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VO vs. FSMAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VO vs. FSMAX - Performance Comparison

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

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VO vs. FSMAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VO
Vanguard Mid-Cap ETF
-0.68%11.62%15.31%16.03%-18.73%24.70%18.10%30.98%-9.24%19.28%
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

In the year-to-date period, VO achieves a -0.68% return, which is significantly higher than FSMAX's -4.54% return. Both investments have delivered pretty close results over the past 10 years, with VO having a 10.67% annualized return and FSMAX not far behind at 10.54%.


VO

1D
2.22%
1M
-5.86%
YTD
-0.68%
6M
-1.48%
1Y
12.73%
3Y*
12.61%
5Y*
6.66%
10Y*
10.67%

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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VO vs. FSMAX - Expense Ratio Comparison

VO has a 0.04% 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

VO vs. FSMAX — Risk / Return Rank

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

VO
VO Risk / Return Rank: 4646
Overall Rank
VO Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
VO Sortino Ratio Rank: 4343
Sortino Ratio Rank
VO Omega Ratio Rank: 4444
Omega Ratio Rank
VO Calmar Ratio Rank: 4646
Calmar Ratio Rank
VO Martin Ratio Rank: 5454
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.

VO vs. FSMAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Mid-Cap ETF (VO) 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.


VOFSMAXDifference

Sharpe ratio

Return per unit of total volatility

0.73

0.72

+0.01

Sortino ratio

Return per unit of downside risk

1.12

1.16

-0.03

Omega ratio

Gain probability vs. loss probability

1.16

1.16

0.00

Calmar ratio

Return relative to maximum drawdown

1.05

0.95

+0.11

Martin ratio

Return relative to average drawdown

4.84

3.91

+0.94

VO vs. FSMAX - Sharpe Ratio Comparison

The current VO Sharpe Ratio is 0.73, which is comparable to the FSMAX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of VO 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


VOFSMAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

0.72

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.16

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.35

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.41

+0.07

Correlation

The correlation between VO and FSMAX is 0.95, 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

VO vs. FSMAX - Dividend Comparison

VO's dividend yield for the trailing twelve months is around 1.51%, more than FSMAX's 0.60% yield.


TTM20252024202320222021202020192018201720162015
VO
Vanguard Mid-Cap ETF
1.51%1.52%1.49%1.52%1.60%1.12%1.45%1.48%1.82%1.35%1.45%1.47%
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

VO vs. FSMAX - Drawdown Comparison

The maximum VO drawdown since its inception was -58.87%, which is greater than FSMAX's maximum drawdown of -50.55%. Use the drawdown chart below to compare losses from any high point for VO and FSMAX.


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Drawdown Indicators


VOFSMAXDifference

Max Drawdown

Largest peak-to-trough decline

-58.87%

-50.55%

-8.32%

Max Drawdown (1Y)

Largest decline over 1 year

-12.74%

-14.64%

+1.90%

Max Drawdown (5Y)

Largest decline over 5 years

-27.57%

-36.31%

+8.74%

Max Drawdown (10Y)

Largest decline over 10 years

-39.37%

-50.55%

+11.18%

Current Drawdown

Current decline from peak

-6.12%

-10.26%

+4.14%

Average Drawdown

Average peak-to-trough decline

-7.91%

-12.29%

+4.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

3.54%

-0.78%

Volatility

VO vs. FSMAX - Volatility Comparison

The current volatility for Vanguard Mid-Cap ETF (VO) is 4.89%, while Fidelity Extended Market Index Fund (FSMAX) has a volatility of 6.01%. This indicates that VO 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


VOFSMAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.89%

6.01%

-1.12%

Volatility (6M)

Calculated over the trailing 6-month period

9.72%

13.07%

-3.35%

Volatility (1Y)

Calculated over the trailing 1-year period

17.57%

22.79%

-5.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.62%

22.32%

-4.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.94%

30.19%

-11.25%