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

Fund Info

Issuer
Fidelity
Inception Date
Apr 14, 2022
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

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Fidelity SAI 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 SAI Sustainable International Equity Fund (FSSEX) has returned -4.58% so far this year and 17.98% over the past 12 months.


Fidelity SAI Sustainable International Equity Fund

1D
0.40%
1M
-12.40%
YTD
-4.58%
6M
0.64%
1Y
17.98%
3Y*
11.11%
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 Apr 25, 2022, FSSEX's average daily return is +0.04%, while the average monthly return is +0.75%. At this rate, your investment would double in approximately 7.7 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 -12.4%. 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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.50%3.26%-12.40%-4.58%
20253.30%0.82%-1.72%4.42%4.85%3.79%-2.27%2.07%3.41%3.77%-0.61%2.25%26.56%
20240.10%3.00%3.40%-2.54%5.98%-0.64%2.38%3.40%0.26%-5.26%0.46%-2.59%7.65%
20237.33%-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 0.16%, beta of 0.78, and R² of 0.65 versus S&P 500 Index. Calculated based on daily prices since April 26, 2022.

  • This fund participated in 89.55% of S&P 500 Index downside but only 80.48% of its upside — more exposed to losses than it benefited from rallies.

Alpha
0.16%
Beta
0.78
0.65
Upside Capture
80.48%
Downside Capture
89.55%

Expense Ratio

FSSEX has an expense ratio of 0.75%, placing it in the medium range.


Return for Risk

Risk / Return Rank

FSSEX ranks 41 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.


FSSEX Risk / Return Rank: 4141
Overall Rank
FSSEX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FSSEX Sortino Ratio Rank: 4040
Sortino Ratio Rank
FSSEX Omega Ratio Rank: 3636
Omega Ratio Rank
FSSEX Calmar Ratio Rank: 4646
Calmar Ratio Rank
FSSEX Martin Ratio Rank: 4343
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 Sustainable International Equity Fund (FSSEX) and compare them to a chosen benchmark (S&P 500 Index).


FSSEXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.89

0.90

0.00

Sortino ratio

Return per unit of downside risk

1.29

1.39

-0.09

Omega ratio

Gain probability vs. loss probability

1.18

1.21

-0.03

Calmar ratio

Return relative to maximum drawdown

1.18

1.40

-0.22

Martin ratio

Return relative to average drawdown

4.47

6.61

-2.14

Explore FSSEX 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 Sustainable International Equity Fund provided a 2.51% 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.


1.00%1.50%2.00%$0.00$0.05$0.10$0.15$0.20$0.25$0.30$0.352022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$0.31$0.31$0.15$0.07$0.06

Dividend yield

2.51%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.


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$0.31$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 12.89%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.07%Apr 26, 2022118Oct 12, 2022125Apr 13, 2023243
-16.81%Sep 27, 2024132Apr 8, 202527May 16, 2025159
-13.24%Feb 12, 202631Mar 27, 2026
-12.78%Jun 16, 202393Oct 27, 202338Dec 21, 2023131
-8.84%Jul 15, 202416Aug 5, 202414Aug 23, 202430

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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