PortfoliosLab logoPortfoliosLab logo
TRMSX vs. FSMDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRMSX vs. FSMDX - Performance Comparison

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

Loading graphics...

TRMSX vs. FSMDX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TRMSX
T. Rowe Price Mid-Cap Index Fund
-5.66%12.61%19.98%29.90%-28.56%7.68%
FSMDX
Fidelity Mid Cap Index Fund
-1.30%10.58%15.55%17.20%-17.27%10.60%

Returns By Period

In the year-to-date period, TRMSX achieves a -5.66% return, which is significantly lower than FSMDX's -1.30% return.


TRMSX

1D
-0.62%
1M
-7.91%
YTD
-5.66%
6M
-6.18%
1Y
15.19%
3Y*
15.33%
5Y*
10Y*

FSMDX

1D
-0.76%
1M
-7.77%
YTD
-1.30%
6M
-1.14%
1Y
13.02%
3Y*
12.41%
5Y*
6.74%
10Y*
10.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TRMSX vs. FSMDX - Expense Ratio Comparison

TRMSX has a 0.14% 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%.


Return for Risk

TRMSX vs. FSMDX — Risk / Return Rank

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

TRMSX
TRMSX Risk / Return Rank: 1717
Overall Rank
TRMSX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
TRMSX Sortino Ratio Rank: 2626
Sortino Ratio Rank
TRMSX Omega Ratio Rank: 2525
Omega Ratio Rank
TRMSX Calmar Ratio Rank: 66
Calmar Ratio Rank
TRMSX Martin Ratio Rank: 55
Martin Ratio Rank

FSMDX
FSMDX Risk / Return Rank: 3434
Overall Rank
FSMDX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
FSMDX Sortino Ratio Rank: 3434
Sortino Ratio Rank
FSMDX Omega Ratio Rank: 3333
Omega Ratio Rank
FSMDX Calmar Ratio Rank: 3131
Calmar Ratio Rank
FSMDX Martin Ratio Rank: 3939
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.

TRMSX vs. FSMDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Mid-Cap Index Fund (TRMSX) 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.


TRMSXFSMDXDifference

Sharpe ratio

Return per unit of total volatility

0.60

0.72

-0.12

Sortino ratio

Return per unit of downside risk

1.03

1.13

-0.09

Omega ratio

Gain probability vs. loss probability

1.14

1.16

-0.02

Calmar ratio

Return relative to maximum drawdown

-0.04

0.87

-0.91

Martin ratio

Return relative to average drawdown

-0.14

4.07

-4.21

TRMSX vs. FSMDX - Sharpe Ratio Comparison

The current TRMSX Sharpe Ratio is 0.60, which is comparable to the FSMDX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of TRMSX 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.


Loading graphics...

Sharpe Ratios by Period


TRMSXFSMDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

0.72

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.65

-0.42

Correlation

The correlation between TRMSX 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.


Dividends

TRMSX vs. FSMDX - Dividend Comparison

TRMSX's dividend yield for the trailing twelve months is around 6.87%, more than FSMDX's 1.12% yield.


TTM20252024202320222021202020192018201720162015
TRMSX
T. Rowe Price Mid-Cap Index Fund
6.87%6.49%1.98%0.86%1.92%4.01%0.00%0.00%0.00%0.00%0.00%0.00%
FSMDX
Fidelity Mid Cap Index Fund
1.12%1.10%2.46%1.39%2.07%3.35%2.34%2.86%2.21%2.17%2.23%2.84%

Drawdowns

TRMSX vs. FSMDX - Drawdown Comparison

The maximum TRMSX drawdown since its inception was -37.34%, smaller than the maximum FSMDX drawdown of -40.35%. Use the drawdown chart below to compare losses from any high point for TRMSX and FSMDX.


Loading graphics...

Drawdown Indicators


TRMSXFSMDXDifference

Max Drawdown

Largest peak-to-trough decline

-37.34%

-40.35%

+3.01%

Max Drawdown (1Y)

Largest decline over 1 year

-14.85%

-13.42%

-1.43%

Max Drawdown (5Y)

Largest decline over 5 years

-26.07%

Max Drawdown (10Y)

Largest decline over 10 years

-40.35%

Current Drawdown

Current decline from peak

-9.51%

-8.16%

-1.35%

Average Drawdown

Average peak-to-trough decline

-14.34%

-5.00%

-9.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.30%

2.86%

+4.44%

Volatility

TRMSX vs. FSMDX - Volatility Comparison

T. Rowe Price Mid-Cap Index Fund (TRMSX) has a higher volatility of 5.65% compared to Fidelity Mid Cap Index Fund (FSMDX) at 4.74%. This indicates that TRMSX's price experiences larger fluctuations and is considered to be riskier than FSMDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TRMSXFSMDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.65%

4.74%

+0.91%

Volatility (6M)

Calculated over the trailing 6-month period

12.96%

10.17%

+2.79%

Volatility (1Y)

Calculated over the trailing 1-year period

25.14%

18.96%

+6.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.12%

18.23%

+4.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.12%

19.28%

+3.84%