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LMAT vs. FXAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LMAT vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LeMaitre Vascular, Inc. (LMAT) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

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LMAT vs. FXAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LMAT
LeMaitre Vascular, Inc.
34.92%-10.95%63.63%24.60%-7.40%25.10%14.09%53.77%-25.13%26.58%
FXAIX
Fidelity 500 Index Fund
-7.05%17.84%25.01%26.29%-18.14%28.71%18.42%31.48%-4.43%21.82%

Returns By Period

In the year-to-date period, LMAT achieves a 34.92% return, which is significantly higher than FXAIX's -7.05% return. Over the past 10 years, LMAT has outperformed FXAIX with an annualized return of 22.62%, while FXAIX has yielded a comparatively lower 13.75% annualized return.


LMAT

1D
2.15%
1M
1.15%
YTD
34.92%
6M
25.33%
1Y
31.31%
3Y*
29.74%
5Y*
18.74%
10Y*
22.62%

FXAIX

1D
-0.39%
1M
-7.68%
YTD
-7.05%
6M
-4.59%
1Y
14.42%
3Y*
17.17%
5Y*
11.40%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

LMAT vs. FXAIX — Risk / Return Rank

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

LMAT
LMAT Risk / Return Rank: 7070
Overall Rank
LMAT Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
LMAT Sortino Ratio Rank: 7070
Sortino Ratio Rank
LMAT Omega Ratio Rank: 6969
Omega Ratio Rank
LMAT Calmar Ratio Rank: 7474
Calmar Ratio Rank
LMAT Martin Ratio Rank: 6868
Martin Ratio Rank

FXAIX
FXAIX Risk / Return Rank: 4646
Overall Rank
FXAIX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FXAIX Sortino Ratio Rank: 4545
Sortino Ratio Rank
FXAIX Omega Ratio Rank: 5050
Omega Ratio Rank
FXAIX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FXAIX Martin Ratio Rank: 5353
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.

LMAT vs. FXAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LeMaitre Vascular, Inc. (LMAT) and Fidelity 500 Index Fund (FXAIX). 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.


LMATFXAIXDifference

Sharpe ratio

Return per unit of total volatility

0.80

0.84

-0.04

Sortino ratio

Return per unit of downside risk

1.55

1.30

+0.26

Omega ratio

Gain probability vs. loss probability

1.21

1.20

+0.01

Calmar ratio

Return relative to maximum drawdown

1.66

1.05

+0.60

Martin ratio

Return relative to average drawdown

3.00

5.13

-2.13

LMAT vs. FXAIX - Sharpe Ratio Comparison

The current LMAT Sharpe Ratio is 0.80, which is comparable to the FXAIX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of LMAT and FXAIX, 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


LMATFXAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

0.84

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.68

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.77

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.75

-0.39

Correlation

The correlation between LMAT and FXAIX is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

LMAT vs. FXAIX - Dividend Comparison

LMAT's dividend yield for the trailing twelve months is around 0.78%, less than FXAIX's 1.20% yield.


TTM20252024202320222021202020192018201720162015
LMAT
LeMaitre Vascular, Inc.
0.78%1.23%0.69%0.99%1.09%0.88%0.94%0.95%1.18%0.69%0.71%0.93%
FXAIX
Fidelity 500 Index Fund
1.20%1.11%1.25%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%

Drawdowns

LMAT vs. FXAIX - Drawdown Comparison

The maximum LMAT drawdown since its inception was -75.69%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for LMAT and FXAIX.


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Drawdown Indicators


LMATFXAIXDifference

Max Drawdown

Largest peak-to-trough decline

-75.69%

-33.79%

-41.90%

Max Drawdown (1Y)

Largest decline over 1 year

-19.91%

-12.13%

-7.78%

Max Drawdown (5Y)

Largest decline over 5 years

-37.93%

-24.50%

-13.43%

Max Drawdown (10Y)

Largest decline over 10 years

-47.65%

-33.79%

-13.86%

Current Drawdown

Current decline from peak

-3.75%

-8.89%

+5.14%

Average Drawdown

Average peak-to-trough decline

-19.04%

-3.83%

-15.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.01%

2.50%

+8.51%

Volatility

LMAT vs. FXAIX - Volatility Comparison

LeMaitre Vascular, Inc. (LMAT) has a higher volatility of 7.72% compared to Fidelity 500 Index Fund (FXAIX) at 4.24%. This indicates that LMAT's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LMATFXAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.72%

4.24%

+3.48%

Volatility (6M)

Calculated over the trailing 6-month period

27.47%

9.08%

+18.39%

Volatility (1Y)

Calculated over the trailing 1-year period

39.28%

18.13%

+21.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.27%

16.88%

+19.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.51%

18.03%

+23.48%