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Fidelity SAI Japan Stock Index Fund (FSJPX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

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

Performance Chart

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


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S&P 500 Index

Returns By Period

Fidelity SAI Japan Stock Index Fund (FSJPX) has returned 1.35% so far this year and 25.05% over the past 12 months.


Fidelity SAI Japan Stock Index Fund

1D
0.00%
1M
-11.85%
YTD
1.35%
6M
4.96%
1Y
25.05%
3Y*
15.42%
5Y*
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 27, 2021, FSJPX's average daily return is +0.03%, while the average monthly return is +0.66%. At this rate, your investment would double in approximately 8.8 years.

Historically, 56% of months were positive and 44% were negative. The best month was Nov 2022 with a return of +12.1%, while the worst month was Mar 2026 at -11.9%. 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%-11.85%1.35%
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 1.14%, beta of 0.73, and R² of 0.46 versus S&P 500 Index. Calculated based on daily prices since May 28, 2021.

  • This fund participated in 77.52% of S&P 500 Index downside but only 70.79% 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
1.14%
Beta
0.73
0.46
Upside Capture
70.79%
Downside Capture
77.52%

Expense Ratio

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


Return for Risk

Risk / Return Rank

FSJPX ranks 58 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


FSJPX Risk / Return Rank: 5858
Overall Rank
FSJPX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
FSJPX Sortino Ratio Rank: 5858
Sortino Ratio Rank
FSJPX Omega Ratio Rank: 4949
Omega Ratio Rank
FSJPX Calmar Ratio Rank: 6767
Calmar Ratio Rank
FSJPX Martin Ratio Rank: 5858
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 Japan Stock Index Fund (FSJPX) and compare them to a chosen benchmark (S&P 500 Index).


FSJPXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.07

0.90

+0.18

Sortino ratio

Return per unit of downside risk

1.57

1.39

+0.18

Omega ratio

Gain probability vs. loss probability

1.21

1.21

0.00

Calmar ratio

Return relative to maximum drawdown

1.57

1.40

+0.17

Martin ratio

Return relative to average drawdown

5.61

6.61

-0.99

Explore FSJPX 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 Japan Stock Index Fund provided a 5.18% 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

5.18%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
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 12.94%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.91%Sep 16, 2021273Oct 14, 2022345Mar 1, 2024618
-15.45%Sep 27, 2024131Apr 7, 202519May 5, 2025150
-13.59%Feb 12, 202626Mar 20, 2026
-11.81%Jul 17, 202414Aug 5, 202414Aug 23, 202428
-8.27%Mar 25, 202419Apr 19, 202457Jul 12, 202476

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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