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Fidelity SAI U.S. Low Volatility Index Fund (FSUVX) Sharpe Ratio: 1.52

Mutual Fund · Currency in USD · Last updated Aug 1, 2026

The fund normally invests at least 80% of assets in U.S. equity securities included in the Fidelity U.S. Low Volatility Focus Index?, which represents the performance of a broad range of U.S. equities that in the aggregate have lower volatility relative to the broader U.S. equity market.

FSUVX's Sharpe Ratio of 1.52 indicates that for each unit of volatility, it generates 1.52 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 1, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

FSUVX Sharpe Ratio Rank

FSUVX Sharpe Ratio Rank: 65.265
Above Average

FSUVX ranks above 65.2% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

FSUVX Sharpe Ratio Market Positioning

The chart shows FSUVX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.93 or lower
  • Yellow zone (middle 50%): 0.93 to 1.81
  • Green zone (top 25%): 1.81 or higher
  • Top 1%: 3.72+
  • Median: 1.45 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Fidelity SAI U.S. Low Volatility Index Fund's Sharpe Ratio with other mutual funds in the Low Volatility category across multiple time periods, showing how FSUVX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Aug 1, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
LVAFXLSV Global Managed Volatility Fund3.40
SGMAXSEI Institutional Investments Trust Global Managed Volatility Fund2.68
LVAMXLSV U.S. Managed Volatility Fund2.44
IFTIXVoya International High Dividend Low Volatility Portfolio2.41
IGHAXVoya Global High Dividend Low Volatility Portfolio2.11
VMNVXVanguard Global Minimum Volatility Fund Admiral Shares2.09
VMVFXVanguard Global Minimum Volatility Fund Investor Shares2.08
SIMYXSEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund2.08
SVYAXSEI Institutional Investments Trust U.S. Managed Volatility Fund1.82
FSKLXFidelity SAI International Low Volatility Index Fund1.75
FSUVXFidelity SAI U.S. Low Volatility Index Fund1.52
Benchmark

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Time Period

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Historical Sharpe Ratio

The chart shows FSUVX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when FSUVX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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