PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

Fidelity U.S. Low Volatility Equity Fund (FULVX) Sharpe Ratio

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

The fund normally invests at least 80% of assets in U.S. equity securities. The advisor employs a strategy that combines fundamental stock selection and quantitative risk management techniques focused on reducing absolute portfolio risk in an effort to produce returns in excess of the Russell 3000 Index over a full market cycle (generally five to eight years) but with lower absolute volatility. The fund invests in either "growth" stocks or "value" stocks or both.

Sharpe ratio is not yet available for FULVX. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar mutual funds

The table compares Fidelity U.S. Low Volatility Equity Fund's Sharpe Ratio with other mutual funds in the Low Volatility category across multiple time periods, showing how FULVX'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
FULVXFidelity U.S. Low Volatility Equity Fund—
Benchmark

Compare this symbol against anything

Time Period

How much price history to include in the calculation

Historical Sharpe Ratio

The chart shows FULVX'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 FULVX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does FULVX fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio