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VFMFX vs. FSMAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VFMFX vs. FSMAX - Performance Comparison

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

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VFMFX vs. FSMAX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VFMFX
Vanguard U.S. Multifactor Fund Admiral Shares
0.91%14.50%17.21%17.89%-5.78%30.78%3.58%21.81%-14.83%
FSMAX
Fidelity Extended Market Index Fund
-4.54%11.40%16.99%25.36%-26.44%12.41%32.28%28.01%-15.48%

Returns By Period

In the year-to-date period, VFMFX achieves a 0.91% return, which is significantly higher than FSMAX's -4.54% return.


VFMFX

1D
-0.43%
1M
-6.18%
YTD
0.91%
6M
5.37%
1Y
20.19%
3Y*
16.73%
5Y*
11.14%
10Y*

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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VFMFX vs. FSMAX - Expense Ratio Comparison

VFMFX has a 0.18% 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

VFMFX vs. FSMAX — Risk / Return Rank

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

VFMFX
VFMFX Risk / Return Rank: 6666
Overall Rank
VFMFX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
VFMFX Sortino Ratio Rank: 6767
Sortino Ratio Rank
VFMFX Omega Ratio Rank: 6565
Omega Ratio Rank
VFMFX Calmar Ratio Rank: 6363
Calmar Ratio Rank
VFMFX Martin Ratio Rank: 6969
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.

VFMFX vs. FSMAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Multifactor Fund Admiral Shares (VFMFX) 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.


VFMFXFSMAXDifference

Sharpe ratio

Return per unit of total volatility

1.13

0.72

+0.41

Sortino ratio

Return per unit of downside risk

1.65

1.16

+0.50

Omega ratio

Gain probability vs. loss probability

1.24

1.16

+0.08

Calmar ratio

Return relative to maximum drawdown

1.43

0.95

+0.49

Martin ratio

Return relative to average drawdown

6.47

3.91

+2.56

VFMFX vs. FSMAX - Sharpe Ratio Comparison

The current VFMFX Sharpe Ratio is 1.13, which is higher than the FSMAX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of VFMFX 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


VFMFXFSMAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

0.72

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.16

+0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.41

+0.06

Correlation

The correlation between VFMFX and FSMAX 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

VFMFX vs. FSMAX - Dividend Comparison

VFMFX's dividend yield for the trailing twelve months is around 3.11%, more than FSMAX's 0.60% yield.


TTM20252024202320222021202020192018201720162015
VFMFX
Vanguard U.S. Multifactor Fund Admiral Shares
3.11%2.69%3.29%1.66%2.09%1.37%1.48%1.63%1.45%0.00%0.00%0.00%
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

VFMFX vs. FSMAX - Drawdown Comparison

The maximum VFMFX drawdown since its inception was -41.18%, smaller than the maximum FSMAX drawdown of -50.55%. Use the drawdown chart below to compare losses from any high point for VFMFX and FSMAX.


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Drawdown Indicators


VFMFXFSMAXDifference

Max Drawdown

Largest peak-to-trough decline

-41.18%

-50.55%

+9.37%

Max Drawdown (1Y)

Largest decline over 1 year

-13.05%

-14.64%

+1.59%

Max Drawdown (5Y)

Largest decline over 5 years

-21.18%

-36.31%

+15.13%

Max Drawdown (10Y)

Largest decline over 10 years

-50.55%

Current Drawdown

Current decline from peak

-7.11%

-10.26%

+3.15%

Average Drawdown

Average peak-to-trough decline

-6.00%

-12.29%

+6.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

3.54%

-0.65%

Volatility

VFMFX vs. FSMAX - Volatility Comparison

The current volatility for Vanguard U.S. Multifactor Fund Admiral Shares (VFMFX) is 4.31%, while Fidelity Extended Market Index Fund (FSMAX) has a volatility of 6.01%. This indicates that VFMFX experiences smaller price fluctuations and is considered to be less risky than FSMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VFMFXFSMAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.31%

6.01%

-1.70%

Volatility (6M)

Calculated over the trailing 6-month period

9.91%

13.07%

-3.16%

Volatility (1Y)

Calculated over the trailing 1-year period

18.70%

22.79%

-4.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.17%

22.32%

-4.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.41%

30.19%

-8.78%