- ISIN
- US31635V3987
- CUSIP
- 31635V398
- Issuer
- Fidelity
- Inception Date
- May 9, 2017
- Region
- North America (U.S.)
- Category
- Large Cap Blend Equities, ESG
- Leveraged
- 1x (No leverage)
- Min. Investment
- $0
- Index Tracked
- MSCI USA ESG Leaders Index
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
FITLX Performance Chart
Fidelity U.S. Sustainability Index Fund (FITLX) is up 9.4% since the beginning of the year. FITLX is currently trading at $33 per share. Investors who bought $1,000 worth of FITLX shares 5 years ago would now be looking at an investment worth $1,928.
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Returns By Period
Fidelity U.S. Sustainability Index Fund (FITLX) has returned 9.39% so far this year and 28.18% over the past 12 months.
Fidelity U.S. Sustainability Index Fund
- 1D
- 0.82%
- 1M
- 0.45%
- YTD
- 9.39%
- 6M
- 8.71%
- 1Y
- 28.18%
- 3Y*
- 20.97%
- 5Y*
- 14.03%
- 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%
FITLX Monthly Returns History
Based on dividend-adjusted daily data since May 9, 2017, FITLX's average daily return is +0.06%, while the average monthly return is +1.31%. At this rate, an investment would double in approximately 4.4 years.
Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +12.4%, while the worst month was Mar 2020 at -12.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, FITLX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +10.0%, while the worst single day was Mar 16, 2020 at -12.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.51% | -1.81% | -5.63% | 11.65% | 4.75% | -0.57% | 9.39% | ||||||
| 2025 | 1.81% | -2.31% | -6.05% | 0.12% | 7.95% | 4.62% | 2.63% | 1.49% | 3.96% | 3.37% | -0.39% | 0.81% | 18.77% |
| 2024 | 2.21% | 5.57% | 3.53% | -4.51% | 4.72% | 3.71% | 0.32% | 2.02% | 2.30% | -1.01% | 6.03% | -2.95% | 23.59% |
| 2023 | 6.48% | -2.37% | 3.98% | 1.00% | 0.99% | 6.64% | 3.47% | -0.44% | -5.05% | -2.51% | 10.28% | 4.36% | 29.04% |
| 2022 | -6.18% | -3.32% | 3.74% | -8.62% | -0.66% | -7.45% | 8.29% | -4.96% | -8.99% | 7.32% | 6.71% | -6.00% | -20.28% |
| 2021 | -0.80% | 3.16% | 4.50% | 5.23% | 0.82% | 2.60% | 2.96% | 3.08% | -4.92% | 9.36% | -1.72% | 4.22% | 31.55% |
Benchmark Metrics
Fidelity U.S. Sustainability Index Fund has an annualized alpha of 1.81%, beta of 1.01, and R2 of 0.98 versus S&P 500 Index. Calculated based on daily prices since May 09, 2017.
- This fund captured 106.07% of S&P 500 Index gains but only 97.86% of its losses - a favorable profile for investors.
- With beta of 1.01 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
- 1.81%
- Beta
- 1.01
- R²
- 0.98
- Upside Capture
- 106.07%
- Downside Capture
- 97.86%
Expense Ratio
FITLX has an expense ratio of 0.11%, which is considered low.
Return for Risk
Risk / Return Rank
FITLX ranks 54 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Fidelity U.S. Sustainability Index Fund (FITLX) 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.
| FITLX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.37 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.47 | 2.78 | -0.31 |
| Martin ratioReturn relative to average drawdown | 10.59 | 12.44 | -1.84 |
Dividends
Dividend History
Fidelity U.S. Sustainability Index Fund provided a 1.01% dividend yield over the last twelve months, with an annual payout of $0.34 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.34 | $0.34 | $0.34 | $0.24 | $0.25 | $0.21 | $0.17 | $0.20 | $0.17 | $0.09 |
Dividend yield | 1.01% | 1.11% | 1.29% | 1.12% | 1.49% | 0.99% | 1.01% | 1.41% | 1.58% | 0.76% |
Monthly Dividends
The table displays the monthly dividend distributions for Fidelity U.S. Sustainability 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 | $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 | $0.34 | $0.34 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.34 | $0.34 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.24 | $0.24 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.25 | $0.25 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.21 | $0.21 |
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 U.S. Sustainability 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 U.S. Sustainability Index Fund was 34.35%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.
The current Fidelity U.S. Sustainability Index Fund drawdown is 1.42%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -34.35%Mar 2020 | 1mo 2d | 5mo 4d | 6mo 6dFeb 2020 - Aug 2020 |
Bear market2022 | -26.91%Oct 2022 | 9mo 16d | 1y 2mo | 1y 11moDec 2021 - Dec 2023 |
2025 selloff2025 | -19.99%Apr 2025 | 2mo 14d | 2mo 20d | 5mo 4dJan 2025 - Jun 2025 |
Rate-hike selloffLate 2018 | -17.87%Dec 2018 | 3mo 1d | 2mo 27d | 5mo 28dSep 2018 - Mar 2019 |
2026 correction2026 | -11.15%Mar 2026 | 2mo | 18d | 2mo 18dJan 2026 - Apr 2026 |
Drawdown Indicators
| FITLX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.35% | -56.78% | +22.43% |
Max Drawdown (1Y)Largest decline over 1 year | -11.15% | -9.10% | -2.05% |
Max Drawdown (3Y)Largest decline over 3 years | -19.99% | -18.90% | -1.09% |
Max Drawdown (5Y)Largest decline over 5 years | -26.91% | -25.43% | -1.48% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.42% | -1.80% | +0.38% |
Average DrawdownAverage peak-to-trough decline | -5.06% | -10.71% | +5.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 2.03% | +0.57% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with FITLX
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