- Issuer
- Fidelity
- Inception Date
- Apr 14, 2022
- Category
- Large Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
Share Price Chart
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Performance
FIDEX Performance Chart
Fidelity SAI Sustainable U.S. Equity Fund (FIDEX) is up 12.0% since the beginning of the year. FIDEX is currently trading at $16 per share.
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Returns By Period
Fidelity SAI Sustainable U.S. Equity Fund (FIDEX) has returned 12.02% so far this year and 22.99% over the past 12 months.
Fidelity SAI Sustainable U.S. Equity Fund
- 1D
- 2.30%
- 1M
- -0.96%
- 6M
- 10.01%
- YTD
- 12.02%
- 1Y
- 22.99%
- 3Y*
- 17.82%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 14.70%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
FIDEX Monthly Returns History
Based on dividend-adjusted daily data since Apr 25, 2022, FIDEX's average daily return is +0.06%, while the average monthly return is +1.25%. At this rate, an investment would double in approximately 4.6 years.
Historically, 65% of months were positive and 35% were negative. The best month was Apr 2026 with a return of +11.5%, while the worst month was Sep 2022 at -9.4%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.
On a daily basis, FIDEX closed higher 51% of trading days. The best single day was Apr 9, 2025 with a return of +10.1%, while the worst single day was Apr 4, 2025 at -5.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.83% | 0.27% | -5.92% | 11.53% | 5.52% | 1.14% | -2.02% | 12.02% | |||||
| 2025 | 2.63% | -4.67% | -7.42% | 1.02% | 7.27% | 6.86% | 2.29% | 0.66% | 3.13% | 3.46% | 0.20% | 0.30% | 15.80% |
| 2024 | 1.57% | 6.26% | 3.67% | -4.44% | 4.31% | 1.32% | 2.25% | 1.45% | 2.54% | -2.09% | 6.16% | -2.77% | 21.44% |
| 2023 | 8.48% | -2.43% | 2.60% | -0.00% | 1.37% | 6.24% | 2.94% | -2.38% | -5.27% | -2.99% | 9.25% | 5.94% | 24.99% |
| 2022 | -3.22% | -0.86% | -8.65% | 9.82% | -4.85% | -9.41% | 8.39% | 7.51% | -5.75% | -8.88% |
Benchmark Metrics
Fidelity SAI Sustainable U.S. Equity Fund has an annualized alpha of 0.19%, beta of 1.05, and R2 of 0.95 versus S&P 500 Index. Calculated based on daily prices since April 25, 2022.
- This fund captured 109.15% of S&P 500 Index gains and 106.94% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- With beta of 1.05 and R2 of 0.95, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 0.19%
- Beta
- 1.05
- R²
- 0.95
- Upside Capture
- 109.15%
- Downside Capture
- 106.94%
Expense Ratio
FIDEX has an expense ratio of 0.56%, placing it in the medium range.
Return for Risk
Risk / Return Rank
FIDEX ranks 53 for risk / return — above 53% of mutual funds peers on PortfoliosLab. Its historical combined result is near the middle of the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Fidelity SAI Sustainable U.S. Equity Fund (FIDEX) 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.
| FIDEX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.25 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.07 | 2.00 | +0.07 |
| Martin ratioReturn relative to average drawdown | 9.49 | 8.49 | +1.00 |
Dividends
Dividend History
Fidelity SAI Sustainable U.S. Equity Fund provided a 0.15% dividend yield over the last twelve months, with an annual payout of $0.02 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
| Dividend | $0.02 | $0.24 | $0.24 | $0.05 | $0.06 |
Dividend yield | 0.15% | 1.64% | 1.87% | 0.46% | 0.63% |
Monthly Dividends
The table displays the monthly dividend distributions for Fidelity SAI Sustainable U.S. Equity 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 | $0.00 | $0.00 | $0.00 | $0.00 | |||||
| 2025 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.24 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.00 | $0.00 | $0.14 | $0.24 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.00 | $0.00 | $0.03 | $0.05 |
| 2022 | $0.01 | $0.00 | $0.00 | $0.00 | $0.00 | $0.05 | $0.06 |
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 Sustainable U.S. 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 SAI Sustainable U.S. Equity Fund was 21.90%, occurring on Apr 8, 2025. Recovery took 55 trading sessions.
The current Fidelity SAI Sustainable U.S. Equity Fund drawdown is 2.02%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-21.90%Apr 2025 | 4mo 4d | 2mo 20d | 6mo 24dDec 2024 - Jun 2025 | 2025 selloff2025 |
-17.20%Sep 2022 | 5mo 4d | 4mo 5d | 9mo 9dApr 2022 - Feb 2023 | Bear market2022 |
-12.08%Oct 2023 | 3mo 9d | 1mo 17d | 4mo 26dJul 2023 - Dec 2023 | — |
-10.13%Mar 2026 | 1mo 2d | 15d | 1mo 17dFeb 2026 - Apr 2026 | — |
-8.44%Mar 2023 | 1mo 8d | 2mo 21d | 3mo 29dFeb 2023 - Jun 2023 | — |
Drawdown Indicators
| FIDEX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.90% | -56.78% | +34.88% |
Max Drawdown (1Y)Largest decline over 1 year | -10.13% | -9.10% | -1.03% |
Max Drawdown (3Y)Largest decline over 3 years | -21.90% | -18.90% | -3.00% |
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 | -2.02% | -1.58% | -0.44% |
Average DrawdownAverage peak-to-trough decline | -3.61% | -10.70% | +7.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 2.14% | +0.07% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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