FIDEX vs. SSSYX
Compare and contrast key facts about Fidelity SAI Sustainable U.S. Equity Fund (FIDEX) and State Street Equity 500 Index Fund Class K (SSSYX).
FIDEX is an actively managed fund by Fidelity. It was launched on Apr 14, 2022. SSSYX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Sep 17, 2014.
Performance
FIDEX vs. SSSYX - Performance Comparison
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FIDEX vs. SSSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FIDEX Fidelity SAI Sustainable U.S. Equity Fund | -7.20% | 15.80% | 21.44% | 24.99% | -8.88% |
SSSYX State Street Equity 500 Index Fund Class K | -7.05% | 17.81% | 24.99% | 26.27% | -9.59% |
Returns By Period
The year-to-date returns for both investments are quite close, with FIDEX having a -7.20% return and SSSYX slightly higher at -7.05%.
FIDEX
- 1D
- -0.94%
- 1M
- -9.12%
- YTD
- -7.20%
- 6M
- -3.51%
- 1Y
- 18.64%
- 3Y*
- 14.52%
- 5Y*
- —
- 10Y*
- —
SSSYX
- 1D
- -0.39%
- 1M
- -7.67%
- YTD
- -7.05%
- 6M
- -4.60%
- 1Y
- 14.40%
- 3Y*
- 17.15%
- 5Y*
- 11.37%
- 10Y*
- 13.69%
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FIDEX vs. SSSYX - Expense Ratio Comparison
FIDEX has a 0.56% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
FIDEX vs. SSSYX — Risk / Return Rank
FIDEX
SSSYX
FIDEX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI Sustainable U.S. Equity Fund (FIDEX) and State Street Equity 500 Index Fund Class K (SSSYX). 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 | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 0.84 | +0.13 |
Sortino ratioReturn per unit of downside risk | 1.48 | 1.30 | +0.18 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.20 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.18 | 1.06 | +0.13 |
Martin ratioReturn relative to average drawdown | 5.56 | 5.13 | +0.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FIDEX | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 0.84 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.68 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.11 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.11 | +0.47 |
Correlation
The correlation between FIDEX and SSSYX is 0.96, 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. SSSYX - Dividend Comparison
FIDEX's dividend yield for the trailing twelve months is around 1.69%, more than SSSYX's 1.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIDEX Fidelity SAI Sustainable U.S. Equity Fund | 1.69% | 1.64% | 1.87% | 0.46% | 0.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SSSYX State Street Equity 500 Index Fund Class K | 1.55% | 1.44% | 1.63% | 1.78% | 2.16% | 2.76% | 1.86% | 4.44% | 5.18% | 5.94% | 2.07% | 1.84% |
Drawdowns
FIDEX vs. SSSYX - Drawdown Comparison
The maximum FIDEX drawdown since its inception was -21.90%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for FIDEX and SSSYX.
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Drawdown Indicators
| FIDEX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.90% | -91.48% | +69.58% |
Max Drawdown (1Y)Largest decline over 1 year | -11.87% | -12.10% | +0.23% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.49% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -91.48% | — |
Current DrawdownCurrent decline from peak | -10.13% | -8.88% | -1.25% |
Average DrawdownAverage peak-to-trough decline | -3.81% | -4.20% | +0.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 2.49% | +0.21% |
Volatility
FIDEX vs. SSSYX - Volatility Comparison
Fidelity SAI Sustainable U.S. Equity Fund (FIDEX) has a higher volatility of 5.28% compared to State Street Equity 500 Index Fund Class K (SSSYX) at 4.24%. This indicates that FIDEX's price experiences larger fluctuations and is considered to be riskier than SSSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FIDEX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.28% | 4.24% | +1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 10.43% | 9.08% | +1.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.70% | 18.10% | +1.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.54% | 16.85% | +1.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.54% | 124.43% | -105.89% |