FUMIX vs. VUG
Compare and contrast key facts about Fidelity SAI U.S. Momentum Index Fund (FUMIX) and Vanguard Growth ETF (VUG).
FUMIX is managed by Fidelity. It was launched on Feb 9, 2017. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP US Large Cap Growth Index. It was launched on Nov 13, 2000.
Performance
FUMIX vs. VUG - Performance Comparison
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FUMIX vs. VUG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FUMIX Fidelity SAI U.S. Momentum Index Fund | -7.20% | 17.01% | 33.39% | 14.67% | -15.79% | 22.56% | 29.92% | 24.16% | -1.41% | 22.71% |
VUG Vanguard Growth ETF | -10.37% | 19.40% | 32.69% | 46.83% | -33.16% | 27.35% | 40.25% | 37.03% | -3.32% | 20.99% |
Returns By Period
In the year-to-date period, FUMIX achieves a -7.20% return, which is significantly higher than VUG's -10.37% return.
FUMIX
- 1D
- -2.00%
- 1M
- -9.02%
- YTD
- -7.20%
- 6M
- -8.78%
- 1Y
- 10.91%
- 3Y*
- 19.80%
- 5Y*
- 11.22%
- 10Y*
- —
VUG
- 1D
- 4.00%
- 1M
- -5.12%
- YTD
- -10.37%
- 6M
- -8.73%
- 1Y
- 18.30%
- 3Y*
- 21.15%
- 5Y*
- 11.43%
- 10Y*
- 16.03%
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FUMIX vs. VUG - Expense Ratio Comparison
FUMIX has a 0.11% expense ratio, which is higher than VUG's 0.03% 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. VUG — Risk / Return Rank
FUMIX
VUG
FUMIX vs. VUG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI U.S. Momentum Index Fund (FUMIX) and Vanguard Growth ETF (VUG). 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 | VUG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.56 | 0.81 | -0.25 |
Sortino ratioReturn per unit of downside risk | 0.91 | 1.31 | -0.40 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.18 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.71 | 1.11 | -0.41 |
Martin ratioReturn relative to average drawdown | 3.07 | 3.96 | -0.88 |
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 | VUG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.56 | 0.81 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.52 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.75 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.57 | +0.08 |
Correlation
The correlation between FUMIX and VUG 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. VUG - Dividend Comparison
FUMIX's dividend yield for the trailing twelve months is around 2.99%, more than VUG's 0.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FUMIX Fidelity SAI U.S. Momentum Index Fund | 2.99% | 2.77% | 5.89% | 18.09% | 2.10% | 20.67% | 8.68% | 2.09% | 3.84% | 0.88% | 0.00% | 0.00% |
VUG Vanguard Growth ETF | 0.46% | 0.41% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% |
Drawdowns
FUMIX vs. VUG - Drawdown Comparison
The maximum FUMIX drawdown since its inception was -33.36%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for FUMIX and VUG.
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Drawdown Indicators
| FUMIX | VUG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.36% | -50.68% | +17.32% |
Max Drawdown (1Y)Largest decline over 1 year | -12.12% | -16.53% | +4.41% |
Max Drawdown (5Y)Largest decline over 5 years | -27.66% | -35.61% | +7.95% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.61% | — |
Current DrawdownCurrent decline from peak | -10.99% | -13.20% | +2.21% |
Average DrawdownAverage peak-to-trough decline | -6.42% | -7.13% | +0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 4.66% | -1.87% |
Volatility
FUMIX vs. VUG - Volatility Comparison
Fidelity SAI U.S. Momentum Index Fund (FUMIX) and Vanguard Growth ETF (VUG) have volatilities of 6.76% and 7.00%, 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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Volatility by Period
| FUMIX | VUG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.76% | 7.00% | -0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 12.58% | 12.65% | -0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.98% | 22.68% | -1.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.98% | 22.23% | -1.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.72% | 21.38% | +0.34% |