- Issuer
- Fidelity
- Inception Date
- Nov 4, 2025
- Category
- Inflation-Protected Bonds
- Index Tracked
- Bloomberg US Treasury 0-5 Year TIPS Index
- Distribution Policy
- Distributing
- Asset Class
- Bond
- Asset Class Size
- Multi-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
FFNYX Performance Chart
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Returns By Period
Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund
- 1D
- 0.00%
- 1M
- -0.10%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 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%
FFNYX Monthly Returns History
Based on dividend-adjusted daily data since Mar 16, 2026, FFNYX's average daily return is +0.01%, while the average monthly return is +0.09%. At this rate, an investment would double in approximately 64.2 years.
Historically, 25% of months were positive and 75% were negative. The best month was Apr 2026 with a return of +0.9%, while the worst month was Jun 2026 at -0.5%. The longest winning streak lasted 1 consecutive months, and the longest losing streak was 2 months.
On a daily basis, FFNYX closed higher 37% of trading days. The best single day was Mar 30, 2026 with a return of +0.3%, while the worst single day was Jun 17, 2026 at -0.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.10% | 0.93% | -0.00% | -0.49% | 0.34% |
Benchmark Metrics
Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund has an annualized alpha of -0.72%, beta of 0.04, and R2 of 0.11 versus S&P 500 Index. Calculated based on daily prices since March 16, 2026.
- This fund participated in 23.89% of S&P 500 Index downside but only 3.95% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.04 may look defensive, but with R2 of 0.11 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 0.11 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
- -0.72%
- Beta
- 0.04
- R²
- 0.11
- Upside Capture
- 3.95%
- Downside Capture
- 23.89%
Expense Ratio
FFNYX has an expense ratio of 0.05%, which is considered low.
Return for Risk
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund (FFNYX) 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.
| FFNYX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.37 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.78 | — |
| Martin ratioReturn relative to average drawdown | — | 12.44 | — |
Dividends
Dividend History
Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund provided a 0.04% dividend yield over the last twelve months, with an annual payout of $0.00 per share.
| Period | TTM |
|---|---|
| Dividend | $0.00 |
Dividend yield | 0.04% |
Monthly Dividends
The table displays the monthly dividend distributions for Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 |
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 0-5 Year Inflation-Protected Bond 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 0-5 Year Inflation-Protected Bond Index Fund was 0.69%, occurring on Mar 26, 2026. Recovery took 11 trading sessions.
The current Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund drawdown is 0.69%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2026 pullback2026 | -0.69%Mar 2026 | 8d | 18d | 26dMar 2026 - Apr 2026 |
2026 pullback2026 | -0.69%Jun 2026 | 1mo 4d | — | 1mo 10dMay 2026 - now |
2026 pullback2026 | -0.29%May 2026 | 2d | 4d | 6dMay 2026 - May 2026 |
2026 pullback2026 | -0.10%Apr 2026 | 0s | 1d | 1dApr 2026 - Apr 2026 |
2026 pullback2026 | -0.10%Apr 2026 | 0s | 5d | 5dApr 2026 - May 2026 |
Drawdown Indicators
| FFNYX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.69% | -56.78% | +56.09% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.10% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.69% | -1.80% | +1.11% |
Average DrawdownAverage peak-to-trough decline | -0.21% | -10.71% | +10.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.03% | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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