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Fidelity SAI Emerging Markets Low Volatility Index...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS31635V1171
CUSIP31635V117
IssuerFidelity
Inception DateJan 30, 2019
CategoryEmerging Markets Equities
Min. Investment$0
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

The Fidelity SAI Emerging Markets Low Volatility Index Fund has a high expense ratio of 0.23%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.23%

Share Price Chart


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Fidelity SAI Emerging Markets Low Volatility Index Fund

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Fidelity SAI Emerging Markets Low Volatility Index Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
7.23%
17.08%
FGKPX (Fidelity SAI Emerging Markets Low Volatility Index Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

Fidelity SAI Emerging Markets Low Volatility Index Fund had a return of -1.19% year-to-date (YTD) and 8.37% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-1.19%5.90%
1 month-3.31%-1.28%
6 months6.61%15.51%
1 year8.37%21.68%
5 years (annualized)3.30%11.74%
10 years (annualized)N/A10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.83%3.45%0.18%
2023-0.47%-3.42%5.91%4.78%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FGKPX is 48, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of FGKPX is 4848
Fidelity SAI Emerging Markets Low Volatility Index Fund(FGKPX)
The Sharpe Ratio Rank of FGKPX is 4545Sharpe Ratio Rank
The Sortino Ratio Rank of FGKPX is 4444Sortino Ratio Rank
The Omega Ratio Rank of FGKPX is 4545Omega Ratio Rank
The Calmar Ratio Rank of FGKPX is 6060Calmar Ratio Rank
The Martin Ratio Rank of FGKPX is 4545Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Fidelity SAI Emerging Markets Low Volatility Index Fund (FGKPX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FGKPX
Sharpe ratio
The chart of Sharpe ratio for FGKPX, currently valued at 0.86, compared to the broader market-1.000.001.002.003.004.000.86
Sortino ratio
The chart of Sortino ratio for FGKPX, currently valued at 1.29, compared to the broader market-2.000.002.004.006.008.0010.0012.001.29
Omega ratio
The chart of Omega ratio for FGKPX, currently valued at 1.16, compared to the broader market1.001.502.002.503.001.16
Calmar ratio
The chart of Calmar ratio for FGKPX, currently valued at 0.73, compared to the broader market0.002.004.006.008.0010.0012.000.73
Martin ratio
The chart of Martin ratio for FGKPX, currently valued at 2.66, compared to the broader market0.0010.0020.0030.0040.0050.0060.002.66
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.0012.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.503.001.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.62, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.62

Sharpe Ratio

The current Fidelity SAI Emerging Markets Low Volatility Index Fund Sharpe ratio is 0.86. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.86
1.89
FGKPX (Fidelity SAI Emerging Markets Low Volatility Index Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Fidelity SAI Emerging Markets Low Volatility Index Fund granted a 2.94% dividend yield in the last twelve months. The annual payout for that period amounted to $0.32 per share.


PeriodTTM20232022202120202019
Dividend$0.32$0.32$0.18$0.26$0.19$0.19

Dividend yield

2.94%2.91%1.88%2.30%1.77%1.88%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.32
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.18
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.26
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19
2019$0.19

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.91%
-3.86%
FGKPX (Fidelity SAI Emerging Markets Low Volatility Index Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity SAI Emerging Markets Low Volatility 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 Low Volatility Index Fund was 32.05%, occurring on Mar 23, 2020. Recovery took 179 trading sessions.

The current Fidelity SAI Emerging Markets Low Volatility Index Fund drawdown is 3.91%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.05%Jan 21, 202044Mar 23, 2020179Dec 4, 2020223
-20.69%Feb 10, 2022171Oct 14, 2022337Feb 20, 2024508
-7.77%May 6, 201971Aug 14, 201988Dec 18, 2019159
-6.47%Jun 15, 202130Jul 27, 2021117Jan 11, 2022147
-4.36%Jan 22, 20216Jan 29, 20218Feb 10, 202114

Volatility

Volatility Chart

The current Fidelity SAI Emerging Markets Low Volatility Index Fund volatility is 2.40%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
2.40%
3.39%
FGKPX (Fidelity SAI Emerging Markets Low Volatility Index Fund)
Benchmark (^GSPC)