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ISIN
US31635V8366
CUSIP
31635V836
Issuer
Fidelity
Inception Date
Jan 4, 2016
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

FERGX Performance Chart

Fidelity SAI Emerging Markets Index Fund (FERGX) is up 29.4% since the beginning of the year. FERGX is currently trading at $23 per share. Investors who bought $1,000 worth of FERGX shares 5 years ago would now be looking at an investment worth $1,482.


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S&P 500 Index

Returns By Period

Fidelity SAI Emerging Markets Index Fund (FERGX) has returned 29.40% so far this year and 55.09% over the past 12 months.


Fidelity SAI Emerging Markets Index Fund

1D
3.17%
1M
7.34%
YTD
29.40%
6M
31.34%
1Y
55.09%
3Y*
22.94%
5Y*
8.19%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FERGX Monthly Returns History

Based on dividend-adjusted daily data since Jan 3, 2017, FERGX's average daily return is +0.04%, while the average monthly return is +0.92%. At this rate, an investment would double in approximately 6.3 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2022 with a return of +16.1%, while the worst month was Mar 2020 at -16.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, FERGX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +7.0%, while the worst single day was Mar 16, 2020 at -10.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20268.17%5.61%-9.54%12.47%7.67%3.40%29.40%
20251.70%1.09%1.08%0.43%4.11%6.54%1.34%2.21%6.85%3.93%-2.06%2.65%33.86%
2024-4.70%4.61%2.40%-0.15%1.66%3.27%0.79%0.86%5.88%-4.01%-2.65%-0.97%6.59%
20238.61%-7.02%3.17%-0.71%-2.14%3.89%6.08%-6.32%-2.83%-3.55%7.54%3.87%9.41%
2022-0.26%-4.48%-3.08%-5.74%1.25%-5.87%-0.69%-0.47%-11.37%-2.72%16.08%-2.74%-20.19%
20213.19%0.70%-1.04%1.70%1.50%1.19%-6.78%2.28%-4.05%0.98%-3.82%1.60%-3.05%

Benchmark Metrics

Fidelity SAI Emerging Markets Index Fund has an annualized alpha of 0.85%, beta of 0.72, and R2 of 0.53 versus S&P 500 Index. Calculated based on daily prices since January 03, 2017.

  • This fund participated in 79.42% of S&P 500 Index downside but only 70.97% of its upside - more exposed to losses than it benefited from rallies.

Alpha
0.85%
Beta
0.72
0.53
Upside Capture
70.97%
Downside Capture
79.42%

Expense Ratio

FERGX has an expense ratio of 0.08%, which is considered low.


Return for Risk

Risk / Return Rank

FERGX ranks 85 for risk / return — in the top 85% 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.


FERGX Risk / Return Rank: 8585
Overall Rank
FERGX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FERGX Sortino Ratio Rank: 7878
Sortino Ratio Rank
FERGX Omega Ratio Rank: 8484
Omega Ratio Rank
FERGX Calmar Ratio Rank: 8888
Calmar Ratio Rank
FERGX Martin Ratio Rank: 8787
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 SAI Emerging Markets Index Fund (FERGX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FERGXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.68

Sortino ratioReturn per unit of downside risk

+0.63

Omega ratioGain probability vs. loss probability

1.52

1.37

+0.15

Calmar ratioReturn relative to maximum drawdown

4.11

2.78

+1.32

Martin ratioReturn relative to average drawdown

15.36

12.44

+2.92

Dividends

Dividend History

Fidelity SAI Emerging Markets Index Fund provided a 2.07% dividend yield over the last twelve months, with an annual payout of $0.47 per share.


0.50%1.00%1.50%2.00%2.50%3.00%$0.00$0.10$0.20$0.30$0.40$0.50201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.47$0.47$0.33$0.35$0.31$0.45$0.25$0.36$0.32$0.09

Dividend yield

2.07%2.67%2.40%2.67%2.51%2.90%1.49%2.49%2.58%0.58%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity SAI Emerging Markets Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.47$0.47
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.33$0.33
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.35$0.35
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.31$0.31
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.45$0.45

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 SAI Emerging Markets Index 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 SAI Emerging Markets Index Fund was 39.27%, occurring on Oct 24, 2022. Recovery took 722 trading sessions.

The current Fidelity SAI Emerging Markets Index Fund drawdown is 0.26%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-39.27%Oct 2022
1y 8mo2y 10mo
4y 6moFeb 2021 - Sep 2025
COVID crash2020
-37.31%Mar 2020
2y 1mo7mo 28d
2y 9moJan 2018 - Nov 2020
2026 correction2026
-13.32%Mar 2026
1mo 2d18d
1mo 20dFeb 2026 - Apr 2026
2026 pullback2026
-9.01%Jun 2026
7d
20d 2hJun 2026 - now
2021 pullback2021
-5.46%Jan 2021
3d11d
14dJan 2021 - Feb 2021

Drawdown Indicators


FERGXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-39.27%

-56.78%

+17.51%

Max Drawdown (1Y)

Largest decline over 1 year

-13.32%

-9.10%

-4.22%

Max Drawdown (3Y)

Largest decline over 3 years

-16.20%

-18.90%

+2.70%

Max Drawdown (5Y)

Largest decline over 5 years

-36.97%

-25.43%

-11.54%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.26%

-1.80%

+1.54%

Average Drawdown

Average peak-to-trough decline

-14.28%

-10.71%

-3.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.55%

2.03%

+1.52%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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