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FTRNX vs. FSKAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FTRNX and FSKAX is 0.91, 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

FTRNX vs. FSKAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Trend Fund (FTRNX) and Fidelity Total Market Index Fund (FSKAX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FTRNX:

0.64

FSKAX:

0.67

Sortino Ratio

FTRNX:

1.00

FSKAX:

1.05

Omega Ratio

FTRNX:

1.14

FSKAX:

1.15

Calmar Ratio

FTRNX:

0.64

FSKAX:

0.68

Martin Ratio

FTRNX:

1.98

FSKAX:

2.56

Ulcer Index

FTRNX:

9.08%

FSKAX:

5.14%

Daily Std Dev

FTRNX:

30.47%

FSKAX:

20.05%

Max Drawdown

FTRNX:

-55.96%

FSKAX:

-35.01%

Current Drawdown

FTRNX:

-6.10%

FSKAX:

-3.04%

Returns By Period

In the year-to-date period, FTRNX achieves a 0.44% return, which is significantly lower than FSKAX's 1.47% return. Over the past 10 years, FTRNX has outperformed FSKAX with an annualized return of 15.81%, while FSKAX has yielded a comparatively lower 11.88% annualized return.


FTRNX

YTD

0.44%

1M

21.66%

6M

1.65%

1Y

19.46%

3Y*

25.26%

5Y*

17.94%

10Y*

15.81%

FSKAX

YTD

1.47%

1M

13.27%

6M

1.21%

1Y

13.31%

3Y*

16.25%

5Y*

16.10%

10Y*

11.88%

*Annualized

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Fidelity Trend Fund

Fidelity Total Market Index Fund

FTRNX vs. FSKAX - Expense Ratio Comparison

FTRNX has a 0.73% expense ratio, which is higher than FSKAX's 0.02% expense ratio.


Risk-Adjusted Performance

FTRNX vs. FSKAX — Risk-Adjusted Performance Rank

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

FTRNX
The Risk-Adjusted Performance Rank of FTRNX is 6060
Overall Rank
The Sharpe Ratio Rank of FTRNX is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of FTRNX is 5858
Sortino Ratio Rank
The Omega Ratio Rank of FTRNX is 5858
Omega Ratio Rank
The Calmar Ratio Rank of FTRNX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of FTRNX is 5454
Martin Ratio Rank

FSKAX
The Risk-Adjusted Performance Rank of FSKAX is 6565
Overall Rank
The Sharpe Ratio Rank of FSKAX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of FSKAX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of FSKAX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of FSKAX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of FSKAX is 6464
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.

FTRNX vs. FSKAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Trend Fund (FTRNX) and Fidelity Total Market Index Fund (FSKAX). 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 FTRNX Sharpe Ratio is 0.64, which is comparable to the FSKAX Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of FTRNX and FSKAX, 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

FTRNX vs. FSKAX - Dividend Comparison

FTRNX's dividend yield for the trailing twelve months is around 0.69%, less than FSKAX's 1.08% yield.


TTM20242023202220212020201920182017201620152014
FTRNX
Fidelity Trend Fund
0.69%0.46%0.05%0.01%0.00%0.04%0.23%0.26%0.35%0.46%2.49%3.12%
FSKAX
Fidelity Total Market Index Fund
1.08%1.19%1.41%1.62%1.15%1.45%1.80%2.06%1.66%1.82%1.96%1.63%

Drawdowns

FTRNX vs. FSKAX - Drawdown Comparison

The maximum FTRNX drawdown since its inception was -55.96%, which is greater than FSKAX's maximum drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for FTRNX and FSKAX. For additional features, visit the drawdowns tool.


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Volatility

FTRNX vs. FSKAX - Volatility Comparison

Fidelity Trend Fund (FTRNX) has a higher volatility of 7.74% compared to Fidelity Total Market Index Fund (FSKAX) at 5.58%. This indicates that FTRNX's price experiences larger fluctuations and is considered to be riskier than FSKAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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