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VEXAX vs. FSMAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VEXAX vs. FSMAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Extended Market Index Fund Admiral Shares (VEXAX) and Fidelity Extended Market Index Fund (FSMAX). The values are adjusted to include any dividend payments, if applicable.

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VEXAX vs. FSMAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VEXAX
Vanguard Extended Market Index Fund Admiral Shares
-4.54%11.42%15.47%26.95%-26.46%12.45%32.22%28.03%-9.37%18.11%
FSMAX
Fidelity Extended Market Index Fund
-4.54%11.40%16.99%25.36%-26.44%12.41%32.28%28.01%-9.44%18.04%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with VEXAX at -4.54% and FSMAX at -4.54%. Both investments have delivered pretty close results over the past 10 years, with VEXAX having a 10.55% annualized return and FSMAX not far behind at 10.54%.


VEXAX

1D
-1.04%
1M
-7.75%
YTD
-4.54%
6M
-4.39%
1Y
16.80%
3Y*
13.78%
5Y*
3.65%
10Y*
10.55%

FSMAX

1D
-1.03%
1M
-7.76%
YTD
-4.54%
6M
-4.39%
1Y
16.77%
3Y*
13.78%
5Y*
3.66%
10Y*
10.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VEXAX vs. FSMAX - Expense Ratio Comparison

VEXAX has a 0.06% expense ratio, which is higher than FSMAX's 0.04% 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

VEXAX vs. FSMAX — Risk / Return Rank

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

VEXAX
VEXAX Risk / Return Rank: 3535
Overall Rank
VEXAX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
VEXAX Sortino Ratio Rank: 3636
Sortino Ratio Rank
VEXAX Omega Ratio Rank: 3333
Omega Ratio Rank
VEXAX Calmar Ratio Rank: 3636
Calmar Ratio Rank
VEXAX Martin Ratio Rank: 3838
Martin Ratio Rank

FSMAX
FSMAX Risk / Return Rank: 3535
Overall Rank
FSMAX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
FSMAX Sortino Ratio Rank: 3636
Sortino Ratio Rank
FSMAX Omega Ratio Rank: 3333
Omega Ratio Rank
FSMAX Calmar Ratio Rank: 3636
Calmar Ratio Rank
FSMAX Martin Ratio Rank: 3838
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.

VEXAX vs. FSMAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Market Index Fund Admiral Shares (VEXAX) and Fidelity Extended Market Index Fund (FSMAX). 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.


VEXAXFSMAXDifference

Sharpe ratio

Return per unit of total volatility

0.72

0.72

0.00

Sortino ratio

Return per unit of downside risk

1.16

1.16

0.00

Omega ratio

Gain probability vs. loss probability

1.16

1.16

0.00

Calmar ratio

Return relative to maximum drawdown

0.95

0.95

0.00

Martin ratio

Return relative to average drawdown

3.91

3.91

+0.01

VEXAX vs. FSMAX - Sharpe Ratio Comparison

The current VEXAX Sharpe Ratio is 0.72, which is comparable to the FSMAX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of VEXAX and FSMAX, 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


VEXAXFSMAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

0.72

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.16

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.35

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.41

-0.07

Correlation

The correlation between VEXAX and FSMAX is 1.00, 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

VEXAX vs. FSMAX - Dividend Comparison

VEXAX's dividend yield for the trailing twelve months is around 1.22%, more than FSMAX's 0.60% yield.


TTM20252024202320222021202020192018201720162015
VEXAX
Vanguard Extended Market Index Fund Admiral Shares
1.22%1.14%1.09%1.25%1.15%1.13%1.07%1.30%1.66%1.25%1.43%1.35%
FSMAX
Fidelity Extended Market Index Fund
0.60%0.57%0.48%1.17%1.90%7.49%2.14%4.30%6.09%5.44%4.85%6.34%

Drawdowns

VEXAX vs. FSMAX - Drawdown Comparison

The maximum VEXAX drawdown since its inception was -58.08%, which is greater than FSMAX's maximum drawdown of -50.55%. Use the drawdown chart below to compare losses from any high point for VEXAX and FSMAX.


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Drawdown Indicators


VEXAXFSMAXDifference

Max Drawdown

Largest peak-to-trough decline

-58.08%

-50.55%

-7.53%

Max Drawdown (1Y)

Largest decline over 1 year

-14.63%

-14.64%

+0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-36.33%

-36.31%

-0.02%

Max Drawdown (10Y)

Largest decline over 10 years

-41.62%

-50.55%

+8.93%

Current Drawdown

Current decline from peak

-10.25%

-10.26%

+0.01%

Average Drawdown

Average peak-to-trough decline

-12.25%

-12.29%

+0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.54%

3.54%

0.00%

Volatility

VEXAX vs. FSMAX - Volatility Comparison

Vanguard Extended Market Index Fund Admiral Shares (VEXAX) and Fidelity Extended Market Index Fund (FSMAX) have volatilities of 6.02% and 6.01%, 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


VEXAXFSMAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.02%

6.01%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

13.07%

13.07%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

22.79%

22.79%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.33%

22.32%

+0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.30%

30.19%

-7.89%