FIDJX vs. FSUVX

Last updated Aug 1, 2026

FIDJX (Fidelity SAI Sustainable Sector Fund) and FSUVX (Fidelity SAI U.S. Low Volatility Index Fund) are both mutual funds - FIDJX is a Large Cap Blend Equities fund actively managed by Fidelity, while FSUVX is a Low Volatility fund managed by Fidelity. Over the past 3 years, FIDJX returned 20.00%/yr vs 14.07%/yr for FSUVX. Their 0.79 correlation means they have sometimes moved together and sometimes differently. FIDJX charges 0.44%/yr vs 0.11%/yr for FSUVX.

Performance

FIDJX vs. FSUVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity SAI Sustainable Sector Fund (FIDJX) and Fidelity SAI U.S. Low Volatility Index Fund (FSUVX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FIDJX achieves a 12.53% return, which is significantly higher than FSUVX's 8.73% return.

FIDJX

• 1D: 2.20%
• 1M: -2.21%
• 6M: 10.14%
• YTD: 12.53%
• 1Y: 26.11%
• 3Y*: 20.00%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 16.68%

FSUVX

• 1D: 0.00%
• 1M: 1.14%
• 6M: 6.39%
• YTD: 8.73%
• 1Y: 14.88%
• 3Y*: 14.07%
• 5Y*: 9.11%
• 10Y*: 11.13%
• ALL TIME*: 11.56%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FIDJX Fidelity SAI Sustainable Sector Fund	$0.00	$0.00	$0.00
FSUVX Fidelity SAI U.S. Low Volatility Index Fund	$0.00	$0.00	$0.00

FIDJX vs. FSUVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
FIDJX Fidelity SAI Sustainable Sector Fund	12.53%	17.55%	23.85%	31.66%	-10.52%
FSUVX Fidelity SAI U.S. Low Volatility Index Fund	8.73%	11.03%	17.40%	14.80%	-4.93%

Correlation

The correlation between FIDJX and FSUVX is 0.56, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.56
Correlation (3Y) Balances recent behavior with more history.	0.73
Correlation (All Time) Calculated using the full available price history since Apr 25, 2022	0.79

Over the past year, the correlation between FIDJX and FSUVX has dropped to 0.56 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.

Return for Risk

FIDJX vs. FSUVX — Risk / Return Rank

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

FIDJX

FIDJX Risk / Return Rank: 76
FIDJX Sharpe Ratio Rank: 71
FIDJX Sortino Ratio Rank: 68
FIDJX Omega Ratio Rank: 68
FIDJX Calmar Ratio Rank: 83
FIDJX Martin Ratio Rank: 89

FSUVX

FSUVX Risk / Return Rank: 61
FSUVX Sharpe Ratio Rank: 65
FSUVX Sortino Ratio Rank: 65
FSUVX Omega Ratio Rank: 61
FSUVX Calmar Ratio Rank: 53
FSUVX Martin Ratio Rank: 61

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.

FIDJX vs. FSUVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI Sustainable Sector Fund (FIDJX) and Fidelity SAI U.S. Low Volatility Index Fund (FSUVX). 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.

	FIDJX	FSUVX	Difference
Sharpe ratio: Return per unit of total volatility	1.65	1.52	+0.13
Sortino ratio: Return per unit of downside risk	2.28	2.21	+0.07
Omega ratio: Gain probability vs. loss probability	1.29	1.27	+0.02
Calmar ratio: Return relative to maximum drawdown	2.73	1.87	+0.86
Martin ratio: Return relative to average drawdown	11.70	7.68	+4.02

FIDJX vs. FSUVX - Sharpe Ratio Comparison

The current FIDJX Sharpe Ratio is 1.65, which is comparable to the FSUVX Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of FIDJX and FSUVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FIDJX vs. FSUVX - Drawdown Comparison

The maximum FIDJX drawdown since its inception was -20.43%, smaller than the maximum FSUVX drawdown of -32.41%. Use the drawdown chart below to compare losses from any high point for FIDJX and FSUVX.

Drawdown Indicators

	FIDJX	FSUVX	Difference
Max Drawdown Largest peak-to-trough decline	-20.43%	-32.41%	+11.98%
Max Drawdown (1Y) Largest decline over 1 year	-8.63%	-7.28%	-1.35%
Max Drawdown (3Y) Largest decline over 3 years	-20.43%	-11.55%	-8.88%
Max Drawdown (5Y) Largest decline over 5 years	—	-19.48%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-32.41%	—
Current Drawdown Current decline from peak	-3.05%	-0.68%	-2.37%
Average Drawdown Average peak-to-trough decline	-3.49%	-3.25%	-0.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.01%	1.77%	+0.24%

Volatility

FIDJX vs. FSUVX - Volatility Comparison

Fidelity SAI Sustainable Sector Fund (FIDJX) has a higher volatility of 4.13% compared to Fidelity SAI U.S. Low Volatility Index Fund (FSUVX) at 3.36%. This indicates that FIDJX's price experiences larger fluctuations and is considered to be riskier than FSUVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FIDJX	FSUVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.13%	3.36%	+0.77%
Volatility (6M) Calculated over the trailing 6-month period	11.49%	7.10%	+4.39%
Volatility (1Y) Calculated over the trailing 1-year period	14.29%	9.00%	+5.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.12%	13.00%	+5.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.12%	15.19%	+2.93%

FIDJX vs. FSUVX - Expense Ratio Comparison

FIDJX has a 0.44% expense ratio, which is higher than FSUVX's 0.11% expense ratio.

Dividends

FIDJX vs. FSUVX - Dividend Comparison

FIDJX's dividend yield for the trailing twelve months is around 0.34%, less than FSUVX's 4.09% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FIDJX Fidelity SAI Sustainable Sector Fund	0.34%	0.60%	1.74%	0.52%	0.44%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FSUVX Fidelity SAI U.S. Low Volatility Index Fund	4.09%	4.45%	2.25%	1.74%	4.12%	3.52%	1.31%	3.80%	2.63%	2.94%	2.23%	1.17%

Frequently Asked Questions

Can I hold both FIDJX and FSUVX in my portfolio?

FIDJX and FSUVX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FIDJX or FSUVX?

FIDJX has higher volatility (4.13%) compared to FSUVX (3.36%). In terms of maximum drawdown, FIDJX dropped -20.43% vs FSUVX's -32.41%.

Which has better risk-adjusted returns?

FIDJX currently has the higher Sharpe Ratio (1.65 vs 1.52), 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.