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Fidelity International Sustainability Index Fd (FN...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US31635V3490

CUSIP

31635V349

Issuer

Fidelity

Inception Date

May 9, 2017

Min. Investment

$0

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

FNIDX has an expense ratio of 0.20%, which is considered low compared to other funds.


Expense ratio chart for FNIDX: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

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:
FNIDX vs. ESGD FNIDX vs. FITLX FNIDX vs. FWWFX FNIDX vs. DMXF FNIDX vs. VOO FNIDX vs. FZILX FNIDX vs. VSGX FNIDX vs. GOOG FNIDX vs. VCOBX FNIDX vs. VCEB
Popular comparisons:
FNIDX vs. ESGD FNIDX vs. FITLX FNIDX vs. FWWFX FNIDX vs. DMXF FNIDX vs. VOO FNIDX vs. FZILX FNIDX vs. VSGX FNIDX vs. GOOG FNIDX vs. VCOBX FNIDX vs. VCEB

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Fidelity International Sustainability Index Fd, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


40.00%60.00%80.00%100.00%120.00%140.00%160.00%JulyAugustSeptemberOctoberNovemberDecember
37.83%
144.23%
FNIDX (Fidelity International Sustainability Index Fd)
Benchmark (^GSPC)

Returns By Period

Fidelity International Sustainability Index Fd had a return of 3.59% year-to-date (YTD) and 6.41% in the last 12 months.


FNIDX

YTD

3.59%

1M

-3.19%

6M

-2.96%

1Y

6.41%

5Y*

3.32%

10Y*

N/A

^GSPC (Benchmark)

YTD

24.66%

1M

0.49%

6M

8.64%

1Y

26.56%

5Y*

13.06%

10Y*

11.10%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.37%2.69%2.70%-1.81%4.10%0.16%2.01%3.07%2.67%-5.50%0.00%3.59%
20239.16%-4.55%3.30%1.59%-3.40%4.15%3.47%-4.95%-3.79%-3.21%8.43%4.93%14.65%
2022-2.87%-4.52%-0.33%-6.79%0.97%-8.00%3.21%-4.67%-10.57%3.01%14.70%-2.52%-18.89%
20211.12%1.03%1.49%2.39%2.63%-0.07%-1.54%2.24%-3.72%2.95%-4.34%3.59%7.65%
2020-2.85%-6.24%-14.50%7.45%4.48%4.90%4.96%4.08%-1.60%-2.17%11.84%4.75%12.98%
20197.36%1.59%0.59%3.01%-5.28%5.78%-1.79%-2.01%2.84%3.61%1.19%4.02%22.20%
20185.38%-5.28%-0.54%0.36%-2.43%-1.57%2.62%-1.64%0.09%-8.44%1.92%-4.69%-14.00%
20170.59%0.39%3.63%0.57%1.41%1.76%1.10%1.95%11.96%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FNIDX is 27, 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 FNIDX is 2727
Overall Rank
The Sharpe Ratio Rank of FNIDX is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of FNIDX is 2626
Sortino Ratio Rank
The Omega Ratio Rank of FNIDX is 2424
Omega Ratio Rank
The Calmar Ratio Rank of FNIDX is 3636
Calmar Ratio Rank
The Martin Ratio Rank of FNIDX is 2424
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 International Sustainability Index Fd (FNIDX) 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 FNIDX, currently valued at 0.41, compared to the broader market-1.000.001.002.003.004.000.412.12
The chart of Sortino ratio for FNIDX, currently valued at 0.64, compared to the broader market-2.000.002.004.006.008.0010.000.642.83
The chart of Omega ratio for FNIDX, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.003.501.081.39
The chart of Calmar ratio for FNIDX, currently valued at 0.38, compared to the broader market0.002.004.006.008.0010.0012.0014.000.383.13
The chart of Martin ratio for FNIDX, currently valued at 1.53, compared to the broader market0.0020.0040.0060.001.5313.67
FNIDX
^GSPC

The current Fidelity International Sustainability Index Fd Sharpe ratio is 0.41. 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 International Sustainability Index Fd 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.41
1.83
FNIDX (Fidelity International Sustainability Index Fd)
Benchmark (^GSPC)

Dividends

Dividend History

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


1.00%1.50%2.00%2.50%$0.00$0.05$0.10$0.15$0.20$0.25$0.30$0.352017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017
Dividend$0.00$0.31$0.24$0.26$0.14$0.24$0.21$0.09

Dividend yield

0.00%2.64%2.32%1.94%1.13%2.17%2.28%0.81%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity International Sustainability Index Fd. 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$0.31$0.31
2022$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
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.26$0.26
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.14$0.14
2019$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
2018$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
2017$0.09$0.09

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.08%
-3.66%
FNIDX (Fidelity International Sustainability Index Fd)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity International Sustainability Index Fd. 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 International Sustainability Index Fd was 33.17%, occurring on Mar 23, 2020. Recovery took 141 trading sessions.

The current Fidelity International Sustainability Index Fd drawdown is 11.08%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.17%Jan 29, 2018541Mar 23, 2020141Oct 12, 2020682
-32.79%Sep 8, 2021279Oct 14, 2022466Aug 23, 2024745
-11.08%Sep 27, 202459Dec 19, 2024
-6.21%Feb 17, 202114Mar 8, 202143May 7, 202157
-6%Oct 13, 202014Oct 30, 20204Nov 5, 202018

Volatility

Volatility Chart

The current Fidelity International Sustainability Index Fd volatility is 3.97%, 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%JulyAugustSeptemberOctoberNovemberDecember
3.97%
3.62%
FNIDX (Fidelity International Sustainability Index Fd)
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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