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VMCIX vs. FLPKX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VMCIX and FLPKX is 0.91, 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.


-0.50.00.51.00.9

Performance

VMCIX vs. FLPKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Mid-Cap Index Fund Institutional Shares (VMCIX) and Fidelity Low-Priced Stock Fund Class K (FLPKX). The values are adjusted to include any dividend payments, if applicable.

300.00%320.00%340.00%360.00%380.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
349.73%
342.30%
VMCIX
FLPKX

Key characteristics

Sharpe Ratio

VMCIX:

1.52

FLPKX:

0.33

Sortino Ratio

VMCIX:

2.11

FLPKX:

0.53

Omega Ratio

VMCIX:

1.27

FLPKX:

1.07

Calmar Ratio

VMCIX:

1.87

FLPKX:

0.41

Martin Ratio

VMCIX:

8.62

FLPKX:

1.63

Ulcer Index

VMCIX:

2.22%

FLPKX:

2.75%

Daily Std Dev

VMCIX:

12.54%

FLPKX:

13.39%

Max Drawdown

VMCIX:

-58.86%

FLPKX:

-50.24%

Current Drawdown

VMCIX:

-5.78%

FLPKX:

-10.32%

Returns By Period

In the year-to-date period, VMCIX achieves a 16.53% return, which is significantly higher than FLPKX's 2.22% return. Over the past 10 years, VMCIX has outperformed FLPKX with an annualized return of 9.60%, while FLPKX has yielded a comparatively lower 8.34% annualized return.


VMCIX

YTD

16.53%

1M

-3.99%

6M

10.65%

1Y

17.09%

5Y*

10.19%

10Y*

9.60%

FLPKX

YTD

2.22%

1M

-7.49%

6M

-3.88%

1Y

3.18%

5Y*

8.65%

10Y*

8.34%

Compare stocks, funds, or ETFs

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


VMCIX vs. FLPKX - Expense Ratio Comparison

VMCIX has a 0.04% expense ratio, which is lower than FLPKX's 0.74% expense ratio.


FLPKX
Fidelity Low-Priced Stock Fund Class K
Expense ratio chart for FLPKX: current value at 0.74% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.74%
Expense ratio chart for VMCIX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

VMCIX vs. FLPKX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Mid-Cap Index Fund Institutional Shares (VMCIX) and Fidelity Low-Priced Stock Fund Class K (FLPKX). 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.


Sharpe ratio
The chart of Sharpe ratio for VMCIX, currently valued at 1.52, compared to the broader market-1.000.001.002.003.004.001.520.33
The chart of Sortino ratio for VMCIX, currently valued at 2.11, compared to the broader market-2.000.002.004.006.008.0010.002.110.53
The chart of Omega ratio for VMCIX, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.003.501.271.07
The chart of Calmar ratio for VMCIX, currently valued at 1.87, compared to the broader market0.002.004.006.008.0010.0012.0014.001.870.41
The chart of Martin ratio for VMCIX, currently valued at 8.62, compared to the broader market0.0020.0040.0060.008.621.63
VMCIX
FLPKX

The current VMCIX Sharpe Ratio is 1.52, which is higher than the FLPKX Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of VMCIX and FLPKX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.52
0.33
VMCIX
FLPKX

Dividends

VMCIX vs. FLPKX - Dividend Comparison

VMCIX's dividend yield for the trailing twelve months is around 1.06%, less than FLPKX's 1.59% yield.


TTM20232022202120202019201820172016201520142013
VMCIX
Vanguard Mid-Cap Index Fund Institutional Shares
1.06%1.52%1.60%1.12%1.45%1.48%1.83%1.36%1.46%1.48%1.29%1.18%
FLPKX
Fidelity Low-Priced Stock Fund Class K
1.59%2.11%1.28%1.63%1.85%1.86%2.06%1.55%1.30%5.31%7.13%7.66%

Drawdowns

VMCIX vs. FLPKX - Drawdown Comparison

The maximum VMCIX drawdown since its inception was -58.86%, which is greater than FLPKX's maximum drawdown of -50.24%. Use the drawdown chart below to compare losses from any high point for VMCIX and FLPKX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.78%
-10.32%
VMCIX
FLPKX

Volatility

VMCIX vs. FLPKX - Volatility Comparison

The current volatility for Vanguard Mid-Cap Index Fund Institutional Shares (VMCIX) is 4.69%, while Fidelity Low-Priced Stock Fund Class K (FLPKX) has a volatility of 5.74%. This indicates that VMCIX experiences smaller price fluctuations and is considered to be less risky than FLPKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.69%
5.74%
VMCIX
FLPKX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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