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Issuer
Fidelity
Inception Date
Jun 24, 2021
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

FSJPX Performance Chart

Fidelity SAI Japan Stock Index Fund (FSJPX) is up 15.4% since the beginning of the year. FSJPX is currently trading at $14 per share. Investors who bought $1,000 worth of FSJPX shares 5 years ago would now be looking at an investment worth $1,583.


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Benchmark

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Returns By Period

Fidelity SAI Japan Stock Index Fund (FSJPX) has returned 15.40% so far this year and 30.59% over the past 12 months.


Fidelity SAI Japan Stock Index Fund

1D
-1.02%
1M
-0.07%
6M
8.17%
YTD
15.40%
1Y
30.59%
3Y*
17.51%
5Y*
9.62%
10Y*
ALL TIME*
9.21%

Benchmark (S&P 500 Index)

1D
1.48%
1M
1.57%
6M
8.95%
YTD
11.03%
1Y
21.84%
3Y*
19.28%
5Y*
11.54%
10Y*
13.29%
ALL TIME*
8.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSJPX Monthly Returns History

Based on dividend-adjusted daily data since May 27, 2021, FSJPX's average daily return is +0.04%, while the average monthly return is +0.82%. At this rate, an investment would double in approximately 7.1 years.

Historically, 57% of months were positive and 43% were negative. The best month was Nov 2022 with a return of +12.1%, while the worst month was Sep 2022 at -9.5%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 4 months.

On a daily basis, FSJPX closed higher 49% of trading days. The best single day was Apr 9, 2025 with a return of +6.8%, while the worst single day was Apr 4, 2025 at -5.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.09%8.37%-8.83%6.13%4.18%0.88%-1.30%15.40%
20252.13%0.40%-0.10%4.37%3.71%2.20%-2.69%6.82%3.62%3.66%-0.64%0.54%26.39%
20243.09%4.65%3.06%-5.56%2.34%-0.50%4.79%1.05%-0.19%-5.57%2.60%-2.10%7.19%
20237.01%-4.37%4.93%-0.11%1.61%4.63%2.27%-2.43%-2.27%-3.10%7.08%4.23%20.25%
2022-4.19%-2.19%-1.81%-8.13%2.01%-7.64%6.27%-4.01%-9.46%2.85%12.14%-2.18%-17.02%
20211.40%-0.99%-0.70%2.41%2.45%-2.68%-2.75%2.18%1.16%

Benchmark Metrics

Fidelity SAI Japan Stock Index Fund has an annualized alpha of 1.01%, beta of 0.76, and R2 of 0.46 versus S&P 500 Index. Calculated based on daily prices since May 27, 2021.

  • This fund participated in 75.31% of S&P 500 Index downside but only 69.62% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.46 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
1.01%
Beta
0.76
0.46
Upside Capture
69.62%
Downside Capture
75.31%

Expense Ratio

FSJPX has an expense ratio of 0.11%, which is considered low.


Return for Risk

Risk / Return Rank

FSJPX ranks 54 for risk / return — above 54% of mutual funds peers on PortfoliosLab. Its historical combined result is near the middle of the peer group.


FSJPX Risk / Return Rank: 5454
Overall Rank
FSJPX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
FSJPX Sortino Ratio Rank: 4848
Sortino Ratio Rank
FSJPX Omega Ratio Rank: 4848
Omega Ratio Rank
FSJPX Calmar Ratio Rank: 6969
Calmar Ratio Rank
FSJPX Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

Risk / Return Metrics

The table below present risk-adjusted performance metrics for Fidelity SAI Japan Stock Index Fund (FSJPX) 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.


FSJPXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

1.27

1.31

-0.04

Calmar ratioReturn relative to maximum drawdown

2.40

2.41

-0.01

Martin ratioReturn relative to average drawdown

7.82

10.22

-2.40

Dividends

Dividend History

Fidelity SAI Japan Stock Index Fund provided a 4.55% dividend yield over the last twelve months, with an annual payout of $0.62 per share.


1.00%2.00%3.00%4.00%5.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$0.62$0.62$0.22$0.39$0.19$0.10

Dividend yield

4.55%5.25%2.26%4.10%2.28%0.97%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity SAI Japan Stock 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$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$0.62$0.62
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.22$0.22
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.39$0.39
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19$0.19
2021$0.10$0.10

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 Japan Stock 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 Japan Stock Index Fund was 32.91%, occurring on Oct 14, 2022. Recovery took 345 trading sessions.

The current Fidelity SAI Japan Stock Index Fund drawdown is 4.75%.


Drawdown

Fall

Recovery

Underwater

Related event

-32.91%Oct 2022
1y 28d1y 4mo
2y 5moSep 2021 - Mar 2024
Bear market2022
-15.45%Apr 2025
6mo 12d28d
7mo 10dSep 2024 - May 2025
2025 selloff2025
-13.59%Mar 2026
1mo 6d2mo 15d
3mo 21dFeb 2026 - Jun 2026
-11.81%Aug 2024
19d18d
1mo 7dJul 2024 - Aug 2024
-8.27%Apr 2024
25d2mo 24d
3mo 19dMar 2024 - Jul 2024

Drawdown Indicators


FSJPXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-32.91%

-56.78%

+23.87%

Max Drawdown (1Y)

Largest decline over 1 year

-13.59%

-9.10%

-4.49%

Max Drawdown (3Y)

Largest decline over 3 years

-15.45%

-18.90%

+3.45%

Max Drawdown (5Y)

Largest decline over 5 years

-32.91%

-25.43%

-7.48%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-4.75%

-0.12%

-4.63%

Average Drawdown

Average peak-to-trough decline

-9.64%

-10.70%

+1.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.15%

2.14%

+2.01%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with FSJPX

Add Fidelity SAI Japan Stock Index Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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