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Fidelity US Sustainability Index Fund (FITLX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US31635V3987

CUSIP

31635V398

Issuer

Fidelity

Inception Date

May 9, 2017

Min. Investment

$0

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

FITLX has an expense ratio of 0.11%, which is considered low compared to other funds.


Expense ratio chart for FITLX: current value at 0.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.11%

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
FITLX vs. VFTAX FITLX vs. VOO FITLX vs. VOOG FITLX vs. FXAIX FITLX vs. PRCOX FITLX vs. FNIDX FITLX vs. FFIJX FITLX vs. FEDDX FITLX vs. FHOFX FITLX vs. SPY
Popular comparisons:
FITLX vs. VFTAX FITLX vs. VOO FITLX vs. VOOG FITLX vs. FXAIX FITLX vs. PRCOX FITLX vs. FNIDX FITLX vs. FFIJX FITLX vs. FEDDX FITLX vs. FHOFX FITLX vs. SPY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Fidelity US Sustainability 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.


120.00%140.00%160.00%180.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
184.12%
146.88%
FITLX (Fidelity US Sustainability Index Fund)
Benchmark (^GSPC)

Returns By Period

Fidelity US Sustainability Index Fund had a return of 23.39% year-to-date (YTD) and 24.09% in the last 12 months.


FITLX

YTD

23.39%

1M

-1.69%

6M

6.11%

1Y

24.09%

5Y*

14.67%

10Y*

N/A

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of FITLX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.21%5.57%3.53%-4.51%4.72%3.71%0.32%2.02%2.30%-1.01%6.03%23.39%
20236.48%-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%
20200.79%-7.52%-12.54%12.39%5.28%1.72%4.12%7.56%-3.48%-2.79%10.99%3.72%18.68%
20197.48%3.74%1.85%3.71%-5.88%6.50%1.90%-1.09%1.73%1.85%3.64%2.94%31.54%
20185.44%-4.06%-1.41%0.27%1.60%0.61%4.01%2.43%0.57%-7.00%3.76%-8.53%-3.31%
20170.80%0.69%2.26%-0.19%2.41%2.44%2.57%1.13%12.73%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 88, FITLX is among the top 12% of mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FITLX is 8888
Overall Rank
The Sharpe Ratio Rank of FITLX is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of FITLX is 8787
Sortino Ratio Rank
The Omega Ratio Rank of FITLX is 8787
Omega Ratio Rank
The Calmar Ratio Rank of FITLX is 9090
Calmar Ratio Rank
The Martin Ratio Rank of FITLX is 8888
Martin 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 US Sustainability Index Fund (FITLX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for FITLX, currently valued at 1.83, compared to the broader market-1.000.001.002.003.004.001.832.10
The chart of Sortino ratio for FITLX, currently valued at 2.46, compared to the broader market-2.000.002.004.006.008.0010.002.462.80
The chart of Omega ratio for FITLX, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.003.501.341.39
The chart of Calmar ratio for FITLX, currently valued at 2.68, compared to the broader market0.002.004.006.008.0010.0012.0014.002.683.09
The chart of Martin ratio for FITLX, currently valued at 10.93, compared to the broader market0.0020.0040.0060.0010.9313.49
FITLX
^GSPC

The current Fidelity US Sustainability Index Fund Sharpe ratio is 1.83. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Fidelity US Sustainability Index Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.83
2.10
FITLX (Fidelity US Sustainability Index Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Fidelity US Sustainability Index Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.80%1.00%1.20%1.40%$0.00$0.05$0.10$0.15$0.20$0.252017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017
Dividend$0.00$0.24$0.25$0.17$0.17$0.18$0.15$0.08

Dividend yield

0.00%1.12%1.49%0.81%1.01%1.27%1.37%0.71%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity US Sustainability Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$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$0.24$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$0.17$0.17
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.17$0.17
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.18$0.18
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.15$0.15
2017$0.08$0.08

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.45%
-2.62%
FITLX (Fidelity US Sustainability Index Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity US 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 US Sustainability Index Fund was 34.35%, occurring on Mar 23, 2020. Recovery took 106 trading sessions.

The current Fidelity US Sustainability Index Fund drawdown is 4.45%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.35%Feb 20, 202023Mar 23, 2020106Aug 21, 2020129
-26.91%Dec 30, 2021198Oct 12, 2022294Dec 13, 2023492
-17.87%Sep 24, 201864Dec 24, 201859Mar 21, 2019123
-10.2%Jan 29, 20189Feb 8, 2018124Aug 7, 2018133
-9.51%Jul 17, 202416Aug 7, 202430Sep 19, 202446

Volatility

Volatility Chart

The current Fidelity US Sustainability Index Fund volatility is 4.44%, 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%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.44%
3.79%
FITLX (Fidelity US Sustainability Index Fund)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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