PortfoliosLab logoPortfoliosLab logo
Fidelity SAI International Quality Index Fund (FQI...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

Issuer
Fidelity
Inception Date
May 11, 2020
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


Loading graphics...

Compare stocks, funds, or ETFs

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


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Fidelity SAI International Quality 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.


Loading graphics...

S&P 500 Index

Returns By Period

Fidelity SAI International Quality Index Fund (FQITX) has returned -6.47% so far this year and 6.17% over the past 12 months.


Fidelity SAI International Quality Index Fund

1D
0.31%
1M
-12.39%
YTD
-6.47%
6M
-3.66%
1Y
6.17%
3Y*
6.42%
5Y*
4.47%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 12, 2020, FQITX's average daily return is +0.04%, while the average monthly return is +0.78%. At this rate, your investment would double in approximately 7.4 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2022 with a return of +14.3%, while the worst month was Mar 2026 at -12.4%. 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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.20%2.46%-12.39%-6.47%
20254.81%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%
20237.87%-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 -1.56%, beta of 0.73, and R² of 0.59 versus S&P 500 Index. Calculated based on daily prices since May 13, 2020.

  • This fund participated in 97.03% of S&P 500 Index downside but only 75.89% of its upside — more exposed to losses than it benefited from rallies.

Alpha
-1.56%
Beta
0.73
0.59
Upside Capture
75.89%
Downside Capture
97.03%

Expense Ratio

FQITX has an expense ratio of 0.19%, which is considered low.


Return for Risk

Risk / Return Rank

FQITX ranks 10 for risk / return — in the bottom 10% 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.


FQITX Risk / Return Rank: 1010
Overall Rank
FQITX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
FQITX Sortino Ratio Rank: 99
Sortino Ratio Rank
FQITX Omega Ratio Rank: 99
Omega Ratio Rank
FQITX Calmar Ratio Rank: 1212
Calmar Ratio Rank
FQITX Martin Ratio Rank: 1313
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Fidelity SAI International Quality Index Fund (FQITX) and compare them to a chosen benchmark (S&P 500 Index).


FQITXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.26

0.90

-0.63

Sortino ratio

Return per unit of downside risk

0.49

1.39

-0.90

Omega ratio

Gain probability vs. loss probability

1.06

1.21

-0.15

Calmar ratio

Return relative to maximum drawdown

0.31

1.40

-1.09

Martin ratio

Return relative to average drawdown

1.18

6.61

-5.43

Explore FQITX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Fidelity SAI International Quality Index Fund provided a 2.18% dividend yield over the last twelve months, with an annual payout of $0.29 per share.


2.00%4.00%6.00%8.00%10.00%12.00%$0.00$0.50$1.00$1.5020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$0.29$0.29$0.20$0.31$0.33$1.47

Dividend yield

2.18%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$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.


Loading graphics...

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.

The current Fidelity SAI International Quality Index Fund drawdown is 12.62%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.39%Sep 8, 2021265Sep 26, 2022359Mar 1, 2024624
-15.68%Sep 27, 2024132Apr 8, 202527May 16, 2025159
-12.89%Feb 26, 202622Mar 27, 2026
-7.39%Feb 17, 202114Mar 8, 202127Apr 15, 202141
-7.38%Jul 15, 202416Aug 5, 202412Aug 21, 202428

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading graphics...