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FESIX vs. FSRNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FESIX vs. FSRNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity SAI Real Estate Index Fund (FESIX) and Fidelity Real Estate Index Fund (FSRNX). The values are adjusted to include any dividend payments, if applicable.

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FESIX vs. FSRNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FESIX
Fidelity SAI Real Estate Index Fund
-0.59%3.09%4.80%11.83%-26.47%40.61%-11.10%23.06%-4.95%2.81%
FSRNX
Fidelity Real Estate Index Fund
-0.56%3.03%4.99%11.93%-26.14%40.66%-11.31%23.78%-4.91%2.88%

Returns By Period

In the year-to-date period, FESIX achieves a -0.59% return, which is significantly lower than FSRNX's -0.56% return.


FESIX

1D
0.40%
1M
-7.72%
YTD
-0.59%
6M
-3.03%
1Y
-0.09%
3Y*
5.62%
5Y*
2.63%
10Y*

FSRNX

1D
0.44%
1M
-7.86%
YTD
-0.56%
6M
-3.07%
1Y
-0.02%
3Y*
5.74%
5Y*
2.79%
10Y*
3.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FESIX vs. FSRNX - Expense Ratio Comparison

Both FESIX and FSRNX have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

FESIX vs. FSRNX — Risk / Return Rank

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

FESIX
FESIX Risk / Return Rank: 66
Overall Rank
FESIX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
FESIX Sortino Ratio Rank: 66
Sortino Ratio Rank
FESIX Omega Ratio Rank: 66
Omega Ratio Rank
FESIX Calmar Ratio Rank: 77
Calmar Ratio Rank
FESIX Martin Ratio Rank: 77
Martin Ratio Rank

FSRNX
FSRNX Risk / Return Rank: 77
Overall Rank
FSRNX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
FSRNX Sortino Ratio Rank: 66
Sortino Ratio Rank
FSRNX Omega Ratio Rank: 66
Omega Ratio Rank
FSRNX Calmar Ratio Rank: 77
Calmar Ratio Rank
FSRNX Martin Ratio Rank: 88
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.

FESIX vs. FSRNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI Real Estate Index Fund (FESIX) and Fidelity Real Estate Index Fund (FSRNX). 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.


FESIXFSRNXDifference

Sharpe ratio

Return per unit of total volatility

0.05

0.05

0.00

Sortino ratio

Return per unit of downside risk

0.19

0.19

0.00

Omega ratio

Gain probability vs. loss probability

1.03

1.03

0.00

Calmar ratio

Return relative to maximum drawdown

0.04

0.06

-0.02

Martin ratio

Return relative to average drawdown

0.15

0.24

-0.09

FESIX vs. FSRNX - Sharpe Ratio Comparison

The current FESIX Sharpe Ratio is 0.05, which is comparable to the FSRNX Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of FESIX and FSRNX, 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


FESIXFSRNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.05

0.05

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.15

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.32

-0.17

Correlation

The correlation between FESIX and FSRNX is 1.00, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FESIX vs. FSRNX - Dividend Comparison

FESIX's dividend yield for the trailing twelve months is around 3.11%, more than FSRNX's 2.79% yield.


TTM20252024202320222021202020192018201720162015
FESIX
Fidelity SAI Real Estate Index Fund
3.11%3.09%52.40%3.87%55.39%5.01%2.71%3.78%3.15%2.21%0.00%0.00%
FSRNX
Fidelity Real Estate Index Fund
2.79%2.77%2.86%2.84%2.66%1.25%3.33%4.52%3.62%2.27%3.40%2.57%

Drawdowns

FESIX vs. FSRNX - Drawdown Comparison

The maximum FESIX drawdown since its inception was -44.22%, roughly equal to the maximum FSRNX drawdown of -44.26%. Use the drawdown chart below to compare losses from any high point for FESIX and FSRNX.


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Drawdown Indicators


FESIXFSRNXDifference

Max Drawdown

Largest peak-to-trough decline

-44.22%

-44.26%

+0.04%

Max Drawdown (1Y)

Largest decline over 1 year

-12.48%

-12.45%

-0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-34.51%

-34.27%

-0.24%

Max Drawdown (10Y)

Largest decline over 10 years

-44.26%

Current Drawdown

Current decline from peak

-11.69%

-11.07%

-0.62%

Average Drawdown

Average peak-to-trough decline

-11.53%

-9.77%

-1.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

3.18%

+0.02%

Volatility

FESIX vs. FSRNX - Volatility Comparison

Fidelity SAI Real Estate Index Fund (FESIX) and Fidelity Real Estate Index Fund (FSRNX) have volatilities of 4.26% and 4.21%, 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


FESIXFSRNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.26%

4.21%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

9.16%

9.20%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

16.44%

16.38%

+0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.93%

18.89%

+0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.86%

21.41%

+0.45%