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Fidelity SAI International Momentum Index Fund (FI...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

Issuer

Fidelity

Inception Date

May 11, 2020

Min. Investment

$0

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

FITMX has an expense ratio of 0.18%, which is considered low.


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.


Performance

Performance Chart


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S&P 500

Returns By Period

Fidelity SAI International Momentum Index Fund (FITMX) returned 19.94% year-to-date (YTD) and 17.05% over the past 12 months.


FITMX

YTD

19.94%

1M

5.82%

6M

16.32%

1Y

17.05%

3Y*

14.20%

5Y*

12.08%

10Y*

N/A

^GSPC (Benchmark)

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.69%2.45%0.34%5.31%5.82%19.94%
20240.62%5.38%4.96%-2.99%4.65%-1.78%2.23%2.38%0.93%-5.08%0.97%-3.02%8.97%
20237.50%-2.27%3.44%2.41%-3.82%6.50%2.30%-3.33%-3.45%-2.99%9.41%4.75%21.03%
2022-8.73%-3.26%1.81%-8.64%1.10%-12.27%7.61%-5.66%-9.93%6.97%13.23%-2.62%-21.45%
2021-2.29%0.31%1.71%3.83%2.43%-0.86%2.47%2.76%-4.55%4.77%-1.79%3.22%12.20%
20204.10%4.03%4.80%3.96%-0.68%-3.33%10.77%5.22%32.06%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FITMX is 74, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FITMX is 7474
Overall Rank
The Sharpe Ratio Rank of FITMX is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of FITMX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of FITMX is 7272
Omega Ratio Rank
The Calmar Ratio Rank of FITMX is 8282
Calmar Ratio Rank
The Martin Ratio Rank of FITMX is 7575
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 SAI International Momentum Index Fund (FITMX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Fidelity SAI International Momentum Index Fund Sharpe ratios as of May 31, 2025 (values are recalculated daily):

  • 1-Year: 0.97
  • 5-Year: 0.70
  • All Time: 0.74

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Fidelity SAI International Momentum Index Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Fidelity SAI International Momentum Index Fund provided a 2.92% dividend yield over the last twelve months, with an annual payout of $0.48 per share. The fund has been increasing its distributions for 2 consecutive years.


1.00%1.50%2.00%2.50%3.00%3.50%$0.00$0.10$0.20$0.30$0.40$0.5020202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020
Dividend$0.48$0.48$0.44$0.27$0.36$0.15

Dividend yield

2.92%3.50%3.39%2.42%2.52%1.11%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.48$0.48
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.44$0.44
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.27$0.27
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.36$0.36
2020$0.15$0.15

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 International Momentum 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 International Momentum Index Fund was 34.68%, occurring on Sep 27, 2022. Recovery took 358 trading sessions.

The current Fidelity SAI International Momentum Index Fund drawdown is 0.85%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.68%Nov 19, 2021214Sep 27, 2022358Mar 1, 2024572
-14.1%Mar 20, 202513Apr 7, 202513Apr 25, 202526
-9.57%Sep 27, 202473Jan 13, 202535Mar 5, 2025108
-9.08%Jul 15, 202416Aug 5, 202414Aug 23, 202430
-8.53%Sep 14, 202115Oct 4, 202125Nov 8, 202140
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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