FSMVX vs. FMDE

In the year-to-date period, FSMVX achieves a -8.26% return, which is significantly lower than FMDE's -1.48% return.

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FSMVX has a 0.57% expense ratio, which is higher than FMDE's 0.23% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Fidelity Mid Cap Value Fund (FSMVX) and Fidelity Enhanced Mid Cap ETF (FMDE). 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.

The current FSMVX Sharpe Ratio is -0.50, which is lower than the FMDE Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of FSMVX and FMDE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FSMVX's dividend yield for the trailing twelve months is around 1.05%, less than FMDE's 1.19% yield.

The maximum FSMVX drawdown since its inception was -62.80%, which is greater than FMDE's maximum drawdown of -21.10%. Use the drawdown chart below to compare losses from any high point for FSMVX and FMDE. For additional features, visit the drawdowns tool.

Fidelity Mid Cap Value Fund (FSMVX) has a higher volatility of 7.42% compared to Fidelity Enhanced Mid Cap ETF (FMDE) at 6.33%. This indicates that FSMVX's price experiences larger fluctuations and is considered to be riskier than FMDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.