FZFLX vs. FTSIX
Compare and contrast key facts about Fidelity SAI Small-Mid Cap 500 Index Fund (FZFLX) and Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX).
FZFLX is managed by Fidelity. It was launched on Aug 12, 2015. FTSIX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 26, 2018.
Performance
FZFLX vs. FTSIX - Performance Comparison
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FZFLX vs. FTSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FZFLX Fidelity SAI Small-Mid Cap 500 Index Fund | 2.68% | 10.76% | 15.52% | 17.75% | -15.62% | 20.40% | 19.78% | 31.96% |
FTSIX Fuller & Thaler Behavioral Small-Mid Core Equity Fund | 3.61% | 6.04% | 11.86% | 18.52% | -17.63% | 25.29% | 19.19% | 26.72% |
Returns By Period
In the year-to-date period, FZFLX achieves a 2.68% return, which is significantly lower than FTSIX's 3.61% return.
FZFLX
- 1D
- -2.75%
- 1M
- -9.45%
- YTD
- 2.68%
- 6M
- 4.85%
- 1Y
- 21.13%
- 3Y*
- 14.17%
- 5Y*
- 7.49%
- 10Y*
- 11.53%
FTSIX
- 1D
- -0.79%
- 1M
- -6.26%
- YTD
- 3.61%
- 6M
- 6.00%
- 1Y
- 15.31%
- 3Y*
- 10.74%
- 5Y*
- 5.15%
- 10Y*
- —
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FZFLX vs. FTSIX - Expense Ratio Comparison
FZFLX has a 0.05% expense ratio, which is lower than FTSIX's 2.69% expense ratio.
Return for Risk
FZFLX vs. FTSIX — Risk / Return Rank
FZFLX
FTSIX
FZFLX vs. FTSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI Small-Mid Cap 500 Index Fund (FZFLX) and Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX). 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.
| FZFLX | FTSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 0.80 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.36 | 1.27 | +0.09 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.17 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 1.06 | +0.19 |
Martin ratioReturn relative to average drawdown | 5.41 | 4.30 | +1.11 |
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
| FZFLX | FTSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 0.80 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.27 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.51 | 0.00 |
Correlation
The correlation between FZFLX and FTSIX is 0.94, 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
FZFLX vs. FTSIX - Dividend Comparison
FZFLX's dividend yield for the trailing twelve months is around 56.26%, more than FTSIX's 0.62% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FZFLX Fidelity SAI Small-Mid Cap 500 Index Fund | 56.26% | 57.77% | 10.20% | 2.35% | 79.79% | 50.77% | 7.19% | 6.49% | 7.69% | 1.68% | 0.93% | 0.67% |
FTSIX Fuller & Thaler Behavioral Small-Mid Core Equity Fund | 0.62% | 0.64% | 0.84% | 0.85% | 0.95% | 5.50% | 0.35% | 2.16% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FZFLX vs. FTSIX - Drawdown Comparison
The maximum FZFLX drawdown since its inception was -42.03%, roughly equal to the maximum FTSIX drawdown of -42.12%. Use the drawdown chart below to compare losses from any high point for FZFLX and FTSIX.
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Drawdown Indicators
| FZFLX | FTSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.03% | -42.12% | +0.09% |
Max Drawdown (1Y)Largest decline over 1 year | -14.54% | -13.29% | -1.25% |
Max Drawdown (5Y)Largest decline over 5 years | -24.77% | -27.57% | +2.80% |
Max Drawdown (10Y)Largest decline over 10 years | -42.03% | — | — |
Current DrawdownCurrent decline from peak | -10.68% | -6.80% | -3.88% |
Average DrawdownAverage peak-to-trough decline | -5.81% | -7.80% | +1.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.36% | 3.27% | +0.09% |
Volatility
FZFLX vs. FTSIX - Volatility Comparison
Fidelity SAI Small-Mid Cap 500 Index Fund (FZFLX) has a higher volatility of 10.12% compared to Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) at 5.08%. This indicates that FZFLX's price experiences larger fluctuations and is considered to be riskier than FTSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FZFLX | FTSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.12% | 5.08% | +5.04% |
Volatility (6M)Calculated over the trailing 6-month period | 15.61% | 11.04% | +4.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.87% | 20.05% | +3.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.66% | 19.10% | +1.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.85% | 23.47% | -2.62% |