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ISIN
US31635T7404
CUSIP
31635T740
Issuer
Fidelity
Inception Date
Sep 7, 2005
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

FSRKX Performance Chart

Fidelity Strategic Real Return Fund Class K6 (FSRKX) is up 6.3% since the beginning of the year. FSRKX is currently trading at $9 per share. Investors who bought $1,000 worth of FSRKX shares 5 years ago would now be looking at an investment worth $1,339.


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S&P 500 Index

Returns By Period

Fidelity Strategic Real Return Fund Class K6 (FSRKX) has returned 6.32% so far this year and 12.85% over the past 12 months.


Fidelity Strategic Real Return Fund Class K6

1D
0.43%
1M
-2.08%
YTD
6.32%
6M
5.96%
1Y
12.85%
3Y*
9.18%
5Y*
6.01%
10Y*

Benchmark (S&P 500 Index)

1D
-0.05%
1M
-2.77%
YTD
7.43%
6M
6.12%
1Y
19.13%
3Y*
18.87%
5Y*
11.43%
10Y*
13.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSRKX Monthly Returns History

Based on dividend-adjusted daily data since Oct 11, 2019, FSRKX's average daily return is +0.03%, while the average monthly return is +0.58%. At this rate, an investment would double in approximately 10.0 years.

Historically, 64% of months were positive and 36% were negative. The best month was Jul 2022 with a return of +4.4%, while the worst month was Mar 2020 at -11.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, FSRKX closed higher 50% of trading days. The best single day was Mar 26, 2020 with a return of +2.4%, while the worst single day was Mar 18, 2020 at -4.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.48%2.82%-0.32%2.36%-0.10%-1.98%6.32%
20251.78%0.81%0.58%-1.70%1.06%1.74%0.20%2.19%1.35%0.33%1.35%0.47%10.59%
2024-0.60%0.12%2.40%-0.45%2.25%-0.23%1.24%0.81%1.73%-0.85%1.39%-1.87%6.00%
20233.32%-2.53%-0.00%0.61%-3.07%2.68%2.61%-0.70%-1.41%-1.43%2.47%2.42%4.81%
20220.00%1.07%3.49%-1.24%-0.42%-6.67%4.40%-0.76%-6.42%2.98%2.96%-1.85%-3.13%
20210.71%2.22%0.57%3.67%1.32%1.19%1.68%0.32%-0.11%2.58%-1.82%2.78%16.06%

Benchmark Metrics

Fidelity Strategic Real Return Fund Class K6 has an annualized alpha of 2.87%, beta of 0.26, and R2 of 0.44 versus S&P 500 Index. Calculated based on daily prices since October 11, 2019.

  • This fund participated in 42.18% of S&P 500 Index downside but only 35.55% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.26 may look defensive, but with R2 of 0.44 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.44 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
2.87%
Beta
0.26
0.44
Upside Capture
35.55%
Downside Capture
42.18%

Expense Ratio

FSRKX has an expense ratio of 0.51%, placing it in the medium range.


Return for Risk

Risk / Return Rank

FSRKX ranks 90 for risk / return — in the top 90% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


FSRKX Risk / Return Rank: 9090
Overall Rank
FSRKX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FSRKX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FSRKX Omega Ratio Rank: 8787
Omega Ratio Rank
FSRKX Calmar Ratio Rank: 8989
Calmar Ratio Rank
FSRKX Martin Ratio Rank: 9494
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 Strategic Real Return Fund Class K6 (FSRKX) 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.


FSRKXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+1.14

Sortino ratioReturn per unit of downside risk

+1.60

Omega ratioGain probability vs. loss probability

1.53

1.29

+0.24

Calmar ratioReturn relative to maximum drawdown

3.93

2.18

+1.75

Martin ratioReturn relative to average drawdown

17.94

9.54

+8.39

Dividends

Dividend History

Fidelity Strategic Real Return Fund Class K6 provided a 4.35% dividend yield over the last twelve months, with an annual payout of $0.41 per share.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.602019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$0.41$0.43$0.42$0.45$0.62$0.51$0.20$0.10

Dividend yield

4.35%4.83%4.98%5.38%7.38%5.43%2.31%1.16%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity Strategic Real Return Fund Class K6. 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$0.04$0.00$0.00$0.04
2025$0.00$0.00$0.00$0.06$0.00$0.00$0.10$0.00$0.00$0.14$0.00$0.13$0.43
2024$0.00$0.00$0.00$0.06$0.00$0.00$0.11$0.00$0.00$0.12$0.00$0.14$0.42
2023$0.00$0.00$0.00$0.06$0.00$0.00$0.11$0.00$0.00$0.15$0.00$0.13$0.45
2022$0.00$0.00$0.00$0.03$0.00$0.00$0.08$0.00$0.00$0.41$0.00$0.10$0.62
2021$0.00$0.00$0.00$0.01$0.00$0.00$0.05$0.00$0.00$0.38$0.00$0.07$0.51

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 Strategic Real Return Fund Class K6. 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 Strategic Real Return Fund Class K6 was 19.93%, occurring on Mar 23, 2020. Recovery took 165 trading sessions.

The current Fidelity Strategic Real Return Fund Class K6 drawdown is 2.99%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-19.93%Mar 2020
2mo 1d7mo 25d
9mo 26dJan 2020 - Nov 2020
Bear market2022
-12.74%Sep 2022
5mo 11d1y 9mo
2y 2moApr 2022 - Jul 2024
2025 selloff2025
-5.84%Apr 2025
5d2mo 4d
2mo 9dApr 2025 - Jun 2025
2026 pullback2026
-3.40%Jun 2026
1mo 11d
1mo 15dMay 2026 - now
2024 pullback2024
-3.38%Dec 2024
18d1mo 5d
1mo 23dDec 2024 - Jan 2025

Drawdown Indicators


FSRKXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-19.93%

-56.78%

+36.85%

Max Drawdown (1Y)

Largest decline over 1 year

-3.40%

-9.10%

+5.70%

Max Drawdown (3Y)

Largest decline over 3 years

-5.84%

-18.90%

+13.06%

Max Drawdown (5Y)

Largest decline over 5 years

-12.74%

-25.43%

+12.69%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-2.99%

-3.36%

+0.37%

Average Drawdown

Average peak-to-trough decline

-3.20%

-10.71%

+7.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.74%

2.07%

-1.33%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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