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ISIN
US31635V8440
CUSIP
31635V844
Issuer
Fidelity
Inception Date
Oct 8, 2015
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

FUQIX Performance Chart

Fidelity SAI U.S. Quality Index Fund (FUQIX) is up 6.4% since the beginning of the year. FUQIX is currently trading at $25 per share. Investors who bought $1,000 worth of FUQIX shares 5 years ago would now be looking at an investment worth $1,895.


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S&P 500 Index

Returns By Period

Fidelity SAI U.S. Quality Index Fund (FUQIX) has returned 6.35% so far this year and 21.77% over the past 12 months. Looking at the last ten years, FUQIX has achieved an annualized return of 16.12%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.


Fidelity SAI U.S. Quality Index Fund

1D
0.95%
1M
1.72%
YTD
6.35%
6M
5.68%
1Y
21.77%
3Y*
19.62%
5Y*
13.64%
10Y*
16.12%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FUQIX Monthly Returns History

Based on dividend-adjusted daily data since Oct 16, 2015, FUQIX's average daily return is +0.06%, while the average monthly return is +1.28%. At this rate, an investment would double in approximately 4.5 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +12.0%, while the worst month was Mar 2020 at -9.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, FUQIX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +9.5%, while the worst single day was Mar 16, 2020 at -11.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.25%-1.72%-6.60%9.58%5.91%0.08%6.35%
20252.35%0.69%-5.38%-0.48%5.67%3.85%2.34%1.68%3.54%0.88%0.38%0.50%16.76%
20243.77%4.88%1.52%-4.53%6.17%6.50%-0.56%3.09%1.01%-1.15%4.43%-2.48%24.32%
20234.31%-2.13%6.72%2.52%-0.12%5.68%3.60%-0.64%-4.71%-1.60%8.81%4.69%29.63%
2022-5.22%-4.68%3.04%-6.69%0.18%-7.03%7.57%-5.09%-8.37%6.89%6.38%-4.80%-18.09%
2021-1.55%1.32%4.30%5.07%-0.06%4.49%4.68%2.60%-6.30%5.59%-0.17%5.93%28.28%

Benchmark Metrics

Fidelity SAI U.S. Quality Index Fund has an annualized alpha of 2.31%, beta of 0.98, and R2 of 0.95 versus S&P 500 Index. Calculated based on daily prices since October 16, 2015.

  • This fund captured 101.94% of S&P 500 Index gains but only 91.48% of its losses - a favorable profile for investors.
  • This fund generated an annualized alpha of 2.31% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 0.98 and R2 of 0.95, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
2.31%
Beta
0.98
0.95
Upside Capture
101.94%
Downside Capture
91.48%

Expense Ratio

FUQIX has an expense ratio of 0.10%, which is considered low.


Return for Risk

Risk / Return Rank

FUQIX ranks 33 for risk / return — below 33% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


FUQIX Risk / Return Rank: 3333
Overall Rank
FUQIX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
FUQIX Sortino Ratio Rank: 3636
Sortino Ratio Rank
FUQIX Omega Ratio Rank: 3535
Omega Ratio Rank
FUQIX Calmar Ratio Rank: 2525
Calmar Ratio Rank
FUQIX Martin Ratio Rank: 3333
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 U.S. Quality Index Fund (FUQIX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FUQIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.38

Sortino ratioReturn per unit of downside risk

-0.44

Omega ratioGain probability vs. loss probability

1.29

1.37

-0.07

Calmar ratioReturn relative to maximum drawdown

1.74

2.78

-1.04

Martin ratioReturn relative to average drawdown

7.00

12.44

-5.44

Dividends

Dividend History

Fidelity SAI U.S. Quality Index Fund provided a 3.42% dividend yield over the last twelve months, with an annual payout of $0.87 per share.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%$0.00$0.50$1.00$1.50$2.00$2.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.87$0.87$2.72$0.46$0.22$1.62$1.52$2.01$0.30$0.50$0.17$0.03

Dividend yield

3.42%3.63%12.80%2.38%1.42%8.55%9.46%13.68%2.41%3.79%1.57%0.29%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity SAI U.S. Quality Index 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$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.66$0.00$0.00$0.21$0.87
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.17$0.00$0.00$0.55$2.72
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.17$0.00$0.00$0.29$0.46
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.12$0.00$0.00$0.10$0.22
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.39$0.00$0.00$0.23$1.62

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 U.S. Quality Index 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 U.S. Quality Index Fund was 31.19%, occurring on Mar 23, 2020. Recovery took 78 trading sessions.

The current Fidelity SAI U.S. Quality Index Fund drawdown is 1.01%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-31.19%Mar 2020
1mo 2d3mo 23d
4mo 25dFeb 2020 - Jul 2020
Bear market2022
-24.96%Sep 2022
9mo 6d1y 1mo
1y 10moDec 2021 - Nov 2023
Rate-hike selloffLate 2018
-20.07%Dec 2018
2mo 21d3mo 8d
5mo 29dOct 2018 - Apr 2019
2025 selloff2025
-17.86%Apr 2025
1mo 17d2mo 20d
4mo 7dFeb 2025 - Jun 2025
2026 correction2026
-12.31%Mar 2026
2mo 28d1mo 10d
4mo 8dDec 2025 - May 2026

Drawdown Indicators


FUQIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-31.19%

-56.78%

+25.59%

Max Drawdown (1Y)

Largest decline over 1 year

-12.31%

-9.10%

-3.21%

Max Drawdown (3Y)

Largest decline over 3 years

-17.86%

-18.90%

+1.04%

Max Drawdown (5Y)

Largest decline over 5 years

-24.96%

-25.43%

+0.47%

Max Drawdown (10Y)

Largest decline over 10 years

-31.19%

-33.92%

+2.73%

Current Drawdown

Current decline from peak

-1.01%

-1.80%

+0.79%

Average Drawdown

Average peak-to-trough decline

-4.24%

-10.71%

+6.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

2.03%

+1.02%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with FUQIX

Add Fidelity SAI U.S. Quality Index Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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