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ISIN
US31635T4500
Issuer
Fidelity
Inception Date
Apr 13, 2022
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

FAPDX Performance Chart

Fidelity Sustainable Low Duration Bond FundFidelity SAI Sustainable Emerging Markets Equity Fund (FAPDX) is up 1.4% since the beginning of the year. FAPDX is currently trading at $10 per share.


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S&P 500 Index

Returns By Period

Fidelity Sustainable Low Duration Bond FundFidelity SAI Sustainable Emerging Markets Equity Fund (FAPDX) has returned 1.39% so far this year and 4.11% over the past 12 months.


Fidelity Sustainable Low Duration Bond FundFidelity SAI Sustainable Emerging Markets Equity Fund

1D
0.00%
1M
0.26%
YTD
1.39%
6M
1.75%
1Y
4.11%
3Y*
4.82%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FAPDX Monthly Returns History

Based on dividend-adjusted daily data since Apr 13, 2022, FAPDX's average daily return is +0.02%, while the average monthly return is +0.32%. At this rate, an investment would double in approximately 18.1 years.

Historically, 90% of months were positive and 10% were negative. The best month was Dec 2023 with a return of +0.6%, while the worst month was Jun 2022 at -0.3%. The longest winning streak lasted 44 consecutive months, and the longest losing streak was 2 months.

On a daily basis, FAPDX closed higher 16% of trading days. The best single day was Jun 28, 2024 with a return of +0.4%, while the worst single day was Dec 20, 2024 at -0.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.36%0.33%0.07%0.36%0.26%0.00%1.39%
20250.41%0.39%0.32%0.39%0.31%0.42%0.33%0.53%0.34%0.34%0.34%0.35%4.57%
20240.44%0.24%0.46%0.26%0.57%0.46%0.54%0.62%0.51%0.24%0.42%0.43%5.32%
20230.49%0.27%0.38%0.38%0.29%0.32%0.43%0.54%0.32%0.24%0.63%0.64%5.03%
2022-0.17%0.08%-0.30%-0.00%0.23%-0.10%0.06%0.37%0.40%0.57%

Benchmark Metrics

Fidelity Sustainable Low Duration Bond FundFidelity SAI Sustainable Emerging Markets Equity Fund has an annualized alpha of 4.09%, beta of 0.00, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since April 14, 2022.

  • This fund captured 8.07% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -7.61%) - a profile typical of hedging or uncorrelated assets.
  • Beta of 0.00 may look defensive, but with R2 of 0.00 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.00 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
4.09%
Beta
0.00
0.00
Upside Capture
8.07%
Downside Capture
-7.61%

Expense Ratio

FAPDX has an expense ratio of 0.35%, placing it in the medium range.


Return for Risk

Risk / Return Rank

FAPDX ranks 99 for risk / return — in the top 99% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


FAPDX Risk / Return Rank: 9999
Overall Rank
FAPDX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FAPDX Sortino Ratio Rank: 9999
Sortino Ratio Rank
FAPDX Omega Ratio Rank: 9999
Omega Ratio Rank
FAPDX Calmar Ratio Rank: 9999
Calmar Ratio Rank
FAPDX Martin Ratio Rank: 9999
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Fidelity Sustainable Low Duration Bond FundFidelity SAI Sustainable Emerging Markets Equity Fund (FAPDX) and compare them to S&P 500 Index.


FAPDXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

3.72

2.39

+1.33

Sortino ratio

Return per unit of downside risk

9.97

3.25

+6.72

Omega ratio

Gain probability vs. loss probability

3.36

1.43

+1.93

Calmar ratio

Return relative to maximum drawdown

14.05

3.11

+10.94

Martin ratio

Return relative to average drawdown

64.51

14.38

+50.13

Dividends

Dividend History

Fidelity Sustainable Low Duration Bond FundFidelity SAI Sustainable Emerging Markets Equity Fund provided a 4.63% dividend yield over the last twelve months, with an annual payout of $0.47 per share.


1.00%2.00%3.00%4.00%5.00%$0.00$0.10$0.20$0.30$0.40$0.502022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$0.47$0.45$0.49$0.33$0.08

Dividend yield

4.63%4.40%4.81%3.21%0.77%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity Sustainable Low Duration Bond FundFidelity SAI Sustainable Emerging Markets Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.03$0.02$0.03$0.03$0.03$0.00$0.13
2025$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.04$0.03$0.19$0.45
2024$0.03$0.02$0.03$0.03$0.03$0.03$0.03$0.02$0.02$0.04$0.02$0.20$0.49
2023$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.00$0.02$0.12$0.33
2022$0.00$0.01$0.00$0.00$0.01$0.00$0.02$0.02$0.02$0.08

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity Sustainable Low Duration Bond FundFidelity SAI Sustainable Emerging Markets Equity Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Fidelity Sustainable Low Duration Bond FundFidelity SAI Sustainable Emerging Markets Equity Fund was 0.49%, occurring on Jul 13, 2022. Recovery took 94 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-0.49%Jul 2022
3mo4mo 13d
7mo 13dApr 2022 - Nov 2022
2023 pullback2023
-0.30%Mar 2023
2d15d
17dMar 2023 - Mar 2023
2024 pullback2024
-0.29%Dec 2024
0s3d
3dDec 2024 - Dec 2024
2026 pullback2026
-0.29%Mar 2026
24d5d
29dMar 2026 - Mar 2026
2025 selloff2025
-0.20%Apr 2025
2d15d
17dApr 2025 - Apr 2025

Drawdown Indicators


FAPDXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-0.49%

-56.78%

+56.29%

Max Drawdown (1Y)

Largest decline over 1 year

-0.29%

-9.10%

+8.81%

Max Drawdown (3Y)

Largest decline over 3 years

-0.29%

-18.90%

+18.61%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.06%

-10.72%

+10.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.06%

1.97%

-1.91%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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