- Issuer
- Fidelity
- Inception Date
- Apr 14, 2022
- Category
- Foreign Large Cap Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
Share Price Chart
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Performance
FSSEX Performance Chart
Fidelity SAI Sustainable International Equity Fund (FSSEX) is up 11.8% since the beginning of the year. FSSEX is currently trading at $15 per share.
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Returns By Period
Fidelity SAI Sustainable International Equity Fund (FSSEX) has returned 11.76% so far this year and 25.78% over the past 12 months.
Fidelity SAI Sustainable International Equity Fund
- 1D
- 3.10%
- 1M
- -0.61%
- 6M
- 5.93%
- YTD
- 11.76%
- 1Y
- 25.78%
- 3Y*
- 15.76%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 11.39%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
FSSEX Monthly Returns History
Based on dividend-adjusted daily data since Apr 25, 2022, FSSEX's average daily return is +0.05%, while the average monthly return is +0.99%. At this rate, an investment would double in approximately 5.9 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2022 with a return of +13.5%, while the worst month was Sep 2022 at -9.8%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.
On a daily basis, FSSEX 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 -6.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.50% | 3.26% | -9.53% | 8.91% | 3.34% | 2.00% | -1.21% | 11.76% | |||||
| 2025 | 3.30% | 0.82% | -1.72% | 4.42% | 4.85% | 3.79% | -2.27% | 2.07% | 3.41% | 3.77% | -0.61% | 2.25% | 26.56% |
| 2024 | 0.10% | 3.00% | 3.40% | -2.54% | 5.98% | -0.64% | 2.38% | 3.40% | 0.26% | -5.26% | 0.46% | -2.59% | 7.65% |
| 2023 | 7.33% | -2.52% | 2.69% | 2.31% | -2.56% | 2.63% | 1.23% | -3.95% | -4.85% | -2.33% | 7.72% | 5.96% | 13.37% |
| 2022 | -2.77% | -0.11% | -9.52% | 6.78% | -5.81% | -9.77% | 3.87% | 13.52% | -2.45% | -8.26% |
Benchmark Metrics
Fidelity SAI Sustainable International Equity Fund has an annualized alpha of 0.55%, beta of 0.81, and R2 of 0.64 versus S&P 500 Index. Calculated based on daily prices since April 25, 2022.
- This fund participated in 85.93% of S&P 500 Index downside but only 79.64% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- 0.55%
- Beta
- 0.81
- R²
- 0.64
- Upside Capture
- 79.64%
- Downside Capture
- 85.93%
Expense Ratio
FSSEX has an expense ratio of 0.75%, placing it in the medium range.
Return for Risk
Risk / Return Rank
FSSEX ranks 40 for risk / return — above 40% of mutual funds peers on PortfoliosLab. Its historical combined result is below the peer median.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Fidelity SAI Sustainable International Equity Fund (FSSEX) 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.
| FSSEX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.25 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.78 | 2.00 | -0.23 |
| Martin ratioReturn relative to average drawdown | 6.58 | 8.49 | -1.91 |
Dividends
Dividend History
Fidelity SAI Sustainable International Equity Fund provided a 2.14% dividend yield over the last twelve months, with an annual payout of $0.31 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
| Dividend | $0.31 | $0.31 | $0.15 | $0.07 | $0.06 |
Dividend yield | 2.14% | 2.40% | 1.41% | 0.72% | 0.64% |
Monthly Dividends
The table displays the monthly dividend distributions for Fidelity SAI Sustainable International Equity 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 | $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 | $0.31 | $0.31 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.15 | $0.15 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.07 | $0.07 |
| 2022 | $0.06 | $0.06 |
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 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 SAI Sustainable International Equity Fund was 21.07%, occurring on Oct 12, 2022. Recovery took 125 trading sessions.
The current Fidelity SAI Sustainable International Equity Fund drawdown is 2.14%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-21.07%Oct 2022 | 5mo 19d | 6mo 3d | 11mo 22dApr 2022 - Apr 2023 | Bear market2022 |
-16.81%Apr 2025 | 6mo 13d | 1mo 8d | 7mo 21dSep 2024 - May 2025 | 2025 selloff2025 |
-13.24%Mar 2026 | 1mo 13d | 1mo 10d | 2mo 23dFeb 2026 - May 2026 | — |
-12.78%Oct 2023 | 4mo 13d | 1mo 25d | 6mo 8dJun 2023 - Dec 2023 | — |
-8.84%Aug 2024 | 21d | 18d | 1mo 9dJul 2024 - Aug 2024 | — |
Drawdown Indicators
| FSSEX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.07% | -56.78% | +35.71% |
Max Drawdown (1Y)Largest decline over 1 year | -13.24% | -9.10% | -4.14% |
Max Drawdown (3Y)Largest decline over 3 years | -16.81% | -18.90% | +2.09% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -2.14% | -1.58% | -0.56% |
Average DrawdownAverage peak-to-trough decline | -4.31% | -10.70% | +6.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.56% | 2.14% | +1.42% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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