Sortino 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 Sortino Ratio with other mutual funds in the Large Cap Blend Equities 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 Jun 24, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| VPCCX | Vanguard PRIMECAP Core Fund | 4.98 | |||
| VPMAX | Vanguard PRIMECAP Fund Admiral Shares | 4.71 | |||
| POSKX | PrimeCap Odyssey Stock Fund | 4.39 | |||
| POGSX | Pin Oak Equity | 4.09 | |||
| DHAMX | Centre American Select Equity Fund | 4.04 | |||
| FTZIX | Fuller & Thaler Behavioral Unconstrained Equity Fund | 3.98 | |||
| GTLOX | Glenmede Quantitative U.S. Large Cap Core Equity Portfolio | 3.97 | |||
| MISEX | Midas Magic | 3.91 | |||
| STFGX | State Farm Growth Fund | 3.88 | |||
| AMFEX | AAMA Equity Fund | 3.88 | |||
| FULVX | Fidelity U.S. Low Volatility Equity Fund | — |
Historical Sortino Ratio
The chart shows FULVX's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. 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.
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