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Fidelity Sustainable International Equity Fund (FS...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US31618Q8794
Issuer
Fidelity
Inception Date
Feb 10, 2022
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 Sustainable International Equity 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 Sustainable International Equity Fund (FSQIX) has returned -4.75% so far this year and 17.62% over the past 12 months.


Fidelity Sustainable International Equity Fund

1D
0.36%
1M
-12.46%
YTD
-4.75%
6M
0.25%
1Y
17.62%
3Y*
11.07%
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 Feb 18, 2022, FSQIX's average daily return is +0.03%, while the average monthly return is +0.53%. At this rate, your investment would double in approximately 10.9 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2022 with a return of +13.5%, while the worst month was Mar 2026 at -12.5%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, FSQIX closed higher 51% of trading days. The best single day was Apr 9, 2025 with a return of +7.5%, while the worst single day was Apr 4, 2025 at -6.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.44%3.19%-12.46%-4.75%
20253.31%0.83%-1.84%4.38%4.90%3.72%-2.30%2.26%3.40%3.65%-0.60%2.16%26.26%
20240.11%3.05%3.40%-2.44%5.97%-0.61%2.37%3.42%0.29%-5.34%0.51%-2.61%7.85%
20237.30%-2.58%2.65%2.35%-2.64%2.83%1.26%-4.07%-4.95%-2.36%7.88%6.01%13.35%
2022-3.25%0.43%-8.41%-0.12%-9.66%6.91%-5.85%-9.72%3.44%13.45%-2.42%-16.42%

Benchmark Metrics

Fidelity Sustainable International Equity Fund has an annualized alpha of -1.94%, beta of 0.79, and R² of 0.64 versus S&P 500 Index. Calculated based on daily prices since February 22, 2022.

  • This fund participated in 92.04% of S&P 500 Index downside but only 74.33% of its upside — more exposed to losses than it benefited from rallies.

Alpha
-1.94%
Beta
0.79
0.64
Upside Capture
74.33%
Downside Capture
92.04%

Expense Ratio

FSQIX has a high expense ratio of 1.05%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

FSQIX ranks 40 for risk / return — below 40% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


FSQIX Risk / Return Rank: 4040
Overall Rank
FSQIX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FSQIX Sortino Ratio Rank: 3939
Sortino Ratio Rank
FSQIX Omega Ratio Rank: 3535
Omega Ratio Rank
FSQIX Calmar Ratio Rank: 4444
Calmar Ratio Rank
FSQIX Martin Ratio Rank: 4242
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 Sustainable International Equity Fund (FSQIX) and compare them to a chosen benchmark (S&P 500 Index).


FSQIXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.87

0.90

-0.02

Sortino ratio

Return per unit of downside risk

1.27

1.39

-0.12

Omega ratio

Gain probability vs. loss probability

1.18

1.21

-0.04

Calmar ratio

Return relative to maximum drawdown

1.14

1.40

-0.26

Martin ratio

Return relative to average drawdown

4.41

6.61

-2.19

Explore FSQIX 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 Sustainable International Equity Fund provided a 2.26% dividend yield over the last twelve months, with an annual payout of $0.25 per share. The fund has been increasing its distributions for 3 consecutive years.


0.50%1.00%1.50%2.00%$0.00$0.05$0.10$0.15$0.20$0.252022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$0.25$0.25$0.18$0.14$0.04

Dividend yield

2.26%2.15%1.93%1.62%0.54%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity Sustainable International Equity 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$0.25$0.25
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.18$0.18
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.14$0.14
2022$0.04$0.04

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 Sustainable International Equity 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 Sustainable International Equity Fund was 27.85%, occurring on Oct 12, 2022. Recovery took 351 trading sessions.

The current Fidelity Sustainable International Equity Fund drawdown is 12.94%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.85%Feb 22, 2022162Oct 12, 2022351Mar 7, 2024513
-17.02%Sep 27, 2024132Apr 8, 202528May 19, 2025160
-13.26%Feb 12, 202631Mar 27, 2026
-8.88%Jul 17, 202414Aug 5, 202414Aug 23, 202428
-6.87%Nov 13, 20256Nov 20, 202522Dec 23, 202528

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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