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Fidelity Mid Cap Index Fund FSMDX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FSMDX | Replication |
|---|---|---|
| Annualized growth | 7.8% | 7.0% |
| Annualized volatility | 17.4% | 17.4% |
| Sharpe ratio | 0.52 | 0.48 |
| Maximum drawdown | 25.7% | 26.5% |
| Replication fit (R²) | 0.99 · Tracking error 1.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model FSMDX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VOT | Mid-Cap · Growth | 27.1% |
| VOE | Mid-Cap · Value | 26.9% |
| RSP | Factor · Equal Weight | 19.5% |
| VBK | Small-Cap · Growth | 15.7% |
| IJH | US Mid Cap | 10.8% |