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IMCB vs. FSMDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IMCB and FSMDX is 0.90, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

IMCB vs. FSMDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Morningstar Mid-Cap ETF (IMCB) and Fidelity Mid Cap Index Fund (FSMDX). The values are adjusted to include any dividend payments, if applicable.

300.00%320.00%340.00%360.00%380.00%400.00%420.00%NovemberDecember2025FebruaryMarchApril
337.45%
358.51%
IMCB
FSMDX

Key characteristics

Sharpe Ratio

IMCB:

0.31

FSMDX:

0.28

Sortino Ratio

IMCB:

0.56

FSMDX:

0.53

Omega Ratio

IMCB:

1.08

FSMDX:

1.07

Calmar Ratio

IMCB:

0.29

FSMDX:

0.26

Martin Ratio

IMCB:

1.07

FSMDX:

0.95

Ulcer Index

IMCB:

5.30%

FSMDX:

5.65%

Daily Std Dev

IMCB:

18.43%

FSMDX:

19.45%

Max Drawdown

IMCB:

-58.80%

FSMDX:

-40.35%

Current Drawdown

IMCB:

-11.19%

FSMDX:

-12.01%

Returns By Period

In the year-to-date period, IMCB achieves a -4.55% return, which is significantly higher than FSMDX's -5.30% return. Both investments have delivered pretty close results over the past 10 years, with IMCB having a 8.20% annualized return and FSMDX not far ahead at 8.61%.


IMCB

YTD

-4.55%

1M

-3.80%

6M

-4.19%

1Y

5.57%

5Y*

13.58%

10Y*

8.20%

FSMDX

YTD

-5.30%

1M

-3.79%

6M

-4.84%

1Y

5.47%

5Y*

13.73%

10Y*

8.61%

*Annualized

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IMCB vs. FSMDX - Expense Ratio Comparison

IMCB has a 0.04% expense ratio, which is higher than FSMDX'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%.


Expense ratio chart for IMCB: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IMCB: 0.04%
Expense ratio chart for FSMDX: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FSMDX: 0.03%

Risk-Adjusted Performance

IMCB vs. FSMDX — Risk-Adjusted Performance Rank

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

IMCB
The Risk-Adjusted Performance Rank of IMCB is 4343
Overall Rank
The Sharpe Ratio Rank of IMCB is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of IMCB is 4343
Sortino Ratio Rank
The Omega Ratio Rank of IMCB is 4242
Omega Ratio Rank
The Calmar Ratio Rank of IMCB is 4444
Calmar Ratio Rank
The Martin Ratio Rank of IMCB is 4242
Martin Ratio Rank

FSMDX
The Risk-Adjusted Performance Rank of FSMDX is 4040
Overall Rank
The Sharpe Ratio Rank of FSMDX is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of FSMDX is 4040
Sortino Ratio Rank
The Omega Ratio Rank of FSMDX is 4040
Omega Ratio Rank
The Calmar Ratio Rank of FSMDX is 4242
Calmar Ratio Rank
The Martin Ratio Rank of FSMDX is 3939
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IMCB vs. FSMDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar Mid-Cap ETF (IMCB) and Fidelity Mid Cap Index Fund (FSMDX). 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.


The chart of Sharpe ratio for IMCB, currently valued at 0.31, compared to the broader market-1.000.001.002.003.004.00
IMCB: 0.31
FSMDX: 0.28
The chart of Sortino ratio for IMCB, currently valued at 0.56, compared to the broader market-2.000.002.004.006.008.00
IMCB: 0.56
FSMDX: 0.53
The chart of Omega ratio for IMCB, currently valued at 1.08, compared to the broader market0.501.001.502.002.50
IMCB: 1.08
FSMDX: 1.07
The chart of Calmar ratio for IMCB, currently valued at 0.29, compared to the broader market0.002.004.006.008.0010.0012.00
IMCB: 0.29
FSMDX: 0.26
The chart of Martin ratio for IMCB, currently valued at 1.07, compared to the broader market0.0020.0040.0060.00
IMCB: 1.07
FSMDX: 0.95

The current IMCB Sharpe Ratio is 0.31, which is comparable to the FSMDX Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of IMCB and FSMDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.31
0.28
IMCB
FSMDX

Dividends

IMCB vs. FSMDX - Dividend Comparison

IMCB's dividend yield for the trailing twelve months is around 1.54%, less than FSMDX's 2.45% yield.


TTM20242023202220212020201920182017201620152014
IMCB
iShares Morningstar Mid-Cap ETF
1.54%1.43%1.55%1.70%1.08%1.12%1.32%1.80%1.31%1.79%1.47%1.40%
FSMDX
Fidelity Mid Cap Index Fund
2.45%2.32%1.39%2.07%3.35%2.34%2.86%2.60%2.53%2.23%4.68%3.82%

Drawdowns

IMCB vs. FSMDX - Drawdown Comparison

The maximum IMCB drawdown since its inception was -58.80%, which is greater than FSMDX's maximum drawdown of -40.35%. Use the drawdown chart below to compare losses from any high point for IMCB and FSMDX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.19%
-12.01%
IMCB
FSMDX

Volatility

IMCB vs. FSMDX - Volatility Comparison

The current volatility for iShares Morningstar Mid-Cap ETF (IMCB) is 13.17%, while Fidelity Mid Cap Index Fund (FSMDX) has a volatility of 13.91%. This indicates that IMCB experiences smaller price fluctuations and is considered to be less risky than FSMDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.17%
13.91%
IMCB
FSMDX