0.00%
SMLF
iShares MSCI USA Small-Cap Multifactor ETF
1.17%1.14%1.33%1.13%1.23%1.07%1.33%1.39%1.17%0.93%0.78%0.79%

Drawdowns

FSMD vs. SMLF - Drawdown Comparison

The maximum FSMD drawdown since its inception was -40.67%, roughly equal to the maximum SMLF drawdown of -41.89%. Use the drawdown chart below to compare losses from any high point for FSMD and SMLF.


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Drawdown Indicators


FSMDSMLFDifference

Max Drawdown

Largest peak-to-trough decline

-40.67%

-41.89%

+1.22%

Max Drawdown (1Y)

Largest decline over 1 year

-12.63%

-14.59%

+1.96%

Max Drawdown (5Y)

Largest decline over 5 years

-22.16%

-26.28%

+4.12%

Max Drawdown (10Y)

Largest decline over 10 years

-41.89%

Current Drawdown

Current decline from peak

-5.65%

-5.66%

+0.01%

Average Drawdown

Average peak-to-trough decline

-6.12%

-6.68%

+0.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

3.38%

-0.37%

Volatility

FSMD vs. SMLF - Volatility Comparison

The current volatility for Fidelity Small-Mid Multifactor ETF (FSMD) is 6.73%, while iShares MSCI USA Small-Cap Multifactor ETF (SMLF) has a volatility of 7.09%. This indicates that FSMD experiences smaller price fluctuations and is considered to be less risky than SMLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSMDSMLFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.73%

7.09%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

11.32%

13.36%

-2.04%

Volatility (1Y)

Calculated over the trailing 1-year period

20.07%

22.67%

-2.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.43%

21.14%

-2.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.54%

21.75%

-0.21%