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FFNYX vs. FXAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFNYX vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund (FFNYX) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

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FFNYX vs. FXAIX - Yearly Performance Comparison


Returns By Period


FFNYX

1D
0.00%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

FXAIX

1D
2.92%
1M
-5.02%
YTD
-4.34%
6M
-2.14%
1Y
17.32%
3Y*
18.30%
5Y*
11.79%
10Y*
14.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFNYX vs. FXAIX - Expense Ratio Comparison

FFNYX has a 0.05% expense ratio, which is higher than FXAIX's 0.02% 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%.


Return for Risk

FFNYX vs. FXAIX — Risk / Return Rank

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

FFNYX

FXAIX
FXAIX Risk / Return Rank: 6060
Overall Rank
FXAIX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FXAIX Sortino Ratio Rank: 5353
Sortino Ratio Rank
FXAIX Omega Ratio Rank: 5656
Omega Ratio Rank
FXAIX Calmar Ratio Rank: 6464
Calmar Ratio Rank
FXAIX Martin Ratio Rank: 7676
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.

FFNYX vs. FXAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund (FFNYX) and Fidelity 500 Index Fund (FXAIX). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

FFNYX vs. FXAIX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FFNYXFXAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.99

0.76

-1.75

Correlation

The correlation between FFNYX and FXAIX is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FFNYX vs. FXAIX - Dividend Comparison

FFNYX has not paid dividends to shareholders, while FXAIX's dividend yield for the trailing twelve months is around 1.16%.


TTM20252024202320222021202020192018201720162015
FFNYX
Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FXAIX
Fidelity 500 Index Fund
1.16%1.11%1.25%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%

Drawdowns

FFNYX vs. FXAIX - Drawdown Comparison

The maximum FFNYX drawdown since its inception was -0.69%, smaller than the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FFNYX and FXAIX.


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Drawdown Indicators


FFNYXFXAIXDifference

Max Drawdown

Largest peak-to-trough decline

-0.69%

-33.79%

+33.10%

Max Drawdown (1Y)

Largest decline over 1 year

-12.13%

Max Drawdown (5Y)

Largest decline over 5 years

-24.50%

Max Drawdown (10Y)

Largest decline over 10 years

-33.79%

Current Drawdown

Current decline from peak

-0.30%

-6.23%

+5.93%

Average Drawdown

Average peak-to-trough decline

-0.39%

-3.83%

+3.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

Volatility

FFNYX vs. FXAIX - Volatility Comparison


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Volatility by Period


FFNYXFXAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.34%

Volatility (6M)

Calculated over the trailing 6-month period

9.53%

Volatility (1Y)

Calculated over the trailing 1-year period

2.38%

18.32%

-15.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.38%

16.92%

-14.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.38%

18.05%

-15.67%