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FCNSX vs. FSKLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCNSX vs. FSKLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series Canada Fund (FCNSX) and Fidelity SAI International Low Volatility Index Fund (FSKLX). The values are adjusted to include any dividend payments, if applicable.

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FCNSX vs. FSKLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCNSX
Fidelity Series Canada Fund
0.81%28.56%9.88%15.95%-6.88%28.62%4.47%27.78%-15.01%10.10%
FSKLX
Fidelity SAI International Low Volatility Index Fund
3.34%21.95%1.20%13.84%-13.48%9.91%-1.57%16.12%-4.88%6.06%

Returns By Period

In the year-to-date period, FCNSX achieves a 0.81% return, which is significantly lower than FSKLX's 3.34% return.


FCNSX

1D
-0.20%
1M
-6.79%
YTD
0.81%
6M
6.01%
1Y
27.17%
3Y*
16.42%
5Y*
12.33%
10Y*

FSKLX

1D
0.68%
1M
-7.31%
YTD
3.34%
6M
6.64%
1Y
16.96%
3Y*
11.27%
5Y*
6.37%
10Y*
6.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCNSX vs. FSKLX - Expense Ratio Comparison

FCNSX has a 0.00% expense ratio, which is lower than FSKLX's 0.17% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FCNSX vs. FSKLX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FCNSX
FCNSX Risk / Return Rank: 8989
Overall Rank
FCNSX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
FCNSX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FCNSX Omega Ratio Rank: 8585
Omega Ratio Rank
FCNSX Calmar Ratio Rank: 9090
Calmar Ratio Rank
FCNSX Martin Ratio Rank: 9393
Martin Ratio Rank

FSKLX
FSKLX Risk / Return Rank: 7575
Overall Rank
FSKLX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FSKLX Sortino Ratio Rank: 7474
Sortino Ratio Rank
FSKLX Omega Ratio Rank: 6868
Omega Ratio Rank
FSKLX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FSKLX Martin Ratio Rank: 7474
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.

FCNSX vs. FSKLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Canada Fund (FCNSX) and Fidelity SAI International Low Volatility Index Fund (FSKLX). 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.


FCNSXFSKLXDifference

Sharpe ratio

Return per unit of total volatility

1.78

1.33

+0.45

Sortino ratio

Return per unit of downside risk

2.41

1.83

+0.58

Omega ratio

Gain probability vs. loss probability

1.35

1.25

+0.10

Calmar ratio

Return relative to maximum drawdown

2.48

1.99

+0.49

Martin ratio

Return relative to average drawdown

11.64

7.06

+4.58

FCNSX vs. FSKLX - Sharpe Ratio Comparison

The current FCNSX Sharpe Ratio is 1.78, which is higher than the FSKLX Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of FCNSX and FSKLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FCNSXFSKLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.78

1.33

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.56

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.46

+0.14

Correlation

The correlation between FCNSX and FSKLX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FCNSX vs. FSKLX - Dividend Comparison

FCNSX's dividend yield for the trailing twelve months is around 2.04%, less than FSKLX's 2.51% yield.


TTM20252024202320222021202020192018201720162015
FCNSX
Fidelity Series Canada Fund
2.04%2.06%3.05%3.42%3.12%2.20%2.14%2.24%2.51%1.07%0.00%0.00%
FSKLX
Fidelity SAI International Low Volatility Index Fund
2.51%2.59%2.09%2.31%2.01%2.42%1.32%6.06%2.64%1.69%2.85%1.10%

Drawdowns

FCNSX vs. FSKLX - Drawdown Comparison

The maximum FCNSX drawdown since its inception was -41.47%, which is greater than FSKLX's maximum drawdown of -27.26%. Use the drawdown chart below to compare losses from any high point for FCNSX and FSKLX.


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Drawdown Indicators


FCNSXFSKLXDifference

Max Drawdown

Largest peak-to-trough decline

-41.47%

-27.26%

-14.21%

Max Drawdown (1Y)

Largest decline over 1 year

-10.35%

-8.64%

-1.71%

Max Drawdown (5Y)

Largest decline over 5 years

-21.35%

-24.99%

+3.64%

Max Drawdown (10Y)

Largest decline over 10 years

-27.26%

Current Drawdown

Current decline from peak

-7.48%

-7.31%

-0.17%

Average Drawdown

Average peak-to-trough decline

-5.23%

-5.14%

-0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

2.43%

-0.23%

Volatility

FCNSX vs. FSKLX - Volatility Comparison

Fidelity Series Canada Fund (FCNSX) and Fidelity SAI International Low Volatility Index Fund (FSKLX) have volatilities of 4.38% and 4.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCNSXFSKLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.38%

4.41%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

10.26%

7.41%

+2.85%

Volatility (1Y)

Calculated over the trailing 1-year period

15.66%

12.28%

+3.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.24%

11.44%

+4.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.66%

11.89%

+6.77%