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 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.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| LVAFX | LSV Global Managed Volatility Fund | 4.99 | |||
| SGMAX | SEI Institutional Investments Trust Global Managed Volatility Fund | 3.96 | |||
| LVAMX | LSV U.S. Managed Volatility Fund | 3.55 | |||
| IFTIX | Voya International High Dividend Low Volatility Portfolio | 3.39 | |||
| IGHAX | Voya Global High Dividend Low Volatility Portfolio | 3.10 | |||
| SIMYX | SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund | 3.05 | |||
| VMNVX | Vanguard Global Minimum Volatility Fund Admiral Shares | 3.02 | |||
| VMVFX | Vanguard Global Minimum Volatility Fund Investor Shares | 2.99 | |||
| SVYAX | SEI Institutional Investments Trust U.S. Managed Volatility Fund | 2.70 | |||
| FSKLX | Fidelity SAI International Low Volatility Index Fund | 2.57 | |||
| FULVX | Fidelity U.S. Low Volatility Equity Fund | — |
Compare this symbol against anything
How much price history to include in the calculation
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.
Loading charts...
IHow does FULVX fit in your portfolio?
Add your other holdings to see your portfolio's Sortino Ratio and find out.
Analyze Your Portfolio