See what your fund actually adds

Fidelity Small Cap Index Fund FSSNX

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

FSSNX compared with its replication portfolio
MeasureFSSNXReplication
Annualized growth6.0%5.7%
Annualized volatility21.0%20.7%
Sharpe ratio0.380.37
Maximum drawdown31.0%31.7%
Replication fit (R²)0.99 · Tracking error 1.8%

Replication portfolio

The published portfolio below is the investable basket used to model FSSNX’s historical return behavior.

FSSNX replication basket weights
TickerBuilding blockWeight
IJRUS Small Cap44.4%
IWCMicro Cap29.6%
VBKSmall-Cap · Growth23.9%
VBRSmall-Cap · Value2.1%