FIDEX vs. QUERX
Compare and contrast key facts about Fidelity SAI Sustainable U.S. Equity Fund (FIDEX) and AQR Large Cap Defensive Style Fund Class R6 (QUERX).
FIDEX is an actively managed fund by Fidelity. It was launched on Apr 14, 2022. QUERX is an actively managed fund by AQR Funds. It was launched on Jul 9, 2012.
Performance
FIDEX vs. QUERX - Performance Comparison
Loading graphics...
FIDEX vs. QUERX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FIDEX Fidelity SAI Sustainable U.S. Equity Fund | -3.94% | 15.80% | 21.44% | 24.99% | -8.88% |
QUERX AQR Large Cap Defensive Style Fund Class R6 | 1.76% | 6.98% | 13.98% | 9.55% | -5.25% |
Returns By Period
In the year-to-date period, FIDEX achieves a -3.94% return, which is significantly lower than QUERX's 1.76% return.
FIDEX
- 1D
- 3.51%
- 1M
- -5.80%
- YTD
- -3.94%
- 6M
- -0.68%
- 1Y
- 22.19%
- 3Y*
- 15.85%
- 5Y*
- —
- 10Y*
- —
QUERX
- 1D
- 0.96%
- 1M
- -4.33%
- YTD
- 1.76%
- 6M
- -0.27%
- 1Y
- 3.98%
- 3Y*
- 10.10%
- 5Y*
- 6.84%
- 10Y*
- 10.65%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FIDEX vs. QUERX - Expense Ratio Comparison
FIDEX has a 0.56% expense ratio, which is higher than QUERX's 0.31% expense ratio.
Return for Risk
FIDEX vs. QUERX — Risk / Return Rank
FIDEX
QUERX
FIDEX vs. QUERX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI Sustainable U.S. Equity Fund (FIDEX) and AQR Large Cap Defensive Style Fund Class R6 (QUERX). 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.
| FIDEX | QUERX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.15 | 0.34 | +0.81 |
Sortino ratioReturn per unit of downside risk | 1.75 | 0.56 | +1.18 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.08 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.68 | 0.45 | +1.23 |
Martin ratioReturn relative to average drawdown | 7.70 | 2.06 | +5.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FIDEX | QUERX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 0.34 | +0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.53 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.70 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.70 | -0.08 |
Correlation
The correlation between FIDEX and QUERX is 0.76, 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
FIDEX vs. QUERX - Dividend Comparison
FIDEX's dividend yield for the trailing twelve months is around 1.63%, less than QUERX's 22.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIDEX Fidelity SAI Sustainable U.S. Equity Fund | 1.63% | 1.64% | 1.87% | 0.46% | 0.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QUERX AQR Large Cap Defensive Style Fund Class R6 | 22.46% | 22.86% | 24.47% | 24.43% | 10.37% | 2.62% | 1.37% | 1.18% | 1.74% | 2.45% | 2.06% | 6.28% |
Drawdowns
FIDEX vs. QUERX - Drawdown Comparison
The maximum FIDEX drawdown since its inception was -21.90%, smaller than the maximum QUERX drawdown of -30.81%. Use the drawdown chart below to compare losses from any high point for FIDEX and QUERX.
Loading graphics...
Drawdown Indicators
| FIDEX | QUERX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.90% | -30.81% | +8.91% |
Max Drawdown (1Y)Largest decline over 1 year | -11.87% | -8.92% | -2.95% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.04% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.81% | — |
Current DrawdownCurrent decline from peak | -6.97% | -4.33% | -2.64% |
Average DrawdownAverage peak-to-trough decline | -3.82% | -3.95% | +0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 1.95% | +0.64% |
Volatility
FIDEX vs. QUERX - Volatility Comparison
Fidelity SAI Sustainable U.S. Equity Fund (FIDEX) has a higher volatility of 6.57% compared to AQR Large Cap Defensive Style Fund Class R6 (QUERX) at 2.81%. This indicates that FIDEX's price experiences larger fluctuations and is considered to be riskier than QUERX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FIDEX | QUERX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.57% | 2.81% | +3.76% |
Volatility (6M)Calculated over the trailing 6-month period | 10.98% | 5.75% | +5.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.96% | 12.05% | +7.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.61% | 13.08% | +5.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.61% | 15.23% | +3.38% |