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FZFLX vs. TMSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FZFLX vs. TMSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity SAI Small-Mid Cap 500 Index Fund (FZFLX) and Thrivent Mid Cap Stock Fund Class S (TMSIX). The values are adjusted to include any dividend payments, if applicable.

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FZFLX vs. TMSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%-9.25%18.41%
TMSIX
Thrivent Mid Cap Stock Fund Class S
-2.40%4.64%14.08%13.90%-17.68%28.06%21.96%24.88%-10.47%18.90%

Returns By Period

In the year-to-date period, FZFLX achieves a 2.68% return, which is significantly higher than TMSIX's -2.40% return. Both investments have delivered pretty close results over the past 10 years, with FZFLX having a 11.53% annualized return and TMSIX not far behind at 11.16%.


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%

TMSIX

1D
-0.54%
1M
-8.39%
YTD
-2.40%
6M
-0.70%
1Y
6.18%
3Y*
8.10%
5Y*
5.03%
10Y*
11.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FZFLX vs. TMSIX - Expense Ratio Comparison

FZFLX has a 0.05% expense ratio, which is lower than TMSIX's 0.74% expense ratio.


Return for Risk

FZFLX vs. TMSIX — Risk / Return Rank

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

FZFLX
FZFLX Risk / Return Rank: 4949
Overall Rank
FZFLX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
FZFLX Sortino Ratio Rank: 4848
Sortino Ratio Rank
FZFLX Omega Ratio Rank: 4545
Omega Ratio Rank
FZFLX Calmar Ratio Rank: 5353
Calmar Ratio Rank
FZFLX Martin Ratio Rank: 5656
Martin Ratio Rank

TMSIX
TMSIX Risk / Return Rank: 1414
Overall Rank
TMSIX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
TMSIX Sortino Ratio Rank: 1414
Sortino Ratio Rank
TMSIX Omega Ratio Rank: 1414
Omega Ratio Rank
TMSIX Calmar Ratio Rank: 1313
Calmar Ratio Rank
TMSIX Martin Ratio Rank: 1515
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.

FZFLX vs. TMSIX - 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 Thrivent Mid Cap Stock Fund Class S (TMSIX). 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.


FZFLXTMSIXDifference

Sharpe ratio

Return per unit of total volatility

0.90

0.34

+0.56

Sortino ratio

Return per unit of downside risk

1.36

0.62

+0.74

Omega ratio

Gain probability vs. loss probability

1.19

1.08

+0.11

Calmar ratio

Return relative to maximum drawdown

1.25

0.34

+0.91

Martin ratio

Return relative to average drawdown

5.41

1.38

+4.03

FZFLX vs. TMSIX - Sharpe Ratio Comparison

The current FZFLX Sharpe Ratio is 0.90, which is higher than the TMSIX Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of FZFLX and TMSIX, 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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Sharpe Ratios by Period


FZFLXTMSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

0.34

+0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.25

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.55

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.44

+0.08

Correlation

The correlation between FZFLX and TMSIX is 0.95, 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. TMSIX - Dividend Comparison

FZFLX's dividend yield for the trailing twelve months is around 56.26%, more than TMSIX's 12.70% yield.


TTM20252024202320222021202020192018201720162015
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%
TMSIX
Thrivent Mid Cap Stock Fund Class S
12.70%12.39%7.91%1.48%2.86%10.77%3.26%2.77%11.64%7.92%4.10%11.95%

Drawdowns

FZFLX vs. TMSIX - Drawdown Comparison

The maximum FZFLX drawdown since its inception was -42.03%, smaller than the maximum TMSIX drawdown of -56.10%. Use the drawdown chart below to compare losses from any high point for FZFLX and TMSIX.


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Drawdown Indicators


FZFLXTMSIXDifference

Max Drawdown

Largest peak-to-trough decline

-42.03%

-56.10%

+14.07%

Max Drawdown (1Y)

Largest decline over 1 year

-14.54%

-13.29%

-1.25%

Max Drawdown (5Y)

Largest decline over 5 years

-24.77%

-31.57%

+6.80%

Max Drawdown (10Y)

Largest decline over 10 years

-42.03%

-40.66%

-1.37%

Current Drawdown

Current decline from peak

-10.68%

-8.97%

-1.71%

Average Drawdown

Average peak-to-trough decline

-5.81%

-10.06%

+4.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

3.29%

+0.07%

Volatility

FZFLX vs. TMSIX - Volatility Comparison

Fidelity SAI Small-Mid Cap 500 Index Fund (FZFLX) has a higher volatility of 10.12% compared to Thrivent Mid Cap Stock Fund Class S (TMSIX) at 5.48%. This indicates that FZFLX's price experiences larger fluctuations and is considered to be riskier than TMSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FZFLXTMSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.12%

5.48%

+4.64%

Volatility (6M)

Calculated over the trailing 6-month period

15.61%

10.71%

+4.90%

Volatility (1Y)

Calculated over the trailing 1-year period

23.87%

19.02%

+4.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.66%

20.37%

+0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.85%

20.40%

+0.45%