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FXAIX vs. IDMO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FXAIX vs. IDMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity 500 Index Fund (FXAIX) and Invesco S&P International Developed Momentum ETF (IDMO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with FXAIX having a 8.59% return and IDMO slightly lower at 8.17%. Over the past 10 years, FXAIX has outperformed IDMO with an annualized return of 15.44%, while IDMO has yielded a comparatively lower 12.64% annualized return.


FXAIX

1D
1.76%
1M
-0.55%
YTD
8.59%
6M
8.94%
1Y
23.79%
3Y*
21.06%
5Y*
13.34%
10Y*
15.44%

IDMO

1D
1.36%
1M
-1.92%
YTD
8.17%
6M
10.09%
1Y
23.12%
3Y*
25.21%
5Y*
15.50%
10Y*
12.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FXAIX vs. IDMO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FXAIX
Fidelity 500 Index Fund
8.59%17.84%25.01%26.29%-18.14%28.71%18.42%31.48%-4.43%21.82%
IDMO
Invesco S&P International Developed Momentum ETF
8.17%42.17%12.79%20.16%-12.03%14.31%22.01%26.09%-16.66%29.21%

Correlation

The correlation between FXAIX and IDMO is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.75

Correlation (3Y)
Calculated over the trailing 3-year period

0.70

Correlation (5Y)
Calculated over the trailing 5-year period

0.73

Correlation (10Y)
Calculated over the trailing 10-year period

0.62

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2012

0.53

Over the past year, FXAIX and IDMO have become more correlated (0.75) than their long-term average of 0.53, meaning their price movements have been converging.

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Return for Risk

FXAIX vs. IDMO — Risk / Return Rank

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

FXAIX
FXAIX Risk / Return Rank: 7373
Overall Rank
FXAIX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FXAIX Sortino Ratio Rank: 6868
Sortino Ratio Rank
FXAIX Omega Ratio Rank: 6969
Omega Ratio Rank
FXAIX Calmar Ratio Rank: 7373
Calmar Ratio Rank
FXAIX Martin Ratio Rank: 8484
Martin Ratio Rank

IDMO
IDMO Risk / Return Rank: 4444
Overall Rank
IDMO Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
IDMO Sortino Ratio Rank: 4343
Sortino Ratio Rank
IDMO Omega Ratio Rank: 4242
Omega Ratio Rank
IDMO Calmar Ratio Rank: 4343
Calmar Ratio Rank
IDMO Martin Ratio Rank: 5151
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.

FXAIX vs. IDMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity 500 Index Fund (FXAIX) and Invesco S&P International Developed Momentum ETF (IDMO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FXAIXIDMODifference
Sharpe ratioReturn per unit of total volatility

+0.68

Sortino ratioReturn per unit of downside risk

+0.75

Omega ratioGain probability vs. loss probability

1.36

1.24

+0.11

Calmar ratioReturn relative to maximum drawdown

2.74

1.89

+0.85

Martin ratioReturn relative to average drawdown

12.46

7.64

+4.82

FXAIX vs. IDMO - Sharpe Ratio Comparison

The current FXAIX Sharpe Ratio is 1.97, which is higher than the IDMO Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of FXAIX and IDMO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FXAIX vs. IDMO - Drawdown Comparison

The maximum FXAIX drawdown since its inception was -33.79%, smaller than the maximum IDMO drawdown of -39.38%. Use the drawdown chart below to compare losses from any high point for FXAIX and IDMO.


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Drawdown Indicators


FXAIXIDMODifference

Max Drawdown

Largest peak-to-trough decline

-33.79%

-39.38%

+5.59%

Max Drawdown (1Y)

Largest decline over 1 year

-8.89%

-12.31%

+3.42%

Max Drawdown (3Y)

Largest decline over 3 years

-18.76%

-12.65%

-6.11%

Max Drawdown (5Y)

Largest decline over 5 years

-24.50%

-27.07%

+2.57%

Max Drawdown (10Y)

Largest decline over 10 years

-33.79%

-31.34%

-2.45%

Current Drawdown

Current decline from peak

-2.79%

-1.92%

-0.87%

Average Drawdown

Average peak-to-trough decline

-3.79%

-9.74%

+5.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

3.04%

-1.09%

Volatility

FXAIX vs. IDMO - Volatility Comparison

The current volatility for Fidelity 500 Index Fund (FXAIX) is 4.44%, while Invesco S&P International Developed Momentum ETF (IDMO) has a volatility of 7.92%. This indicates that FXAIX experiences smaller price fluctuations and is considered to be less risky than IDMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FXAIXIDMODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.44%

7.92%

-3.48%

Volatility (6M)

Calculated over the trailing 6-month period

9.70%

16.02%

-6.32%

Volatility (1Y)

Calculated over the trailing 1-year period

12.37%

17.92%

-5.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.99%

18.03%

-1.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.10%

18.18%

-0.08%

FXAIX vs. IDMO - Expense Ratio Comparison

FXAIX has a 0.02% expense ratio, which is lower than IDMO's 0.25% 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%.


Dividends

FXAIX vs. IDMO - Dividend Comparison

FXAIX's dividend yield for the trailing twelve months is around 1.06%, less than IDMO's 3.52% yield.


PositionTTM20252024202320222021202020192018201720162015
FXAIX
Fidelity 500 Index Fund
1.06%1.11%1.25%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%
IDMO
Invesco S&P International Developed Momentum ETF
3.52%3.71%2.24%2.89%3.66%1.81%1.63%2.78%3.27%3.08%2.18%2.52%

Frequently Asked Questions


FXAIX and IDMO have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IDMO has higher volatility (7.92%) compared to FXAIX (4.44%). In terms of maximum drawdown, FXAIX dropped -33.79% vs IDMO's -39.38%.

FXAIX currently has the higher Sharpe Ratio (1.97 vs 1.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FXAIX and IDMO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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