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FSSNX vs. FECGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSSNX and FECGX is 0.97, 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.


-0.50.00.51.01.0

Performance

FSSNX vs. FECGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Small Cap Index Fund (FSSNX) and Fidelity Small Cap Growth Index Fund (FECGX). The values are adjusted to include any dividend payments, if applicable.

30.00%40.00%50.00%60.00%70.00%JulyAugustSeptemberOctoberNovemberDecember
54.50%
49.44%
FSSNX
FECGX

Key characteristics

Sharpe Ratio

FSSNX:

0.68

FECGX:

0.85

Sortino Ratio

FSSNX:

1.09

FECGX:

1.30

Omega Ratio

FSSNX:

1.13

FECGX:

1.15

Calmar Ratio

FSSNX:

0.76

FECGX:

0.68

Martin Ratio

FSSNX:

3.69

FECGX:

4.42

Ulcer Index

FSSNX:

3.86%

FECGX:

4.15%

Daily Std Dev

FSSNX:

20.92%

FECGX:

21.64%

Max Drawdown

FSSNX:

-41.72%

FECGX:

-41.85%

Current Drawdown

FSSNX:

-8.52%

FECGX:

-11.19%

Returns By Period

In the year-to-date period, FSSNX achieves a 11.65% return, which is significantly lower than FECGX's 15.56% return.


FSSNX

YTD

11.65%

1M

-3.12%

6M

10.99%

1Y

12.05%

5Y*

7.49%

10Y*

8.41%

FECGX

YTD

15.56%

1M

-1.59%

6M

11.35%

1Y

16.23%

5Y*

6.98%

10Y*

N/A

Compare stocks, funds, or ETFs

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


FSSNX vs. FECGX - Expense Ratio Comparison

FSSNX has a 0.03% expense ratio, which is lower than FECGX's 0.05% 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%.


FECGX
Fidelity Small Cap Growth Index Fund
Expense ratio chart for FECGX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for FSSNX: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

FSSNX vs. FECGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Small Cap Index Fund (FSSNX) and Fidelity Small Cap Growth Index Fund (FECGX). 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.


Sharpe ratio
The chart of Sharpe ratio for FSSNX, currently valued at 0.68, compared to the broader market-1.000.001.002.003.004.000.680.85
The chart of Sortino ratio for FSSNX, currently valued at 1.09, compared to the broader market-2.000.002.004.006.008.0010.001.091.30
The chart of Omega ratio for FSSNX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.003.501.131.15
The chart of Calmar ratio for FSSNX, currently valued at 0.76, compared to the broader market0.005.0010.0015.000.760.68
The chart of Martin ratio for FSSNX, currently valued at 3.69, compared to the broader market0.0020.0040.0060.003.694.42
FSSNX
FECGX

The current FSSNX Sharpe Ratio is 0.68, which is comparable to the FECGX Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of FSSNX and FECGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.68
0.85
FSSNX
FECGX

Dividends

FSSNX vs. FECGX - Dividend Comparison

FSSNX's dividend yield for the trailing twelve months is around 0.12%, less than FECGX's 0.72% yield.


TTM20232022202120202019201820172016201520142013
FSSNX
Fidelity Small Cap Index Fund
0.12%1.43%1.26%1.26%0.94%1.32%1.33%1.15%1.24%2.80%4.80%2.82%
FECGX
Fidelity Small Cap Growth Index Fund
0.72%0.81%0.80%0.57%0.38%0.24%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FSSNX vs. FECGX - Drawdown Comparison

The maximum FSSNX drawdown since its inception was -41.72%, roughly equal to the maximum FECGX drawdown of -41.85%. Use the drawdown chart below to compare losses from any high point for FSSNX and FECGX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.52%
-11.19%
FSSNX
FECGX

Volatility

FSSNX vs. FECGX - Volatility Comparison

The current volatility for Fidelity Small Cap Index Fund (FSSNX) is 6.19%, while Fidelity Small Cap Growth Index Fund (FECGX) has a volatility of 6.63%. This indicates that FSSNX experiences smaller price fluctuations and is considered to be less risky than FECGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.19%
6.63%
FSSNX
FECGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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