ACWV vs. FSUVX
ACWV (iShares MSCI Global Min Vol Factor ETF) and FSUVX (Fidelity SAI U.S. Low Volatility Index Fund) are both Large Cap Blend Equities funds. Over the past 10 years, ACWV returned 7.36%/yr vs 11.45%/yr for FSUVX. Their correlation of 0.89 suggests significant overlap in exposure. ACWV charges 0.20%/yr vs 0.11%/yr for FSUVX.
Performance
ACWV vs. FSUVX - Performance Comparison
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Returns By Period
In the year-to-date period, ACWV achieves a 2.36% return, which is significantly lower than FSUVX's 6.23% return. Over the past 10 years, ACWV has underperformed FSUVX with an annualized return of 7.36%, while FSUVX has yielded a comparatively higher 11.45% annualized return.
ACWV
- 1D
- -0.62%
- 1M
- 1.01%
- YTD
- 2.36%
- 6M
- 2.56%
- 1Y
- 4.79%
- 3Y*
- 10.06%
- 5Y*
- 5.47%
- 10Y*
- 7.36%
FSUVX
- 1D
- 0.17%
- 1M
- 3.37%
- YTD
- 6.23%
- 6M
- 6.34%
- 1Y
- 13.45%
- 3Y*
- 14.82%
- 5Y*
- 9.83%
- 10Y*
- 11.45%
ACWV vs. FSUVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ACWV iShares MSCI Global Min Vol Factor ETF | 2.36% | 11.04% | 11.38% | 8.23% | -10.36% | 13.97% | 3.04% | 21.04% | -1.42% | 18.57% |
FSUVX Fidelity SAI U.S. Low Volatility Index Fund | 6.23% | 11.03% | 17.40% | 14.80% | -10.93% | 21.51% | 9.86% | 27.73% | 1.35% | 17.68% |
Correlation
The correlation between ACWV and FSUVX is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Jun 8, 2015 | 0.89 |
The correlation between ACWV and FSUVX has been stable across timeframes, ranging from 0.81 to 0.89 - a consistent structural relationship.
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Return for Risk
ACWV vs. FSUVX — Risk / Return Rank
ACWV
FSUVX
ACWV vs. FSUVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Min Vol Factor ETF (ACWV) and Fidelity SAI U.S. Low Volatility Index Fund (FSUVX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| ACWV | FSUVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.03 | ||
| Sortino ratioReturn per unit of downside risk | -1.47 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.29 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.76 | 1.90 | -1.15 |
| Martin ratioReturn relative to average drawdown | 2.37 | 8.05 | -5.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ACWV | FSUVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 1.65 | -1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.76 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.76 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.77 | -0.06 |
Drawdowns
ACWV vs. FSUVX - Drawdown Comparison
The maximum ACWV drawdown since its inception was -28.82%, smaller than the maximum FSUVX drawdown of -32.41%. Use the drawdown chart below to compare losses from any high point for ACWV and FSUVX.
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Drawdown Indicators
| ACWV | FSUVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.82% | -32.41% | +3.59% |
Max Drawdown (1Y)Largest decline over 1 year | -6.37% | -7.28% | +0.91% |
Max Drawdown (3Y)Largest decline over 3 years | -7.56% | -11.55% | +3.99% |
Max Drawdown (5Y)Largest decline over 5 years | -18.14% | -19.48% | +1.34% |
Max Drawdown (10Y)Largest decline over 10 years | -28.82% | -32.41% | +3.59% |
Current DrawdownCurrent decline from peak | -2.92% | -0.16% | -2.76% |
Average DrawdownAverage peak-to-trough decline | -3.11% | -3.28% | +0.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.03% | 1.72% | +0.31% |
Volatility
ACWV vs. FSUVX - Volatility Comparison
The current volatility for iShares MSCI Global Min Vol Factor ETF (ACWV) is 1.79%, while Fidelity SAI U.S. Low Volatility Index Fund (FSUVX) has a volatility of 1.90%. This indicates that ACWV experiences smaller price fluctuations and is considered to be less risky than FSUVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ACWV | FSUVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.79% | 1.90% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 5.54% | 6.17% | -0.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.71% | 8.39% | -0.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.23% | 12.96% | -2.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.30% | 15.18% | -2.88% |
ACWV vs. FSUVX - Expense Ratio Comparison
ACWV has a 0.20% expense ratio, which is higher than FSUVX's 0.11% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
ACWV vs. FSUVX - Dividend Comparison
ACWV's dividend yield for the trailing twelve months is around 2.04%, less than FSUVX's 4.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACWV iShares MSCI Global Min Vol Factor ETF | 2.04% | 2.09% | 2.33% | 2.41% | 2.18% | 1.92% | 1.77% | 2.54% | 2.32% | 2.04% | 2.56% | 2.28% |
FSUVX Fidelity SAI U.S. Low Volatility Index Fund | 4.19% | 4.45% | 2.25% | 1.74% | 4.12% | 3.52% | 1.31% | 3.80% | 2.63% | 2.94% | 2.23% | 1.17% |
Frequently Asked Questions
ACWV and FSUVX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSUVX has higher volatility (1.90%) compared to ACWV (1.79%). In terms of maximum drawdown, ACWV dropped -28.82% vs FSUVX's -32.41%.
FSUVX currently has the higher Sharpe Ratio (1.65 vs 0.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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