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IMCB vs. FSMDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, IMCB achieves a 16.18% return, which is significantly higher than FSMDX's 13.43% return. Both investments have delivered pretty close results over the past 10 years, with IMCB having a 11.77% annualized return and FSMDX not far ahead at 11.79%.


IMCB

1D
0.42%
1M
4.03%
YTD
16.18%
6M
14.62%
1Y
25.14%
3Y*
17.89%
5Y*
9.17%
10Y*
11.77%

FSMDX

1D
0.99%
1M
2.77%
YTD
13.43%
6M
11.53%
1Y
22.95%
3Y*
16.47%
5Y*
8.89%
10Y*
11.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IMCB vs. FSMDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IMCB
iShares Morningstar Mid-Cap ETF
16.18%10.25%15.10%16.37%-16.09%22.81%13.35%31.49%-11.53%19.70%
FSMDX
Fidelity Mid Cap Index Fund
13.43%10.58%15.55%17.20%-17.27%22.56%17.13%30.53%-9.38%18.04%

Correlation

The correlation between IMCB and FSMDX is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.99

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

0.99

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

0.98

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2011

0.97

The correlation between IMCB and FSMDX has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.

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Return for Risk

IMCB vs. FSMDX — Risk / Return Rank

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

IMCB
IMCB Risk / Return Rank: 6161
Overall Rank
IMCB Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
IMCB Sortino Ratio Rank: 5858
Sortino Ratio Rank
IMCB Omega Ratio Rank: 5454
Omega Ratio Rank
IMCB Calmar Ratio Rank: 6565
Calmar Ratio Rank
IMCB Martin Ratio Rank: 6868
Martin Ratio Rank

FSMDX
FSMDX Risk / Return Rank: 4646
Overall Rank
FSMDX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
FSMDX Sortino Ratio Rank: 3939
Sortino Ratio Rank
FSMDX Omega Ratio Rank: 3535
Omega Ratio Rank
FSMDX Calmar Ratio Rank: 6060
Calmar Ratio Rank
FSMDX Martin Ratio Rank: 5757
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.

IMCB vs. FSMDX - Risk-Adjusted Trends 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.

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.


IMCBFSMDXDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.26

Omega ratioGain probability vs. loss probability

1.33

1.29

+0.04

Calmar ratioReturn relative to maximum drawdown

3.14

2.84

+0.30

Martin ratioReturn relative to average drawdown

12.28

10.86

+1.43

IMCB vs. FSMDX - Sharpe Ratio Comparison

The current IMCB Sharpe Ratio is 1.90, which is comparable to the FSMDX Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of IMCB and FSMDX, 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

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.


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Drawdown Indicators


IMCBFSMDXDifference

Max Drawdown

Largest peak-to-trough decline

-58.80%

-40.35%

-18.45%

Max Drawdown (1Y)

Largest decline over 1 year

-8.05%

-8.16%

+0.11%

Max Drawdown (3Y)

Largest decline over 3 years

-19.80%

-20.92%

+1.12%

Max Drawdown (5Y)

Largest decline over 5 years

-25.15%

-26.07%

+0.92%

Max Drawdown (10Y)

Largest decline over 10 years

-40.99%

-40.35%

-0.64%

Current Drawdown

Current decline from peak

-0.32%

-0.78%

+0.46%

Average Drawdown

Average peak-to-trough decline

-7.72%

-4.94%

-2.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

2.13%

-0.08%

Volatility

IMCB vs. FSMDX - Volatility Comparison

iShares Morningstar Mid-Cap ETF (IMCB) and Fidelity Mid Cap Index Fund (FSMDX) have volatilities of 4.70% and 4.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IMCBFSMDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.70%

4.57%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

10.25%

10.47%

-0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

13.32%

13.82%

-0.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.64%

18.33%

-0.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.69%

19.35%

+0.34%

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%.


Dividends

IMCB vs. FSMDX - Dividend Comparison

IMCB's dividend yield for the trailing twelve months is around 1.23%, more than FSMDX's 0.97% yield.


PositionTTM20252024202320222021202020192018201720162015
FSMDX
Fidelity Mid Cap Index Fund
0.97%1.10%2.46%1.39%2.07%3.35%2.34%2.86%2.21%2.17%2.23%2.84%
IMCB
iShares Morningstar Mid-Cap ETF
1.23%1.42%1.43%1.55%1.70%1.08%1.12%1.32%1.80%1.31%1.79%1.47%

Frequently Asked Questions


With a correlation of 0.99, IMCB and FSMDX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

IMCB has higher volatility (4.70%) compared to FSMDX (4.57%). In terms of maximum drawdown, IMCB dropped -58.80% vs FSMDX's -40.35%.

IMCB currently has the higher Sharpe Ratio (1.90 vs 1.68), 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 IMCB and FSMDX

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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