FUMIX vs. SCHG
Compare and contrast key facts about Fidelity SAI U.S. Momentum Index Fund (FUMIX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
FUMIX is managed by Fidelity. It was launched on Feb 9, 2017. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. It was launched on Dec 11, 2009.
Performance
FUMIX vs. SCHG - Performance Comparison
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FUMIX vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FUMIX Fidelity SAI U.S. Momentum Index Fund | -3.26% | 17.01% | 33.39% | 14.67% | -15.79% | 22.56% | 29.92% | 24.16% | -1.41% | 22.71% |
SCHG Schwab U.S. Large-Cap Growth ETF | -9.73% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 36.02% | -1.36% | 21.50% |
Returns By Period
In the year-to-date period, FUMIX achieves a -3.26% return, which is significantly higher than SCHG's -9.73% return.
FUMIX
- 1D
- 4.25%
- 1M
- -5.54%
- YTD
- -3.26%
- 6M
- -4.57%
- 1Y
- 14.77%
- 3Y*
- 21.47%
- 5Y*
- 11.77%
- 10Y*
- —
SCHG
- 1D
- 0.96%
- 1M
- -4.46%
- YTD
- -9.73%
- 6M
- -8.15%
- 1Y
- 17.00%
- 3Y*
- 22.30%
- 5Y*
- 12.76%
- 10Y*
- 16.95%
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FUMIX vs. SCHG - Expense Ratio Comparison
FUMIX has a 0.11% expense ratio, which is higher than SCHG's 0.04% 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
FUMIX vs. SCHG — Risk / Return Rank
FUMIX
SCHG
FUMIX vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI U.S. Momentum Index Fund (FUMIX) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.
| FUMIX | SCHG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 0.76 | -0.02 |
Sortino ratioReturn per unit of downside risk | 1.17 | 1.24 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.17 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.18 | 1.09 | +0.09 |
Martin ratioReturn relative to average drawdown | 5.06 | 3.71 | +1.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FUMIX | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 0.76 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.57 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.79 | -0.12 |
Correlation
The correlation between FUMIX and SCHG is 0.87, 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
FUMIX vs. SCHG - Dividend Comparison
FUMIX's dividend yield for the trailing twelve months is around 2.87%, more than SCHG's 0.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FUMIX Fidelity SAI U.S. Momentum Index Fund | 2.87% | 2.77% | 5.89% | 18.09% | 2.10% | 20.67% | 8.68% | 2.09% | 3.84% | 0.88% | 0.00% | 0.00% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.43% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
Drawdowns
FUMIX vs. SCHG - Drawdown Comparison
The maximum FUMIX drawdown since its inception was -33.36%, roughly equal to the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for FUMIX and SCHG.
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Drawdown Indicators
| FUMIX | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.36% | -34.59% | +1.23% |
Max Drawdown (1Y)Largest decline over 1 year | -12.12% | -16.41% | +4.29% |
Max Drawdown (5Y)Largest decline over 5 years | -27.66% | -34.59% | +6.93% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.59% | — |
Current DrawdownCurrent decline from peak | -7.21% | -12.51% | +5.30% |
Average DrawdownAverage peak-to-trough decline | -6.42% | -5.22% | -1.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 4.84% | -2.01% |
Volatility
FUMIX vs. SCHG - Volatility Comparison
Fidelity SAI U.S. Momentum Index Fund (FUMIX) has a higher volatility of 8.16% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 6.77%. This indicates that FUMIX's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FUMIX | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.16% | 6.77% | +1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 13.26% | 12.54% | +0.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.35% | 22.45% | -1.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.05% | 22.31% | -1.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.76% | 21.51% | +0.25% |