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

Correlation

The correlation between FSSNX and VTWO is 0.83, 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.


Performance

FSSNX vs. VTWO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Small Cap Index Fund (FSSNX) and Vanguard Russell 2000 ETF (VTWO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FSSNX:

0.03

VTWO:

0.09

Sortino Ratio

FSSNX:

0.36

VTWO:

0.34

Omega Ratio

FSSNX:

1.05

VTWO:

1.04

Calmar Ratio

FSSNX:

0.11

VTWO:

0.10

Martin Ratio

FSSNX:

0.33

VTWO:

0.29

Ulcer Index

FSSNX:

9.46%

VTWO:

9.55%

Daily Std Dev

FSSNX:

24.52%

VTWO:

24.40%

Max Drawdown

FSSNX:

-44.52%

VTWO:

-41.19%

Current Drawdown

FSSNX:

-13.61%

VTWO:

-12.91%

Returns By Period

In the year-to-date period, FSSNX achieves a -5.60% return, which is significantly lower than VTWO's -4.75% return. Over the past 10 years, FSSNX has underperformed VTWO with an annualized return of 5.47%, while VTWO has yielded a comparatively higher 6.86% annualized return.


FSSNX

YTD

-5.60%

1M

12.48%

6M

-8.38%

1Y

1.43%

5Y*

11.78%

10Y*

5.47%

VTWO

YTD

-4.75%

1M

13.59%

6M

-7.62%

1Y

2.23%

5Y*

12.50%

10Y*

6.86%

*Annualized

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FSSNX vs. VTWO - Expense Ratio Comparison

FSSNX has a 0.03% expense ratio, which is lower than VTWO's 0.10% 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%.


Risk-Adjusted Performance

FSSNX vs. VTWO — Risk-Adjusted Performance Rank

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

FSSNX
The Risk-Adjusted Performance Rank of FSSNX is 2525
Overall Rank
The Sharpe Ratio Rank of FSSNX is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of FSSNX is 2727
Sortino Ratio Rank
The Omega Ratio Rank of FSSNX is 2525
Omega Ratio Rank
The Calmar Ratio Rank of FSSNX is 2626
Calmar Ratio Rank
The Martin Ratio Rank of FSSNX is 2323
Martin Ratio Rank

VTWO
The Risk-Adjusted Performance Rank of VTWO is 2121
Overall Rank
The Sharpe Ratio Rank of VTWO is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of VTWO is 2222
Sortino Ratio Rank
The Omega Ratio Rank of VTWO is 2121
Omega Ratio Rank
The Calmar Ratio Rank of VTWO is 2222
Calmar Ratio Rank
The Martin Ratio Rank of VTWO is 2020
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FSSNX vs. VTWO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Small Cap Index Fund (FSSNX) and Vanguard Russell 2000 ETF (VTWO). 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 FSSNX Sharpe Ratio is 0.03, which is lower than the VTWO Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of FSSNX and VTWO, 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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Dividends

FSSNX vs. VTWO - Dividend Comparison

FSSNX's dividend yield for the trailing twelve months is around 1.09%, less than VTWO's 1.36% yield.


TTM20242023202220212020201920182017201620152014
FSSNX
Fidelity Small Cap Index Fund
1.09%1.03%1.43%1.26%3.92%0.94%2.96%5.39%3.67%2.27%4.53%4.80%
VTWO
Vanguard Russell 2000 ETF
1.36%1.21%1.45%1.48%1.13%0.92%1.36%1.41%1.18%1.27%1.23%1.12%

Drawdowns

FSSNX vs. VTWO - Drawdown Comparison

The maximum FSSNX drawdown since its inception was -44.52%, which is greater than VTWO's maximum drawdown of -41.19%. Use the drawdown chart below to compare losses from any high point for FSSNX and VTWO. For additional features, visit the drawdowns tool.


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Volatility

FSSNX vs. VTWO - Volatility Comparison

Fidelity Small Cap Index Fund (FSSNX) and Vanguard Russell 2000 ETF (VTWO) have volatilities of 6.45% and 6.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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