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FSSNX vs. FLXSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSSNX vs. FLXSX - Performance Comparison

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

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FSSNX vs. FLXSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSSNX
Fidelity Small Cap Index Fund
-2.46%12.94%11.71%17.11%-20.28%14.70%19.99%25.70%-11.24%14.05%
FLXSX
Fidelity Flex Small Cap Index Fund
-3.13%12.02%11.67%17.11%-20.29%14.84%20.06%25.69%-11.13%14.28%

Returns By Period

In the year-to-date period, FSSNX achieves a -2.46% return, which is significantly higher than FLXSX's -3.13% return.


FSSNX

1D
-1.44%
1M
-8.16%
YTD
-2.46%
6M
-0.28%
1Y
21.68%
3Y*
11.92%
5Y*
3.17%
10Y*
9.53%

FLXSX

1D
-1.59%
1M
-8.74%
YTD
-3.13%
6M
-1.03%
1Y
19.83%
3Y*
11.35%
5Y*
2.86%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSSNX vs. FLXSX - Expense Ratio Comparison

FSSNX has a 0.03% expense ratio, which is higher than FLXSX's 0.00% expense ratio. However, 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

FSSNX vs. FLXSX — Risk / Return Rank

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

FSSNX
FSSNX Risk / Return Rank: 5050
Overall Rank
FSSNX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FSSNX Sortino Ratio Rank: 5252
Sortino Ratio Rank
FSSNX Omega Ratio Rank: 4242
Omega Ratio Rank
FSSNX Calmar Ratio Rank: 5858
Calmar Ratio Rank
FSSNX Martin Ratio Rank: 5353
Martin Ratio Rank

FLXSX
FLXSX Risk / Return Rank: 4040
Overall Rank
FLXSX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FLXSX Sortino Ratio Rank: 4343
Sortino Ratio Rank
FLXSX Omega Ratio Rank: 3434
Omega Ratio Rank
FLXSX Calmar Ratio Rank: 4545
Calmar Ratio Rank
FLXSX Martin Ratio Rank: 3838
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.

FSSNX vs. FLXSX - Risk-Adjusted Trends Comparison

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


FSSNXFLXSXDifference

Sharpe ratio

Return per unit of total volatility

0.92

0.82

+0.09

Sortino ratio

Return per unit of downside risk

1.41

1.28

+0.13

Omega ratio

Gain probability vs. loss probability

1.18

1.16

+0.02

Calmar ratio

Return relative to maximum drawdown

1.34

1.11

+0.22

Martin ratio

Return relative to average drawdown

5.05

4.00

+1.05

FSSNX vs. FLXSX - Sharpe Ratio Comparison

The current FSSNX Sharpe Ratio is 0.92, which is comparable to the FLXSX Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of FSSNX and FLXSX, 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


FSSNXFLXSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

0.82

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.13

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.33

+0.15

Correlation

The correlation between FSSNX and FLXSX is 1.00, 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

FSSNX vs. FLXSX - Dividend Comparison

FSSNX's dividend yield for the trailing twelve months is around 1.11%, while FLXSX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
FSSNX
Fidelity Small Cap Index Fund
1.11%1.08%1.04%1.43%1.26%3.92%0.94%2.96%4.94%3.37%2.27%2.66%
FLXSX
Fidelity Flex Small Cap Index Fund
0.00%0.00%1.36%1.49%1.26%2.74%1.06%2.86%2.31%0.77%0.00%0.00%

Drawdowns

FSSNX vs. FLXSX - Drawdown Comparison

The maximum FSSNX drawdown since its inception was -41.72%, roughly equal to the maximum FLXSX drawdown of -41.72%. Use the drawdown chart below to compare losses from any high point for FSSNX and FLXSX.


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Drawdown Indicators


FSSNXFLXSXDifference

Max Drawdown

Largest peak-to-trough decline

-41.72%

-41.72%

0.00%

Max Drawdown (1Y)

Largest decline over 1 year

-13.89%

-13.94%

+0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-31.87%

-31.88%

+0.01%

Max Drawdown (10Y)

Largest decline over 10 years

-41.72%

Current Drawdown

Current decline from peak

-11.00%

-12.25%

+1.25%

Average Drawdown

Average peak-to-trough decline

-8.37%

-10.60%

+2.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.68%

4.10%

-0.42%

Volatility

FSSNX vs. FLXSX - Volatility Comparison

The current volatility for Fidelity Small Cap Index Fund (FSSNX) is 6.60%, while Fidelity Flex Small Cap Index Fund (FLXSX) has a volatility of 7.04%. This indicates that FSSNX experiences smaller price fluctuations and is considered to be less risky than FLXSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSSNXFLXSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.60%

7.04%

-0.44%

Volatility (6M)

Calculated over the trailing 6-month period

14.12%

14.95%

-0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

23.11%

23.66%

-0.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.56%

22.65%

-0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.38%

24.08%

-0.70%