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VSMSX vs. FSPGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VSMSX and FSPGX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

VSMSX vs. FSPGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P Small-Cap 600 Index Fund Institutional Shares (VSMSX) and Fidelity Large Cap Growth Index Fund (FSPGX). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%300.00%350.00%JulyAugustSeptemberOctoberNovemberDecember
129.06%
345.80%
VSMSX
FSPGX

Key characteristics

Sharpe Ratio

VSMSX:

0.59

FSPGX:

2.11

Sortino Ratio

VSMSX:

0.97

FSPGX:

2.72

Omega Ratio

VSMSX:

1.12

FSPGX:

1.38

Calmar Ratio

VSMSX:

0.97

FSPGX:

2.77

Martin Ratio

VSMSX:

3.14

FSPGX:

10.77

Ulcer Index

VSMSX:

3.69%

FSPGX:

3.38%

Daily Std Dev

VSMSX:

19.73%

FSPGX:

17.25%

Max Drawdown

VSMSX:

-44.42%

FSPGX:

-32.66%

Current Drawdown

VSMSX:

-8.16%

FSPGX:

-3.03%

Returns By Period

In the year-to-date period, VSMSX achieves a 9.22% return, which is significantly lower than FSPGX's 34.68% return.


VSMSX

YTD

9.22%

1M

-4.92%

6M

11.36%

1Y

9.19%

5Y*

8.45%

10Y*

9.03%

FSPGX

YTD

34.68%

1M

3.41%

6M

11.82%

1Y

34.88%

5Y*

19.32%

10Y*

N/A

Compare stocks, funds, or ETFs

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


VSMSX vs. FSPGX - Expense Ratio Comparison

VSMSX has a 0.08% expense ratio, which is higher than FSPGX'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%.


VSMSX
Vanguard S&P Small-Cap 600 Index Fund Institutional Shares
Expense ratio chart for VSMSX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for FSPGX: 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

VSMSX vs. FSPGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P Small-Cap 600 Index Fund Institutional Shares (VSMSX) and Fidelity Large Cap Growth Index Fund (FSPGX). 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 VSMSX, currently valued at 0.59, compared to the broader market-1.000.001.002.003.004.000.592.11
The chart of Sortino ratio for VSMSX, currently valued at 0.97, compared to the broader market-2.000.002.004.006.008.0010.000.972.72
The chart of Omega ratio for VSMSX, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.003.501.121.38
The chart of Calmar ratio for VSMSX, currently valued at 0.97, compared to the broader market0.002.004.006.008.0010.0012.0014.000.972.77
The chart of Martin ratio for VSMSX, currently valued at 3.14, compared to the broader market0.0020.0040.0060.003.1410.77
VSMSX
FSPGX

The current VSMSX Sharpe Ratio is 0.59, which is lower than the FSPGX Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of VSMSX and FSPGX, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.59
2.11
VSMSX
FSPGX

Dividends

VSMSX vs. FSPGX - Dividend Comparison

VSMSX has not paid dividends to shareholders, while FSPGX's dividend yield for the trailing twelve months is around 0.04%.


TTM20232022202120202019201820172016201520142013
VSMSX
Vanguard S&P Small-Cap 600 Index Fund Institutional Shares
0.00%1.49%1.52%1.17%1.10%1.38%1.39%1.11%1.00%1.33%1.11%0.89%
FSPGX
Fidelity Large Cap Growth Index Fund
0.04%0.73%0.86%0.54%0.74%0.99%1.14%0.99%0.30%0.00%0.00%0.00%

Drawdowns

VSMSX vs. FSPGX - Drawdown Comparison

The maximum VSMSX drawdown since its inception was -44.42%, which is greater than FSPGX's maximum drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for VSMSX and FSPGX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.16%
-3.03%
VSMSX
FSPGX

Volatility

VSMSX vs. FSPGX - Volatility Comparison

Vanguard S&P Small-Cap 600 Index Fund Institutional Shares (VSMSX) has a higher volatility of 5.88% compared to Fidelity Large Cap Growth Index Fund (FSPGX) at 4.95%. This indicates that VSMSX's price experiences larger fluctuations and is considered to be riskier than FSPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
5.88%
4.95%
VSMSX
FSPGX
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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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