- Issuer
- Fidelity
- Inception Date
- May 11, 2020
- Category
- Foreign Large Cap Equities
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
Share Price Chart
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Performance
FQITX Performance Chart
Fidelity SAI International Quality Index Fund (FQITX) is up 9.5% since the beginning of the year. FQITX is currently trading at $15 per share. Investors who bought $1,000 worth of FQITX shares 5 years ago would now be looking at an investment worth $1,343.
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Returns By Period
Fidelity SAI International Quality Index Fund (FQITX) has returned 9.46% so far this year and 16.95% over the past 12 months.
Fidelity SAI International Quality Index Fund
- 1D
- 1.05%
- 1M
- 4.13%
- YTD
- 9.46%
- 6M
- 10.09%
- 1Y
- 16.95%
- 3Y*
- 10.19%
- 5Y*
- 6.07%
- 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%
FQITX Monthly Returns History
Based on dividend-adjusted daily data since May 12, 2020, FQITX's average daily return is +0.05%, while the average monthly return is +0.97%. At this rate, an investment would double in approximately 6.0 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2022 with a return of +14.3%, while the worst month was Mar 2026 at -9.7%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.
On a daily basis, FQITX closed higher 51% of trading days. The best single day was Apr 9, 2025 with a return of +7.4%, while the worst single day was Apr 4, 2025 at -6.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.20% | 2.46% | -9.73% | 7.01% | 2.76% | 3.29% | 9.46% | ||||||
| 2025 | 4.81% | 0.86% | -2.47% | 5.70% | 3.29% | 1.09% | -4.95% | 3.77% | 1.24% | 0.86% | -0.50% | 2.64% | 17.04% |
| 2024 | 0.00% | 3.25% | 1.49% | -4.73% | 5.77% | -1.00% | 1.63% | 4.66% | 0.44% | -6.10% | -1.01% | -2.67% | 1.04% |
| 2023 | 7.87% | -4.86% | 5.93% | 1.89% | -2.03% | 3.80% | 1.25% | -4.68% | -4.48% | -1.80% | 9.64% | 5.94% | 18.44% |
| 2022 | -7.23% | -2.11% | 1.66% | -7.10% | -0.88% | -7.88% | 6.92% | -7.37% | -8.16% | 4.86% | 14.31% | -2.94% | -17.12% |
| 2021 | -2.16% | -0.47% | 2.14% | 4.42% | 3.86% | 0.36% | 3.06% | 2.42% | -5.47% | 3.64% | -2.41% | 4.34% | 14.00% |
Benchmark Metrics
Fidelity SAI International Quality Index Fund has an annualized alpha of -0.81%, beta of 0.74, and R2 of 0.59 versus S&P 500 Index. Calculated based on daily prices since May 12, 2020.
- This fund participated in 93.14% of S&P 500 Index downside but only 75.32% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- -0.81%
- Beta
- 0.74
- R²
- 0.59
- Upside Capture
- 75.32%
- Downside Capture
- 93.14%
Expense Ratio
FQITX has an expense ratio of 0.19%, which is considered low.
Return for Risk
Risk / Return Rank
FQITX ranks 14 for risk / return — in the bottom 14% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Fidelity SAI International Quality Index Fund (FQITX) 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.
| FQITX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.10 | ||
| Sortino ratioReturn per unit of downside risk | -1.34 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.37 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.20 | 2.78 | -1.58 |
| Martin ratioReturn relative to average drawdown | 4.15 | 12.44 | -8.28 |
Dividends
Dividend History
Fidelity SAI International Quality Index Fund provided a 1.86% dividend yield over the last twelve months, with an annual payout of $0.29 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $0.29 | $0.29 | $0.20 | $0.31 | $0.33 | $1.47 |
Dividend yield | 1.86% | 2.04% | 1.60% | 2.54% | 3.13% | 11.07% |
Monthly Dividends
The table displays the monthly dividend distributions for Fidelity SAI International Quality 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 | $0.29 | $0.29 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.20 | $0.20 |
| 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 | $0.33 | $0.33 |
| 2021 | $1.47 | $1.47 |
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 Quality 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 Quality Index Fund was 31.39%, occurring on Sep 26, 2022. Recovery took 359 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -31.39%Sep 2022 | 1y 18d | 1y 5mo | 2y 5moSep 2021 - Mar 2024 |
2025 selloff2025 | -15.68%Apr 2025 | 6mo 13d | 1mo 8d | 7mo 21dSep 2024 - May 2025 |
2026 correction2026 | -12.89%Mar 2026 | 29d | 2mo 16d | 3mo 15dFeb 2026 - Jun 2026 |
2021 pullback2021 | -7.39%Mar 2021 | 19d | 1mo 8d | 1mo 27dFeb 2021 - Apr 2021 |
2024 pullback2024 | -7.38%Aug 2024 | 21d | 16d | 1mo 7dJul 2024 - Aug 2024 |
Drawdown Indicators
| FQITX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.39% | -56.78% | +25.39% |
Max Drawdown (1Y)Largest decline over 1 year | -12.89% | -9.10% | -3.79% |
Max Drawdown (3Y)Largest decline over 3 years | -15.68% | -18.90% | +3.22% |
Max Drawdown (5Y)Largest decline over 5 years | -31.39% | -25.43% | -5.96% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -6.80% | -10.71% | +3.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.72% | 2.03% | +1.69% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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