- ISIN
- US31635V8770
- CUSIP
- 31635V877
- Issuer
- Fidelity
- Inception Date
- May 29, 2015
- Category
- Foreign Large Cap Equities
- 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
FSKLX Performance Chart
Fidelity SAI International Low Volatility Index Fund (FSKLX) is up 3.9% since the beginning of the year. FSKLX is currently trading at $13 per share. Investors who bought $1,000 worth of FSKLX shares 5 years ago would now be looking at an investment worth $1,303.
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Returns By Period
Fidelity SAI International Low Volatility Index Fund (FSKLX) has returned 3.88% so far this year and 10.93% over the past 12 months. Over the last ten years, FSKLX has returned 5.83% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Fidelity SAI International Low Volatility Index Fund
- 1D
- -0.37%
- 1M
- -2.19%
- YTD
- 3.88%
- 6M
- 4.45%
- 1Y
- 10.93%
- 3Y*
- 10.06%
- 5Y*
- 5.43%
- 10Y*
- 5.83%
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%
FSKLX Monthly Returns History
Based on dividend-adjusted daily data since Jun 5, 2015, FSKLX's average daily return is +0.02%, while the average monthly return is +0.49%. At this rate, an investment would double in approximately 11.8 years.
Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +10.0%, while the worst month was Mar 2020 at -10.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, FSKLX closed higher 50% of trading days. The best single day was Mar 24, 2020 with a return of +5.5%, while the worst single day was Mar 12, 2020 at -8.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.88% | 7.32% | -5.92% | 1.11% | -0.44% | -1.62% | 3.88% | ||||||
| 2025 | 3.04% | 2.24% | 2.28% | 6.16% | 1.85% | 0.24% | -2.84% | 4.72% | -0.54% | -1.33% | 2.77% | 1.77% | 21.95% |
| 2024 | 0.27% | 0.46% | 2.00% | -3.29% | 2.76% | -0.99% | 5.25% | 4.64% | -0.16% | -5.35% | -0.52% | -3.31% | 1.20% |
| 2023 | 4.17% | -3.22% | 4.54% | 4.63% | -3.97% | 2.50% | 1.22% | -2.22% | -2.65% | -1.56% | 6.03% | 4.29% | 13.84% |
| 2022 | -3.97% | -1.71% | 0.37% | -4.10% | -0.85% | -4.50% | 3.11% | -4.96% | -7.57% | 1.11% | 9.75% | 0.08% | -13.48% |
| 2021 | -1.20% | -0.47% | 3.10% | 2.10% | 3.04% | 0.09% | 1.65% | 1.71% | -3.77% | 1.66% | -2.06% | 3.94% | 9.91% |
Benchmark Metrics
Fidelity SAI International Low Volatility Index Fund has an annualized alpha of -0.36%, beta of 0.48, and R2 of 0.52 versus S&P 500 Index. Calculated based on daily prices since June 05, 2015.
- This fund participated in 61.45% of S&P 500 Index downside but only 46.38% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.48 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- -0.36%
- Beta
- 0.48
- R²
- 0.52
- Upside Capture
- 46.38%
- Downside Capture
- 61.45%
Expense Ratio
FSKLX has an expense ratio of 0.17%, which is considered low.
Return for Risk
Risk / Return Rank
FSKLX ranks 13 for risk / return — in the bottom 13% 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 Low Volatility Index Fund (FSKLX) 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.
| FSKLX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.07 | ||
| Sortino ratioReturn per unit of downside risk | -1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.37 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.18 | 2.78 | -1.60 |
| Martin ratioReturn relative to average drawdown | 3.02 | 12.44 | -9.42 |
Dividends
Dividend History
Fidelity SAI International Low Volatility Index Fund provided a 2.50% dividend yield over the last twelve months, with an annual payout of $0.33 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.33 | $0.33 | $0.23 | $0.25 | $0.20 | $0.28 | $0.14 | $0.68 | $0.27 | $0.19 | $0.26 | $0.10 |
Dividend yield | 2.50% | 2.59% | 2.09% | 2.31% | 2.01% | 2.42% | 1.32% | 6.06% | 2.64% | 1.69% | 2.85% | 1.10% |
Monthly Dividends
The table displays the monthly dividend distributions for Fidelity SAI International Low Volatility 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 | $0.33 | $0.33 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.23 | $0.23 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.25 | $0.25 |
| 2022 | $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 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.28 | $0.28 |
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 Low Volatility 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 Low Volatility Index Fund was 27.26%, occurring on Mar 23, 2020. Recovery took 263 trading sessions.
The current Fidelity SAI International Low Volatility Index Fund drawdown is 6.82%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -27.26%Mar 2020 | 1mo 15d | 1y 16d | 1y 2moFeb 2020 - Apr 2021 |
Bear market2022 | -24.99%Oct 2022 | 1y 1mo | 1y 4mo | 2y 6moSep 2021 - Mar 2024 |
2016 correction2016 | -13.88%Jan 2016 | 7mo 1d | 2mo 28d | 9mo 29dJun 2015 - Apr 2016 |
2025 correction2025 | -11.59%Jan 2025 | 3mo 18d | 3mo 9d | 6mo 27dSep 2024 - Apr 2025 |
Rate-hike selloffLate 2018 | -11.12%Dec 2018 | 10mo 29d | 5mo 19d | 1y 4moJan 2018 - Jun 2019 |
Drawdown Indicators
| FSKLX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.26% | -56.78% | +29.52% |
Max Drawdown (1Y)Largest decline over 1 year | -8.64% | -9.10% | +0.46% |
Max Drawdown (3Y)Largest decline over 3 years | -11.59% | -18.90% | +7.31% |
Max Drawdown (5Y)Largest decline over 5 years | -24.99% | -25.43% | +0.44% |
Max Drawdown (10Y)Largest decline over 10 years | -27.26% | -33.92% | +6.66% |
Current DrawdownCurrent decline from peak | -6.82% | -1.80% | -5.02% |
Average DrawdownAverage peak-to-trough decline | -5.14% | -10.71% | +5.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.37% | 2.03% | +1.34% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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