KESGX vs. FZFLX
KESGX (Kennedy Capital ESG SMID Cap Fund) and FZFLX (Fidelity SAI Small-Mid Cap 500 Index Fund) are both Mid Cap Blend Equities funds. Over the past 5 years, KESGX returned 8.06%/yr vs 10.68%/yr for FZFLX. Their 0.95 correlation means they have historically moved very closely together. KESGX charges 0.82%/yr vs 0.05%/yr for FZFLX.
Performance
KESGX vs. FZFLX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, KESGX achieves a 20.48% return, which is significantly lower than FZFLX's 26.12% return.
KESGX
- 1D
- 0.45%
- 1M
- -1.38%
- 6M
- 14.17%
- YTD
- 20.48%
- 1Y
- 28.88%
- 3Y*
- 14.68%
- 5Y*
- 8.06%
- 10Y*
- —
- ALL TIME*
- 12.45%
FZFLX
- 1D
- 3.67%
- 1M
- -3.42%
- 6M
- 18.20%
- YTD
- 26.12%
- 1Y
- 36.06%
- 3Y*
- 18.61%
- 5Y*
- 10.68%
- 10Y*
- 13.03%
- ALL TIME*
- 12.39%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
KESGX vs. FZFLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
KESGX Kennedy Capital ESG SMID Cap Fund | 20.48% | 9.58% | 9.35% | 16.57% | -17.82% | 25.38% | 20.98% | 9.16% |
FZFLX Fidelity SAI Small-Mid Cap 500 Index Fund | 26.12% | 10.76% | 15.52% | 17.75% | -15.62% | 20.40% | 19.78% | 5.46% |
Correlation
The correlation between KESGX and FZFLX is 0.82, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.82 |
Correlation (3Y) Balances recent behavior with more history. | 0.91 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jul 8, 2019 | 0.95 |
The correlation between KESGX and FZFLX shifts across timeframes, from 0.82 (1 year) to 0.95 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
KESGX vs. FZFLX — Risk / Return Rank
KESGX
FZFLX
KESGX vs. FZFLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kennedy Capital ESG SMID Cap Fund (KESGX) and Fidelity SAI Small-Mid Cap 500 Index Fund (FZFLX). 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.
| KESGX | FZFLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.25 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.20 | 2.84 | -0.64 |
| Martin ratioReturn relative to average drawdown | 8.17 | 10.39 | -2.22 |
Loading charts...
Drawdowns
KESGX vs. FZFLX - Drawdown Comparison
The maximum KESGX drawdown since its inception was -41.09%, roughly equal to the maximum FZFLX drawdown of -42.03%. Use the drawdown chart below to compare losses from any high point for KESGX and FZFLX.
Loading charts...
Drawdown Indicators
| KESGX | FZFLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.09% | -42.03% | +0.94% |
Max Drawdown (1Y)Largest decline over 1 year | -11.74% | -11.67% | -0.07% |
Max Drawdown (3Y)Largest decline over 3 years | -22.94% | -22.29% | -0.65% |
Max Drawdown (5Y)Largest decline over 5 years | -25.14% | -24.77% | -0.37% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.03% | — |
Current DrawdownCurrent decline from peak | -2.05% | -8.43% | +6.38% |
Average DrawdownAverage peak-to-trough decline | -7.84% | -5.72% | -2.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 3.19% | -0.03% |
Volatility
KESGX vs. FZFLX - Volatility Comparison
The current volatility for Kennedy Capital ESG SMID Cap Fund (KESGX) is 3.60%, while Fidelity SAI Small-Mid Cap 500 Index Fund (FZFLX) has a volatility of 7.98%. This indicates that KESGX experiences smaller price fluctuations and is considered to be less risky than FZFLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| KESGX | FZFLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.60% | 7.98% | -4.38% |
Volatility (6M)Calculated over the trailing 6-month period | 13.15% | 20.12% | -6.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.77% | 23.08% | -5.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.20% | 21.52% | -1.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.42% | 21.27% | +2.15% |
KESGX vs. FZFLX - Expense Ratio Comparison
KESGX has a 0.82% expense ratio, which is higher than FZFLX's 0.05% expense ratio.
Dividends
KESGX vs. FZFLX - Dividend Comparison
KESGX's dividend yield for the trailing twelve months is around 4.34%, less than FZFLX's 45.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FZFLX Fidelity SAI Small-Mid Cap 500 Index Fund | 45.81% | 57.77% | 10.20% | 2.35% | 79.79% | 50.77% | 7.19% | 6.49% | 7.69% | 1.68% | 0.93% | 0.67% |
KESGX Kennedy Capital ESG SMID Cap Fund | 4.34% | 5.23% | 0.19% | 0.29% | 0.46% | 6.65% | 0.21% | 0.21% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
KESGX and FZFLX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FZFLX has higher volatility (7.98%) compared to KESGX (3.60%). In terms of maximum drawdown, KESGX dropped -41.09% vs FZFLX's -42.03%.
KESGX currently has the higher Sharpe Ratio (1.45 vs 1.44), 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.
Find the right allocation for KESGX and FZFLX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer