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IBGIX vs. FSMAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IBGIX vs. FSMAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VY Baron Growth Portfolio (IBGIX) and Fidelity Extended Market Index Fund (FSMAX). The values are adjusted to include any dividend payments, if applicable.

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IBGIX vs. FSMAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBGIX
VY Baron Growth Portfolio
-15.13%-10.40%4.84%15.02%-23.40%20.76%33.55%-6.47%-1.63%28.50%
FSMAX
Fidelity Extended Market Index Fund
-4.54%11.40%16.99%25.36%-26.44%12.41%32.28%28.01%-9.44%18.04%

Returns By Period

In the year-to-date period, IBGIX achieves a -15.13% return, which is significantly lower than FSMAX's -4.54% return. Over the past 10 years, IBGIX has underperformed FSMAX with an annualized return of 3.42%, while FSMAX has yielded a comparatively higher 10.54% annualized return.


IBGIX

1D
0.25%
1M
-7.46%
YTD
-15.13%
6M
-17.09%
1Y
-19.95%
3Y*
-5.32%
5Y*
-3.37%
10Y*
3.42%

FSMAX

1D
-1.03%
1M
-7.76%
YTD
-4.54%
6M
-4.39%
1Y
16.77%
3Y*
13.78%
5Y*
3.66%
10Y*
10.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IBGIX vs. FSMAX - Expense Ratio Comparison

IBGIX has a 0.99% expense ratio, which is higher than FSMAX's 0.04% expense ratio.


Return for Risk

IBGIX vs. FSMAX — Risk / Return Rank

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

IBGIX
IBGIX Risk / Return Rank: 00
Overall Rank
IBGIX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
IBGIX Sortino Ratio Rank: 00
Sortino Ratio Rank
IBGIX Omega Ratio Rank: 00
Omega Ratio Rank
IBGIX Calmar Ratio Rank: 00
Calmar Ratio Rank
IBGIX Martin Ratio Rank: 00
Martin Ratio Rank

FSMAX
FSMAX Risk / Return Rank: 3535
Overall Rank
FSMAX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
FSMAX Sortino Ratio Rank: 3636
Sortino Ratio Rank
FSMAX Omega Ratio Rank: 3333
Omega Ratio Rank
FSMAX Calmar Ratio Rank: 3636
Calmar Ratio Rank
FSMAX Martin Ratio Rank: 3838
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.

IBGIX vs. FSMAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VY Baron Growth Portfolio (IBGIX) and Fidelity Extended Market Index Fund (FSMAX). 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.


IBGIXFSMAXDifference

Sharpe ratio

Return per unit of total volatility

-0.92

0.72

-1.64

Sortino ratio

Return per unit of downside risk

-1.27

1.16

-2.42

Omega ratio

Gain probability vs. loss probability

0.84

1.16

-0.32

Calmar ratio

Return relative to maximum drawdown

-0.96

0.95

-1.91

Martin ratio

Return relative to average drawdown

-2.04

3.91

-5.95

IBGIX vs. FSMAX - Sharpe Ratio Comparison

The current IBGIX Sharpe Ratio is -0.92, which is lower than the FSMAX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of IBGIX and FSMAX, 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


IBGIXFSMAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.92

0.72

-1.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

0.16

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

0.35

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.41

-0.24

Correlation

The correlation between IBGIX and FSMAX is 0.86, 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

IBGIX vs. FSMAX - Dividend Comparison

IBGIX's dividend yield for the trailing twelve months is around 80.32%, more than FSMAX's 0.60% yield.


TTM20252024202320222021202020192018201720162015
IBGIX
VY Baron Growth Portfolio
80.32%24.66%4.13%5.23%11.56%6.89%0.00%11.96%11.51%12.13%11.71%8.93%
FSMAX
Fidelity Extended Market Index Fund
0.60%0.57%0.48%1.17%1.90%7.49%2.14%4.30%6.09%5.44%4.85%6.34%

Drawdowns

IBGIX vs. FSMAX - Drawdown Comparison

The maximum IBGIX drawdown since its inception was -57.44%, which is greater than FSMAX's maximum drawdown of -50.55%. Use the drawdown chart below to compare losses from any high point for IBGIX and FSMAX.


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Drawdown Indicators


IBGIXFSMAXDifference

Max Drawdown

Largest peak-to-trough decline

-57.44%

-50.55%

-6.89%

Max Drawdown (1Y)

Largest decline over 1 year

-22.82%

-14.64%

-8.18%

Max Drawdown (5Y)

Largest decline over 5 years

-34.38%

-36.31%

+1.93%

Max Drawdown (10Y)

Largest decline over 10 years

-55.64%

-50.55%

-5.09%

Current Drawdown

Current decline from peak

-30.72%

-10.26%

-20.46%

Average Drawdown

Average peak-to-trough decline

-15.09%

-12.29%

-2.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.87%

3.54%

+8.33%

Volatility

IBGIX vs. FSMAX - Volatility Comparison

The current volatility for VY Baron Growth Portfolio (IBGIX) is 5.21%, while Fidelity Extended Market Index Fund (FSMAX) has a volatility of 6.01%. This indicates that IBGIX experiences smaller price fluctuations and is considered to be less risky than FSMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBGIXFSMAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.21%

6.01%

-0.80%

Volatility (6M)

Calculated over the trailing 6-month period

13.56%

13.07%

+0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

24.56%

22.79%

+1.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.70%

22.32%

-1.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.70%

30.19%

-6.49%