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FIDEX vs. NBST
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FIDEX vs. NBST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity SAI Sustainable U.S. Equity Fund (FIDEX) and Newbury Street Acquisition Corporation (NBST). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FIDEX achieves a 12.43% return, which is significantly higher than NBST's -42.25% return.


FIDEX

1D
0.36%
1M
-0.60%
6M
9.53%
YTD
12.43%
1Y
23.44%
3Y*
18.04%
5Y*
10Y*
ALL TIME*
14.78%

NBST

1D
0.00%
1M
5.00%
6M
9.90%
YTD
-42.25%
1Y
-11.09%
3Y*
2.98%
5Y*
3.75%
10Y*
ALL TIME*
2.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$115.50$605.00$208.46

FIDEX vs. NBST - Yearly Performance Comparison


2026 (YTD)2025202420232022
FIDEX
Fidelity SAI Sustainable U.S. Equity Fund
12.43%15.80%21.44%24.99%-8.88%
NBST
Newbury Street Acquisition Corporation
-42.25%72.56%8.93%6.29%2.35%

Correlation

The correlation between FIDEX and NBST is 0.11, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.11

Correlation (3Y)
Balances recent behavior with more history.

-0.01

Correlation (All Time)
Calculated using the full available price history since Apr 25, 2022

-0.01

The correlation between FIDEX and NBST shifts across timeframes, from -0.01 (all time) to 0.11 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

FIDEX vs. NBST — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FIDEX
FIDEX Risk / Return Rank: 5353
Overall Rank
FIDEX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
FIDEX Sortino Ratio Rank: 4646
Sortino Ratio Rank
FIDEX Omega Ratio Rank: 4343
Omega Ratio Rank
FIDEX Calmar Ratio Rank: 5555
Calmar Ratio Rank
FIDEX Martin Ratio Rank: 7575
Martin Ratio Rank

NBST
NBST Risk / Return Rank: 5353
Overall Rank
NBST Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
NBST Sortino Ratio Rank: 5959
Sortino Ratio Rank
NBST Omega Ratio Rank: 9898
Omega Ratio Rank
NBST Calmar Ratio Rank: 3535
Calmar Ratio Rank
NBST Martin Ratio Rank: 3636
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FIDEX vs. NBST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI Sustainable U.S. Equity Fund (FIDEX) and Newbury Street Acquisition Corporation (NBST). 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.

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.


FIDEXNBSTDifference
Sharpe ratioReturn per unit of total volatility

+1.52

Sortino ratioReturn per unit of downside risk

+0.99

Omega ratioGain probability vs. loss probability

1.26

1.62

-0.37

Calmar ratioReturn relative to maximum drawdown

2.13

-0.22

+2.35

Martin ratioReturn relative to average drawdown

9.73

-0.34

+10.07

FIDEX vs. NBST - Sharpe Ratio Comparison

The current FIDEX Sharpe Ratio is 1.44, which is higher than the NBST Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of FIDEX and NBST, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FIDEX vs. NBST - Drawdown Comparison

The maximum FIDEX drawdown since its inception was -21.90%, smaller than the maximum NBST drawdown of -49.90%. Use the drawdown chart below to compare losses from any high point for FIDEX and NBST.


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Drawdown Indicators


FIDEXNBSTDifference

Max Drawdown

Largest peak-to-trough decline

-21.90%

-49.90%

+28.00%

Max Drawdown (1Y)

Largest decline over 1 year

-10.13%

-49.90%

+39.77%

Max Drawdown (3Y)

Largest decline over 3 years

-21.90%

-49.90%

+28.00%

Max Drawdown (5Y)

Largest decline over 5 years

-49.90%

Current Drawdown

Current decline from peak

-1.66%

-42.25%

+40.59%

Average Drawdown

Average peak-to-trough decline

-3.61%

-6.28%

+2.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

32.67%

-30.46%

Volatility

FIDEX vs. NBST - Volatility Comparison

The current volatility for Fidelity SAI Sustainable U.S. Equity Fund (FIDEX) is 3.87%, while Newbury Street Acquisition Corporation (NBST) has a volatility of 4.88%. This indicates that FIDEX experiences smaller price fluctuations and is considered to be less risky than NBST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIDEXNBSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.87%

4.88%

-1.01%

Volatility (6M)

Calculated over the trailing 6-month period

12.07%

47.53%

-35.46%

Volatility (1Y)

Calculated over the trailing 1-year period

14.99%

142.92%

-127.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.41%

64.29%

-45.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.41%

62.69%

-44.28%

Dividends

FIDEX vs. NBST - Dividend Comparison

FIDEX's dividend yield for the trailing twelve months is around 0.15%, while NBST has not paid dividends to shareholders.


PositionTTM2025202420232022
FIDEX
Fidelity SAI Sustainable U.S. Equity Fund
0.15%1.64%1.87%0.46%0.63%
NBST
Newbury Street Acquisition Corporation
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FIDEX and NBST have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NBST has higher volatility (4.88%) compared to FIDEX (3.87%). In terms of maximum drawdown, FIDEX dropped -21.90% vs NBST's -49.90%.

FIDEX currently has the higher Sharpe Ratio (1.44 vs -0.08), 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.

Portfolio Optimizer

Find the right allocation for FIDEX and NBST

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