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VSMSX vs. FXAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSMSX vs. FXAIX - 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 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

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VSMSX vs. FXAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VSMSX
Vanguard S&P Small-Cap 600 Index Fund Institutional Shares
0.71%6.04%7.20%17.57%-16.19%26.72%11.46%22.73%-8.51%13.39%
FXAIX
Fidelity 500 Index Fund
-7.05%17.84%25.01%26.29%-18.14%28.71%18.42%31.48%-4.43%21.82%

Returns By Period

In the year-to-date period, VSMSX achieves a 0.71% return, which is significantly higher than FXAIX's -7.05% return. Over the past 10 years, VSMSX has underperformed FXAIX with an annualized return of 9.58%, while FXAIX has yielded a comparatively higher 13.75% annualized return.


VSMSX

1D
-0.71%
1M
-6.66%
YTD
0.71%
6M
2.43%
1Y
17.27%
3Y*
9.49%
5Y*
3.87%
10Y*
9.58%

FXAIX

1D
-0.39%
1M
-7.68%
YTD
-7.05%
6M
-4.59%
1Y
14.42%
3Y*
17.17%
5Y*
11.40%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VSMSX vs. FXAIX - Expense Ratio Comparison

VSMSX has a 0.08% expense ratio, which is higher than FXAIX's 0.02% 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

VSMSX vs. FXAIX — Risk / Return Rank

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

VSMSX
VSMSX Risk / Return Rank: 3939
Overall Rank
VSMSX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
VSMSX Sortino Ratio Rank: 4141
Sortino Ratio Rank
VSMSX Omega Ratio Rank: 3535
Omega Ratio Rank
VSMSX Calmar Ratio Rank: 4040
Calmar Ratio Rank
VSMSX Martin Ratio Rank: 4040
Martin Ratio Rank

FXAIX
FXAIX Risk / Return Rank: 4646
Overall Rank
FXAIX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FXAIX Sortino Ratio Rank: 4545
Sortino Ratio Rank
FXAIX Omega Ratio Rank: 5050
Omega Ratio Rank
FXAIX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FXAIX Martin Ratio Rank: 5353
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.

VSMSX vs. FXAIX - Risk-Adjusted Trends 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 500 Index Fund (FXAIX). 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.


VSMSXFXAIXDifference

Sharpe ratio

Return per unit of total volatility

0.79

0.84

-0.04

Sortino ratio

Return per unit of downside risk

1.26

1.30

-0.04

Omega ratio

Gain probability vs. loss probability

1.17

1.20

-0.03

Calmar ratio

Return relative to maximum drawdown

1.03

1.05

-0.02

Martin ratio

Return relative to average drawdown

4.20

5.13

-0.93

VSMSX vs. FXAIX - Sharpe Ratio Comparison

The current VSMSX Sharpe Ratio is 0.79, which is comparable to the FXAIX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of VSMSX and FXAIX, 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


VSMSXFXAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.84

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.68

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.77

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.75

-0.24

Correlation

The correlation between VSMSX and FXAIX is 0.80, 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

VSMSX vs. FXAIX - Dividend Comparison

VSMSX's dividend yield for the trailing twelve months is around 1.38%, more than FXAIX's 1.20% yield.


TTM20252024202320222021202020192018201720162015
VSMSX
Vanguard S&P Small-Cap 600 Index Fund Institutional Shares
1.38%1.39%1.49%1.47%1.52%1.17%1.10%1.38%1.39%1.11%1.00%1.33%
FXAIX
Fidelity 500 Index Fund
1.20%1.11%1.25%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%

Drawdowns

VSMSX vs. FXAIX - Drawdown Comparison

The maximum VSMSX drawdown since its inception was -44.42%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for VSMSX and FXAIX.


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Drawdown Indicators


VSMSXFXAIXDifference

Max Drawdown

Largest peak-to-trough decline

-44.42%

-33.79%

-10.63%

Max Drawdown (1Y)

Largest decline over 1 year

-14.87%

-12.13%

-2.74%

Max Drawdown (5Y)

Largest decline over 5 years

-27.93%

-24.50%

-3.43%

Max Drawdown (10Y)

Largest decline over 10 years

-44.42%

-33.79%

-10.63%

Current Drawdown

Current decline from peak

-8.30%

-8.89%

+0.59%

Average Drawdown

Average peak-to-trough decline

-7.48%

-3.83%

-3.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.65%

2.50%

+1.15%

Volatility

VSMSX vs. FXAIX - Volatility Comparison

Vanguard S&P Small-Cap 600 Index Fund Institutional Shares (VSMSX) has a higher volatility of 5.55% compared to Fidelity 500 Index Fund (FXAIX) at 4.24%. This indicates that VSMSX's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VSMSXFXAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.55%

4.24%

+1.31%

Volatility (6M)

Calculated over the trailing 6-month period

12.75%

9.08%

+3.67%

Volatility (1Y)

Calculated over the trailing 1-year period

22.62%

18.13%

+4.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.55%

16.88%

+4.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.19%

18.03%

+5.16%