PortfoliosLab logoPortfoliosLab logo
Issuer
Fidelity
Inception Date
Apr 14, 2022
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

FIDJX Performance Chart

Fidelity SAI Sustainable Sector Fund (FIDJX) is up 15.5% since the beginning of the year. FIDJX is currently trading at $19 per share.


Loading charts...

S&P 500 Index

Returns By Period

Fidelity SAI Sustainable Sector Fund (FIDJX) has returned 15.51% so far this year and 35.29% over the past 12 months.


Fidelity SAI Sustainable Sector Fund

1D
1.42%
1M
1.97%
YTD
15.51%
6M
15.08%
1Y
35.29%
3Y*
22.90%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FIDJX Monthly Returns History

Based on dividend-adjusted daily data since Apr 25, 2022, FIDJX's average daily return is +0.07%, while the average monthly return is +1.46%. At this rate, an investment would double in approximately 4.0 years.

Historically, 67% of months were positive and 33% were negative. The best month was Apr 2026 with a return of +12.2%, while the worst month was Sep 2022 at -9.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, FIDJX closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +9.6%, while the worst single day was Apr 4, 2025 at -5.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.17%0.06%-4.61%12.21%5.05%0.49%15.51%
20252.54%-2.47%-6.45%-0.15%6.59%4.88%2.20%1.91%4.14%3.21%0.56%0.01%17.55%
20241.85%6.23%2.93%-3.80%4.53%3.62%0.09%1.68%1.73%-0.81%6.55%-2.47%23.85%
20238.31%-2.03%3.81%1.47%1.14%6.44%3.75%-1.67%-4.62%-2.18%9.50%4.98%31.66%
2022-3.40%-0.43%-8.77%9.74%-3.85%-9.45%7.37%5.72%-5.98%-10.52%

Benchmark Metrics

Fidelity SAI Sustainable Sector Fund has an annualized alpha of 1.93%, beta of 1.05, and R2 of 0.98 versus S&P 500 Index. Calculated based on daily prices since April 25, 2022.

  • This fund captured 106.31% of S&P 500 Index gains but only 94.94% of its losses - a favorable profile for investors.
  • With beta of 1.05 and R2 of 0.98, 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
1.93%
Beta
1.05
0.98
Upside Capture
106.31%
Downside Capture
94.94%

Expense Ratio

FIDJX has an expense ratio of 0.44%, placing it in the medium range.


Return for Risk

Risk / Return Rank

FIDJX 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.


FIDJX Risk / Return Rank: 8585
Overall Rank
FIDJX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FIDJX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FIDJX Omega Ratio Rank: 7777
Omega Ratio Rank
FIDJX Calmar Ratio Rank: 8888
Calmar Ratio Rank
FIDJX Martin Ratio Rank: 9494
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 Sustainable Sector Fund (FIDJX) 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.


FIDJXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.57

Sortino ratioReturn per unit of downside risk

+0.68

Omega ratioGain probability vs. loss probability

1.46

1.37

+0.09

Calmar ratioReturn relative to maximum drawdown

4.11

2.78

+1.32

Martin ratioReturn relative to average drawdown

19.11

12.44

+6.67

Dividends

Dividend History

Fidelity SAI Sustainable Sector Fund provided a 0.52% dividend yield over the last twelve months, with an annual payout of $0.10 per share.


0.40%0.60%0.80%1.00%1.20%1.40%1.60%1.80%$0.00$0.05$0.10$0.15$0.202022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$0.10$0.10$0.24$0.06$0.04

Dividend yield

0.52%0.60%1.74%0.52%0.44%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity SAI Sustainable Sector 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$0.04$0.00$0.00$0.00$0.00$0.06$0.10
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.08$0.00$0.00$0.00$0.00$0.16$0.24
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.03$0.00$0.00$0.00$0.00$0.03$0.06
2022$0.01$0.00$0.00$0.00$0.00$0.03$0.04

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity SAI Sustainable Sector 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 Sector Fund was 20.43%, occurring on Apr 8, 2025. Recovery took 59 trading sessions.

The current Fidelity SAI Sustainable Sector Fund drawdown is 0.48%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-20.43%Apr 2025
2mo 14d2mo 26d
5mo 10dJan 2025 - Jul 2025
Bear market2022
-16.97%Oct 2022
1mo 26d7mo 8d
9mo 4dAug 2022 - May 2023
Bear market2022
-15.27%Jun 2022
1mo 12d1mo 27d
3mo 9dMay 2022 - Aug 2022
2023 pullback2023
-9.93%Oct 2023
2mo 27d26d
3mo 23dAug 2023 - Nov 2023
2024 pullback2024
-9.61%Aug 2024
19d1mo 26d
2mo 15dJul 2024 - Sep 2024

Drawdown Indicators


FIDJXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-20.43%

-56.78%

+36.35%

Max Drawdown (1Y)

Largest decline over 1 year

-8.63%

-9.10%

+0.47%

Max Drawdown (3Y)

Largest decline over 3 years

-20.43%

-18.90%

-1.53%

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

-0.48%

-1.80%

+1.32%

Average Drawdown

Average peak-to-trough decline

-3.53%

-10.71%

+7.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.85%

2.03%

-0.18%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with FIDJX

Add Fidelity SAI Sustainable Sector Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with FIDJX